# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-042915
**Filing Date:** 2026-5
**Character Count:** 3417572
**Document Hash:** 4b8eafa55d7a92ac64f2e1ef1e38500f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042915.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042915

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26952673

**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):** 2026-04-30

**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:** 43 days

- **WAL:** 115 days

- **Total Value of Portfolio Securities:** $211798045071.17

- **Amortized Cost of Portfolio Securities:** $211795498708.53

- **Cash:** $10505039004.37

- **Total Other Assets:** $3365498093.61

- **Total Liabilities:** $4444370971.66

- **Net Assets of Series:** $221221664834.85

- **Number of Shares Outstanding (Series):** 221252316031.9070

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $121407518996.09          | $174355401801.16           | 54.3700%                  | 78.0800%                   |
| 2026-04-02 | $119916205891.17          | $169108870312.79           | 54.8500%                  | 77.3500%                   |
| 2026-04-06 | $125020081292.61          | $175027298223.83           | 55.7600%                  | 78.0600%                   |
| 2026-04-07 | $126621243217.24          | $177628739627.11           | 55.7500%                  | 78.2100%                   |
| 2026-04-08 | $126829582843.28          | $179838754973.41           | 55.2400%                  | 78.3200%                   |
| 2026-04-09 | $122040368492.40          | $174159181546.40           | 54.1400%                  | 77.2700%                   |
| 2026-04-10 | $118999802976.42          | $172717518541.36           | 53.1200%                  | 77.1000%                   |
| 2026-04-13 | $117188175945.36          | $170966501457.41           | 52.8300%                  | 77.0700%                   |
| 2026-04-14 | $116966700675.08          | $170522167377.64           | 52.7200%                  | 76.8600%                   |
| 2026-04-15 | $117074669939.28          | $169960330270.19           | 52.9300%                  | 76.8500%                   |
| 2026-04-16 | $112435334248.08          | $166946454853.84           | 51.5700%                  | 76.5800%                   |
| 2026-04-17 | $108906232987.98          | $163417216163.34           | 50.5400%                  | 75.8300%                   |
| 2026-04-20 | $112740874801.06          | $168731984603.01           | 50.7900%                  | 76.0200%                   |
| 2026-04-21 | $107660037520.47          | $163350998207.21           | 49.6300%                  | 75.3100%                   |
| 2026-04-22 | $111432945898.83          | $165591011601.04           | 50.8500%                  | 75.5600%                   |
| 2026-04-23 | $107820356347.39          | $164028345772.15           | 49.6500%                  | 75.5300%                   |
| 2026-04-24 | $112021993500.11          | $167737537661.46           | 50.7100%                  | 75.9300%                   |
| 2026-04-27 | $114260374830.53          | $171348276072.77           | 51.2000%                  | 76.7800%                   |
| 2026-04-28 | $112149924310.72          | $169487934136.10           | 50.5600%                  | 76.4100%                   |
| 2026-04-29 | $117509387719.64          | $173147357006.62           | 52.0700%                  | 76.7300%                   |
| 2026-04-30 | $117467249751.60          | $173005308096.31           | 52.0500%                  | 76.6600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.6900%             |
| 2026-04-14 | 3.6900%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.7000%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7200%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9998                      |
|  |  |
| 2026-04-02 | 0.9998                      |
|  |  |
| 2026-04-06 | 0.9998                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9998                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 0.9998                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 0.9998                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9998                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $455493071.04

- **Number of Shares Outstanding:** 455561925.7200

- **Expense Reimbursement/Waiver:** 19353.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1256672.55               | $1639750.00             |
| 2026-04-02 | $635917.68                | $54006.25               |
| 2026-04-06 | $3344497.18               | $2196.36                |
| 2026-04-07 | $57766.77                 | $2998214.61             |
| 2026-04-08 | $90732.67                 | $122009.89              |
| 2026-04-09 | $364536.43                | $0.00                   |
| 2026-04-10 | $36046.00                 | $469761.26              |
| 2026-04-13 | $22032.77                 | $12308.10               |
| 2026-04-14 | $325211.49                | $17574.44               |
| 2026-04-15 | $3697582.62               | $473.86                 |
| 2026-04-16 | $23270.79                 | $471570.95              |
| 2026-04-17 | $43323.02                 | $76669.88               |
| 2026-04-20 | $22912288.28              | $0.00                   |
| 2026-04-21 | $0.00                     | $463046.27              |
| 2026-04-22 | $51451.98                 | $0.00                   |
| 2026-04-23 | $273927.38                | $50634.84               |
| 2026-04-24 | $46560.38                 | $0.00                   |
| 2026-04-27 | $53485.04                 | $9095.54                |
| 2026-04-28 | $21093.53                 | $224891.17              |
| 2026-04-29 | $2286100.48               | $0.00                   |
| 2026-04-30 | $245351.66                | $2447431.87             |

**Total Gross Subscriptions (Month):** $35787848.70

**Total Gross Redemptions (Month):** $9059635.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4200%           |
| 2026-04-02 | 3.4200%           |
| 2026-04-06 | 3.4200%           |
| 2026-04-07 | 3.4100%           |
| 2026-04-08 | 3.4100%           |
| 2026-04-09 | 3.4000%           |
| 2026-04-10 | 3.3900%           |
| 2026-04-13 | 3.3900%           |
| 2026-04-14 | 3.3900%           |
| 2026-04-15 | 3.3900%           |
| 2026-04-16 | 3.4000%           |
| 2026-04-17 | 3.4200%           |
| 2026-04-20 | 3.4200%           |
| 2026-04-21 | 3.4200%           |
| 2026-04-22 | 3.4200%           |
| 2026-04-23 | 3.4100%           |
| 2026-04-24 | 3.4100%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4200%           |
| 2026-04-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.8300%          | 0.0000%              |
| Depository institution or other banking institution |  | 88.2900%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2520843119.46

- **Number of Shares Outstanding:** 2521186153.9900

- **Expense Reimbursement/Waiver:** 101886.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $68573395.88              | $60709797.79            |
| 2026-04-02 | $19128147.91              | $6338070.19             |
| 2026-04-06 | $37049457.43              | $13924256.21            |
| 2026-04-07 | $65461284.63              | $8086322.53             |
| 2026-04-08 | $69386743.47              | $4538276.76             |
| 2026-04-09 | $57927283.98              | $18563656.65            |
| 2026-04-10 | $11333867.47              | $31274781.76            |
| 2026-04-13 | $17974748.48              | $21690254.71            |
| 2026-04-14 | $18783008.29              | $5681616.69             |
| 2026-04-15 | $74431588.14              | $22957715.81            |
| 2026-04-16 | $27144933.10              | $9681475.06             |
| 2026-04-17 | $123207688.05             | $8871533.53             |
| 2026-04-20 | $43033220.39              | $119528167.72           |
| 2026-04-21 | $26669618.96              | $42020627.49            |
| 2026-04-22 | $24718102.77              | $13902414.94            |
| 2026-04-23 | $40162151.28              | $47843236.14            |
| 2026-04-24 | $39864789.11              | $32809821.07            |
| 2026-04-27 | $16010258.18              | $16020498.40            |
| 2026-04-28 | $19358130.61              | $17550076.07            |
| 2026-04-29 | $25124331.46              | $78764148.78            |
| 2026-04-30 | $231939939.76             | $53126300.88            |

**Total Gross Subscriptions (Month):** $1057282689.35

**Total Gross Redemptions (Month):** $633883049.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3200%           |
| 2026-04-02 | 3.3200%           |
| 2026-04-06 | 3.3200%           |
| 2026-04-07 | 3.3100%           |
| 2026-04-08 | 3.3100%           |
| 2026-04-09 | 3.3000%           |
| 2026-04-10 | 3.2900%           |
| 2026-04-13 | 3.2900%           |
| 2026-04-14 | 3.2900%           |
| 2026-04-15 | 3.2900%           |
| 2026-04-16 | 3.3000%           |
| 2026-04-17 | 3.3200%           |
| 2026-04-20 | 3.3200%           |
| 2026-04-21 | 3.3200%           |
| 2026-04-22 | 3.3200%           |
| 2026-04-23 | 3.3100%           |
| 2026-04-24 | 3.3100%           |
| 2026-04-27 | 3.3200%           |
| 2026-04-28 | 3.3200%           |
| 2026-04-29 | 3.3200%           |
| 2026-04-30 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 38.9800%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.2800%         | 0.0000%              |
| Non-financial corporation                           |  | 12.2000%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $192397178770.74

- **Number of Shares Outstanding:** 192422075186.3840

- **Expense Reimbursement/Waiver:** 8313981.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $13805678079.00           | $7534215363.26          |
| 2026-04-02 | $3415803269.32            | $7642387162.90          |
| 2026-04-06 | $8045805621.84            | $3193330847.35          |
| 2026-04-07 | $5603298439.15            | $4071377413.55          |
| 2026-04-08 | $4998205382.77            | $4891086091.70          |
| 2026-04-09 | $3360715465.76            | $4456519818.76          |
| 2026-04-10 | $2895886449.07            | $4078093706.27          |
| 2026-04-13 | $3197297022.25            | $6149380851.61          |
| 2026-04-14 | $4095223133.97            | $4707809489.02          |
| 2026-04-15 | $5406783969.60            | $5559879336.44          |
| 2026-04-16 | $3615022207.33            | $4579348549.49          |
| 2026-04-17 | $2946450846.00            | $6325622934.48          |
| 2026-04-20 | $6291484441.62            | $3862707994.05          |
| 2026-04-21 | $4164564317.63            | $5439094953.73          |
| 2026-04-22 | $4791458710.49            | $3698667758.05          |
| 2026-04-23 | $5611690583.05            | $6427453837.35          |
| 2026-04-24 | $10181581104.28           | $5016936708.68          |
| 2026-04-27 | $4754727855.54            | $3583520061.35          |
| 2026-04-28 | $4317511632.57            | $5676792666.78          |
| 2026-04-29 | $7248067088.37            | $5996273369.55          |
| 2026-04-30 | $7686876184.06            | $6441400628.08          |

**Total Gross Subscriptions (Month):** $116434131803.67

**Total Gross Redemptions (Month):** $109331899542.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5700%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 28.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.3200%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.2400%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7245146352.39

- **Number of Shares Outstanding:** 7245746271.6800

- **Expense Reimbursement/Waiver:** 316998.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4373.08                  | $199299122.42           |
| 2026-04-02 | $58932803.56              | $0.00                   |
| 2026-04-06 | $8407746.27               | $122000000.00           |
| 2026-04-07 | $3379208.35               | $42000000.00            |
| 2026-04-08 | $162000000.00             | $7341481.50             |
| 2026-04-09 | $1362310.90               | $150000000.00           |
| 2026-04-10 | $25000000.00              | $10404809.86            |
| 2026-04-13 | $5632857.30               | $39000000.00            |
| 2026-04-14 | $46000000.00              | $2863850.25             |
| 2026-04-15 | $36000000.00              | $3444674.45             |
| 2026-04-16 | $86137980.67              | $0.00                   |
| 2026-04-17 | $0.00                     | $58455285.45            |
| 2026-04-20 | $12104861.80              | $0.00                   |
| 2026-04-21 | $7632148.91               | $25005000.00            |
| 2026-04-22 | $7389890.77               | $0.00                   |
| 2026-04-23 | $27000000.00              | $1835427.48             |
| 2026-04-24 | $0.00                     | $57697765.62            |
| 2026-04-27 | $13000000.00              | $49607825.18            |
| 2026-04-28 | $86043532.17              | $0.00                   |
| 2026-04-29 | $24088675.25              | $0.00                   |
| 2026-04-30 | $33578901.81              | $42000000.00            |

**Total Gross Subscriptions (Month):** $643695290.84

**Total Gross Redemptions (Month):** $810955242.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4700%           |
| 2026-04-02 | 3.4700%           |
| 2026-04-06 | 3.4700%           |
| 2026-04-07 | 3.4600%           |
| 2026-04-08 | 3.4600%           |
| 2026-04-09 | 3.4500%           |
| 2026-04-10 | 3.4400%           |
| 2026-04-13 | 3.4400%           |
| 2026-04-14 | 3.4400%           |
| 2026-04-15 | 3.4400%           |
| 2026-04-16 | 3.4500%           |
| 2026-04-17 | 3.4700%           |
| 2026-04-20 | 3.4700%           |
| 2026-04-21 | 3.4700%           |
| 2026-04-22 | 3.4700%           |
| 2026-04-23 | 3.4600%           |
| 2026-04-24 | 3.4600%           |
| 2026-04-27 | 3.4700%           |
| 2026-04-28 | 3.4700%           |
| 2026-04-29 | 3.4700%           |
| 2026-04-30 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.9400%          | 0.0000%              |
| Depository institution or other banking institution |  | 90.1100%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3119319258.22

- **Number of Shares Outstanding:** 3119754675.2100

- **Expense Reimbursement/Waiver:** 140440.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $687.33                   | $60375927.25            |
| 2026-04-02 | $82471579.32              | $0.00                   |
| 2026-04-06 | $0.00                     | $53585070.72            |
| 2026-04-07 | $3577759.71               | $0.00                   |
| 2026-04-08 | $63580623.62              | $0.00                   |
| 2026-04-09 | $69578856.57              | $0.00                   |
| 2026-04-10 | $0.00                     | $28584230.41            |
| 2026-04-13 | $0.00                     | $33220539.67            |
| 2026-04-14 | $3723.46                  | $603450.99              |
| 2026-04-15 | $0.00                     | $180892429.17           |
| 2026-04-16 | $15289060.37              | $0.00                   |
| 2026-04-17 | $13061218.66              | $0.00                   |
| 2026-04-20 | $0.00                     | $63012308.36            |
| 2026-04-21 | $0.00                     | $21540465.33            |
| 2026-04-22 | $0.00                     | $34626611.09            |
| 2026-04-23 | $18592974.46              | $0.00                   |
| 2026-04-24 | $9503804.84               | $0.00                   |
| 2026-04-27 | $0.00                     | $5729384.80             |
| 2026-04-28 | $5919054.90               | $0.00                   |
| 2026-04-29 | $10479109.14              | $0.00                   |
| 2026-04-30 | $41781140.01              | $0.00                   |

**Total Gross Subscriptions (Month):** $333839592.39

**Total Gross Redemptions (Month):** $482170417.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0700%           |
| 2026-04-02 | 3.0700%           |
| 2026-04-06 | 3.0700%           |
| 2026-04-07 | 3.0600%           |
| 2026-04-08 | 3.0600%           |
| 2026-04-09 | 3.0500%           |
| 2026-04-10 | 3.0400%           |
| 2026-04-13 | 3.0400%           |
| 2026-04-14 | 3.0400%           |
| 2026-04-15 | 3.0400%           |
| 2026-04-16 | 3.0500%           |
| 2026-04-17 | 3.0700%           |
| 2026-04-20 | 3.0700%           |
| 2026-04-21 | 3.0700%           |
| 2026-04-22 | 3.0700%           |
| 2026-04-23 | 3.0600%           |
| 2026-04-24 | 3.0600%           |
| 2026-04-27 | 3.0700%           |
| 2026-04-28 | 3.0700%           |
| 2026-04-29 | 3.0700%           |
| 2026-04-30 | 3.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9900%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9942637719.77

- **Number of Shares Outstanding:** 9946726658.5100

- **Expense Reimbursement/Waiver:** 428308.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9995          |
|  |  |
| 2026-04-06 | 0.9995          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9996          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9996          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9995          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $26916264.10              | $473174464.63           |
| 2026-04-02 | $150062406.60             | $777850152.14           |
| 2026-04-06 | $490933342.76             | $150063467.68           |
| 2026-04-07 | $390325757.76             | $0.00                   |
| 2026-04-08 | $84799912.03              | $142029336.00           |
| 2026-04-09 | $4139.80                  | $157592561.27           |
| 2026-04-10 | $71377501.94              | $18897.20               |
| 2026-04-13 | $45469044.13              | $85000000.00            |
| 2026-04-14 | $115010471.90             | $77962448.95            |
| 2026-04-15 | $658607.37                | $157371520.22           |
| 2026-04-16 | $38241903.87              | $85000000.00            |
| 2026-04-17 | $52114779.94              | $45265519.81            |
| 2026-04-20 | $22180541.42              | $350000.00              |
| 2026-04-21 | $92388003.73              | $0.00                   |
| 2026-04-22 | $38468633.36              | $1600000.00             |
| 2026-04-23 | $101993008.93             | $136008.52              |
| 2026-04-24 | $3908.68                  | $117858480.41           |
| 2026-04-27 | $172772422.43             | $43010114.63            |
| 2026-04-28 | $13938.86                 | $79705144.13            |
| 2026-04-29 | $150007213.42             | $155918564.92           |
| 2026-04-30 | $108465382.44             | $0.00                   |

**Total Gross Subscriptions (Month):** $2152207185.47

**Total Gross Redemptions (Month):** $2549906680.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5200%           |
| 2026-04-02 | 3.5200%           |
| 2026-04-06 | 3.5100%           |
| 2026-04-07 | 3.5100%           |
| 2026-04-08 | 3.5100%           |
| 2026-04-09 | 3.5000%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4900%           |
| 2026-04-14 | 3.4900%           |
| 2026-04-15 | 3.4900%           |
| 2026-04-16 | 3.5000%           |
| 2026-04-17 | 3.5200%           |
| 2026-04-20 | 3.5200%           |
| 2026-04-21 | 3.5200%           |
| 2026-04-22 | 3.5200%           |
| 2026-04-23 | 3.5100%           |
| 2026-04-24 | 3.5100%           |
| 2026-04-27 | 3.5100%           |
| 2026-04-28 | 3.5200%           |
| 2026-04-29 | 3.5200%           |
| 2026-04-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.1200%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $181432.35

- **Number of Shares Outstanding:** 181424.9600

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0001          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $525.65                   | $0.00                   |

**Total Gross Subscriptions (Month):** $525.65

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4200%           |
| 2026-04-02 | 3.4200%           |
| 2026-04-06 | 3.4200%           |
| 2026-04-07 | 3.4100%           |
| 2026-04-08 | 3.4100%           |
| 2026-04-09 | 3.4000%           |
| 2026-04-10 | 3.3900%           |
| 2026-04-13 | 3.3900%           |
| 2026-04-14 | 3.3900%           |
| 2026-04-15 | 3.3900%           |
| 2026-04-16 | 3.4000%           |
| 2026-04-17 | 3.4200%           |
| 2026-04-20 | 3.4200%           |
| 2026-04-21 | 3.4200%           |
| 2026-04-22 | 3.4200%           |
| 2026-04-23 | 3.4100%           |
| 2026-04-24 | 3.4100%           |
| 2026-04-27 | 3.4200%           |
| 2026-04-28 | 3.4200%           |
| 2026-04-29 | 3.4200%           |
| 2026-04-30 | 3.4200%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57854.69

- **Number of Shares Outstanding:** 57866.5700

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9998          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9998          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9998          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $135.94                   | $0.00                   |

**Total Gross Subscriptions (Month):** $135.94

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7700%           |
| 2026-04-02 | 2.7600%           |
| 2026-04-06 | 2.7600%           |
| 2026-04-07 | 2.7600%           |
| 2026-04-08 | 2.7600%           |
| 2026-04-09 | 2.7500%           |
| 2026-04-10 | 2.7400%           |
| 2026-04-13 | 2.7400%           |
| 2026-04-14 | 2.7400%           |
| 2026-04-15 | 2.7400%           |
| 2026-04-16 | 2.7500%           |
| 2026-04-17 | 2.7700%           |
| 2026-04-20 | 2.7700%           |
| 2026-04-21 | 2.7700%           |
| 2026-04-22 | 2.7600%           |
| 2026-04-23 | 2.7600%           |
| 2026-04-24 | 2.7600%           |
| 2026-04-27 | 2.7600%           |
| 2026-04-28 | 2.7600%           |
| 2026-04-29 | 2.7700%           |
| 2026-04-30 | 2.7700%           |

**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:** $3483567607.32

- **Number of Shares Outstanding:** 3483678013.9700

- **Expense Reimbursement/Waiver:** 135652.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $132172903.09             | $480700000.00           |
| 2026-04-02 | $120635641.54             | $41757599.75            |
| 2026-04-06 | $212345709.28             | $295000000.00           |
| 2026-04-07 | $1353303.00               | $40000000.00            |
| 2026-04-08 | $80853836.00              | $16000000.00            |
| 2026-04-09 | $0.00                     | $95166682.18            |
| 2026-04-10 | $50434903.00              | $15000000.00            |
| 2026-04-13 | $118354840.00             | $11000000.00            |
| 2026-04-14 | $56044014.00              | $17000000.00            |
| 2026-04-15 | $101632450.00             | $100000000.00           |
| 2026-04-16 | $17940310.00              | $202849619.50           |
| 2026-04-17 | $4546233.00               | $0.00                   |
| 2026-04-20 | $143285754.00             | $50000000.00            |
| 2026-04-21 | $104827915.00             | $80000000.00            |
| 2026-04-22 | $25029000.00              | $15023448.00            |
| 2026-04-23 | $172500000.00             | $4894479.00             |
| 2026-04-24 | $88977046.00              | $59000000.00            |
| 2026-04-27 | $137674191.66             | $18400000.00            |
| 2026-04-28 | $83000000.00              | $26671746.00            |
| 2026-04-29 | $164907827.00             | $201534402.56           |
| 2026-04-30 | $164269627.00             | $59266300.00            |

**Total Gross Subscriptions (Month):** $1980785503.57

**Total Gross Redemptions (Month):** $1829264276.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5700%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.3300%         | 0.0000%              |
| Broker-dealer                                       |  | 8.1200%          | 0.0000%              |
| Depository institution or other banking institution |  | 30.8200%         | 0.0000%              |
| Non-financial corporation                           |  | 21.0900%         | 0.0000%              |
| Non-financial corporation                           |  | 12.1800%         | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1048695793.70

- **Number of Shares Outstanding:** 1048841335.9800

- **Expense Reimbursement/Waiver:** 53358.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9998          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $473347120.45             | $420199814.37           |
| 2026-04-02 | $245000000.00             | $472440000.00           |
| 2026-04-06 | $345500000.00             | $245000000.00           |
| 2026-04-07 | $140000000.00             | $329860000.00           |
| 2026-04-08 | $618000000.00             | $103800000.00           |
| 2026-04-09 | $579500000.00             | $504540000.00           |
| 2026-04-10 | $350000000.00             | $530500000.00           |
| 2026-04-13 | $518000000.00             | $352200000.00           |
| 2026-04-14 | $585740000.00             | $600000000.00           |
| 2026-04-15 | $500000000.00             | $935900000.00           |
| 2026-04-16 | $473400000.00             | $500000000.00           |
| 2026-04-17 | $500000000.00             | $486380000.00           |
| 2026-04-20 | $502240000.00             | $527000000.00           |
| 2026-04-21 | $500000000.00             | $500895000.00           |
| 2026-04-22 | $500000000.00             | $501720000.00           |
| 2026-04-23 | $578300000.00             | $500840000.00           |
| 2026-04-24 | $262000000.00             | $512840000.00           |
| 2026-04-27 | $543340000.00             | $262000000.00           |
| 2026-04-28 | $317180000.00             | $525000000.00           |
| 2026-04-29 | $445000000.00             | $317400000.00           |
| 2026-04-30 | $461360000.00             | $558700000.00           |

**Total Gross Subscriptions (Month):** $9437907120.45

**Total Gross Redemptions (Month):** $9687214814.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5700%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 43.8500%         | 0.0000%              |
| Non-financial corporation |  | 23.1700%         | 0.0000%              |
| Non-financial corporation |  | 18.8900%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $891822874.91

- **Number of Shares Outstanding:** 891787637.3100

- **Expense Reimbursement/Waiver:** 34393.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0001          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0001          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0001          |
|  |  |
| 2026-04-14 | 1.0001          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1474020.66               | $34295761.16            |
| 2026-04-02 | $1790.54                  | $6520000.00             |
| 2026-04-06 | $1960.22                  | $0.00                   |
| 2026-04-07 | $5000848.42               | $500000.00              |
| 2026-04-08 | $200001314.20             | $13.40                  |
| 2026-04-09 | $35201.17                 | $0.00                   |
| 2026-04-10 | $200109.67                | $5900000.00             |
| 2026-04-13 | $234.33                   | $0.00                   |
| 2026-04-14 | $100033557.00             | $1115000.00             |
| 2026-04-15 | $30050.00                 | $0.00                   |
| 2026-04-16 | $91508906.39              | $7500000.00             |
| 2026-04-17 | $7055606.00               | $5500000.00             |
| 2026-04-20 | $6060070.73               | $0.00                   |
| 2026-04-21 | $6601052.63               | $0.00                   |
| 2026-04-22 | $99050106.71              | $2900000.00             |
| 2026-04-23 | $18739.69                 | $3500.00                |
| 2026-04-24 | $520494.93                | $100000505.91           |
| 2026-04-27 | $51096.22                 | $25052000.00            |
| 2026-04-28 | $1001004.98               | $1715.22                |
| 2026-04-29 | $185500026.86             | $3800000.00             |
| 2026-04-30 | $10350268.25              | $185000000.00           |

**Total Gross Subscriptions (Month):** $714496459.60

**Total Gross Redemptions (Month):** $378088495.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5700%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 22.4200%         | 0.0000%              |
| Broker-dealer                                       |  | 16.8200%         | 0.0000%              |
| Broker-dealer                                       |  | 20.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7200%          | 0.0000%              |
| Non-financial corporation                           |  | 28.0600%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $116669836.78

- **Number of Shares Outstanding:** 116667738.9730

- **Expense Reimbursement/Waiver:** 5539.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1082762.36               | $1388192.90             |
| 2026-04-02 | $2256239.17               | $417218.38              |
| 2026-04-06 | $555386.07                | $56016.00               |
| 2026-04-07 | $184923.00                | $588125.56              |
| 2026-04-08 | $314227.66                | $2737184.06             |
| 2026-04-09 | $1710552.55               | $1250259.31             |
| 2026-04-10 | $859673.50                | $643169.49              |
| 2026-04-13 | $3912235.50               | $17301.81               |
| 2026-04-14 | $750572.03                | $476819.58              |
| 2026-04-15 | $502091.03                | $17741345.21            |
| 2026-04-16 | $1762563.92               | $2342880.10             |
| 2026-04-17 | $1040531.47               | $61315.00               |
| 2026-04-20 | $524913.58                | $917449.00              |
| 2026-04-21 | $325721.16                | $785034.32              |
| 2026-04-22 | $704504.43                | $352178.73              |
| 2026-04-23 | $604820.74                | $285190.78              |
| 2026-04-24 | $450703.43                | $709436.25              |
| 2026-04-27 | $1423649.35               | $889917.12              |
| 2026-04-28 | $95080.00                 | $1676005.98             |
| 2026-04-29 | $480793.25                | $2082498.28             |
| 2026-04-30 | $380378.38                | $374334.62              |

**Total Gross Subscriptions (Month):** $19922322.58

**Total Gross Redemptions (Month):** $35791872.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5700%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5500%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5400%           |
| 2026-04-14 | 3.5400%           |
| 2026-04-15 | 3.5400%           |
| 2026-04-16 | 3.5500%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5700%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $51143.48

- **Number of Shares Outstanding:** 51142.6500

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $153.72                   | $0.00                   |

**Total Gross Subscriptions (Month):** $153.72

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5200%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5500%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**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 3.740000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $197979986.16
- **C.18.a - Value (excl. sponsor support):** $197979986.16
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.800000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $240087729.60
- **C.18.a - Value (excl. sponsor support):** $240087729.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.810000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $390223185.30
- **C.18.a - Value (excl. sponsor support):** $390223185.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.645000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $482999550.81
- **C.18.a - Value (excl. sponsor support):** $482999550.81
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $241075223.33
- **C.18.a - Value (excl. sponsor support):** $241075223.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487006491.71
- **C.18.a - Value (excl. sponsor support):** $487006491.71
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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? 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 3.630000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $484999612.00
- **C.18.a - Value (excl. sponsor support):** $484999612.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $243998704.36
- **C.18.a - Value (excl. sponsor support):** $243998704.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $486998865.29
- **C.18.a - Value (excl. sponsor support):** $486998865.29
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244001246.84
- **C.18.a - Value (excl. sponsor support):** $244001246.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70001582.70
- **C.18.a - Value (excl. sponsor support):** $70001582.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487012097.08
- **C.18.a - Value (excl. sponsor support):** $487012097.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DX5, C.4 - ISIN: US3130B9DX53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487006964.10
- **C.18.a - Value (excl. sponsor support):** $487006964.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $781000421.74
- **C.18.a - Value (excl. sponsor support):** $781000421.74
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? No, 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 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EL0, C.4 - ISIN: US3130B9EL07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487007003.06
- **C.18.a - Value (excl. sponsor support):** $487007003.06
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GV6, C.4 - ISIN: US3130B9GV60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $489012415.71
- **C.18.a - Value (excl. sponsor support):** $489012415.71
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GZ7, C.4 - ISIN: US3130B9GZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $489007295.88
- **C.18.a - Value (excl. sponsor support):** $489007295.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? 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 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $977022930.19
- **C.18.a - Value (excl. sponsor support):** $977022930.19
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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? No, 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 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1442996767.68
- **C.18.a - Value (excl. sponsor support):** $1442996767.68
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JV3, C.4 - ISIN: US3130B9JV34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488010506.64
- **C.18.a - Value (excl. sponsor support):** $488010506.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K82, C.4 - ISIN: US3130B9K823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $245005855.50
- **C.18.a - Value (excl. sponsor support):** $245005855.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KD1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $243005030.10
- **C.18.a - Value (excl. sponsor support):** $243005030.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488022696.88
- **C.18.a - Value (excl. sponsor support):** $488022696.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488012214.64
- **C.18.a - Value (excl. sponsor support):** $488012214.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QQ6, C.4 - ISIN: US3130B9QQ65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494027856.66
- **C.18.a - Value (excl. sponsor support):** $494027856.66
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UB4, C.4 - ISIN: US3130B9UB41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $733014344.81
- **C.18.a - Value (excl. sponsor support):** $733014344.81
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UL2, C.4 - ISIN: US3130B9UL23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $245002846.90
- **C.18.a - Value (excl. sponsor support):** $245002846.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UM0, C.4 - ISIN: US3130B9UM06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $243004305.96
- **C.18.a - Value (excl. sponsor support):** $243004305.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488028040.48
- **C.18.a - Value (excl. sponsor support):** $488028040.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6W2, C.4 - ISIN: US3130BA6W28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487027661.60
- **C.18.a - Value (excl. sponsor support):** $487027661.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BABN6, C.4 - ISIN: US3130BABN61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $976032676.48
- **C.18.a - Value (excl. sponsor support):** $976032676.48
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BABP1, C.4 - ISIN: US3130BABP10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $489017452.41
- **C.18.a - Value (excl. sponsor support):** $489017452.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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.: 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 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAC39, C.4 - ISIN: US3130BAC399, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $976035653.28
- **C.18.a - Value (excl. sponsor support):** $976035653.28
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADE4, C.4 - ISIN: US3130BADE45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $487018087.18
- **C.18.a - Value (excl. sponsor support):** $487018087.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal 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: 3130BAEL7, C.4 - ISIN: US3130BAEL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $146009431.60
- **C.18.a - Value (excl. sponsor support):** $146009431.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **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 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFC6, C.4 - ISIN: US3130BAFC60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $486018798.48
- **C.18.a - Value (excl. sponsor support):** $486018798.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFH5, C.4 - ISIN: US3130BAFH57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $486022739.94
- **C.18.a - Value (excl. sponsor support):** $486022739.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFQ5, C.4 - ISIN: US3130BAFQ56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $984042774.48
- **C.18.a - Value (excl. sponsor support):** $984042774.48
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFT9, C.4 - ISIN: US3130BAFT95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $492028447.44
- **C.18.a - Value (excl. sponsor support):** $492028447.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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.: 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 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAH75, C.4 - ISIN: US3130BAH752, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $489031965.93
- **C.18.a - Value (excl. sponsor support):** $489031965.93
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **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? 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 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKP1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $146005050.14
- **C.18.a - Value (excl. sponsor support):** $146005050.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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? 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 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALJ4, C.4 - ISIN: US3130BALJ40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.648000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALV7, C.4 - ISIN: US3130BALV77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $488016772.56
- **C.18.a - Value (excl. sponsor support):** $488016772.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $476391951.63
- **C.18.a - Value (excl. sponsor support):** $476391951.63
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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.: 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: 313385A89, C.3 - LEI: N/A, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $723866046.73
- **C.18.a - Value (excl. sponsor support):** $723866046.73
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? 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: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $608630647.95
- **C.18.a - Value (excl. sponsor support):** $608630647.95
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 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: 313385B70, C.3 - LEI: N/A, C.5 - Other ID: 313385B70
- **C.18 - Value (incl. sponsor support):** $484876437.50
- **C.18.a - Value (excl. sponsor support):** $484876437.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1118071912.10
- **C.18.a - Value (excl. sponsor support):** $1118071912.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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 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: 313385C53, C.3 - LEI: N/A, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $46480473.75
- **C.18.a - Value (excl. sponsor support):** $46480473.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385C61, C.3 - LEI: N/A, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $241278587.48
- **C.18.a - Value (excl. sponsor support):** $241278587.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $966994644.24
- **C.18.a - Value (excl. sponsor support):** $966994644.24
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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? 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: 313385D29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $242169840.85
- **C.18.a - Value (excl. sponsor support):** $242169840.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 53: 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: 313385F35, C.3 - LEI: N/A, C.5 - Other ID: 313385F35
- **C.18 - Value (incl. sponsor support):** $389775686.55
- **C.18.a - Value (excl. sponsor support):** $389775686.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **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 54: 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: 313385F76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $481351541.68
- **C.18.a - Value (excl. sponsor support):** $481351541.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 55: 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: 313385G67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $297675360.00
- **C.18.a - Value (excl. sponsor support):** $297675360.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 56: 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: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1150809632.96
- **C.18.a - Value (excl. sponsor support):** $1150809632.96
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **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.: 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 57: 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $485400952.23
- **C.18.a - Value (excl. sponsor support):** $485400952.23
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **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.: 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 58: 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: 313385J72, C.3 - LEI: N/A, C.5 - Other ID: 313385J72
- **C.18 - Value (incl. sponsor support):** $241077412.80
- **C.18.a - Value (excl. sponsor support):** $241077412.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 313385U46, C.3 - LEI: N/A, C.5 - Other ID: 313385U46
- **C.18 - Value (incl. sponsor support):** $212840423.96
- **C.18.a - Value (excl. sponsor support):** $212840423.96
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: N/A, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $193175949.78
- **C.18.a - Value (excl. sponsor support):** $193175949.78
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 61: 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: N/A
- **C.18 - Value (incl. sponsor support):** $421270517.97
- **C.18.a - Value (excl. sponsor support):** $421270517.97
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 62: 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: N/A
- **C.18 - Value (incl. sponsor support):** $129377732.90
- **C.18.a - Value (excl. sponsor support):** $129377732.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 63: 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: 313385YF7, C.3 - LEI: N/A, C.5 - Other ID: 313385YF7
- **C.18 - Value (incl. sponsor support):** $200017835.61
- **C.18.a - Value (excl. sponsor support):** $200017835.61
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 64: 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: N/A
- **C.18 - Value (incl. sponsor support):** $119341833.60
- **C.18.a - Value (excl. sponsor support):** $119341833.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 65: 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: N/A, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $328157134.80
- **C.18.a - Value (excl. sponsor support):** $328157134.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: 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: N/A
- **C.18 - Value (incl. sponsor support):** $237641483.37
- **C.18.a - Value (excl. sponsor support):** $237641483.37
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 67: 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494578117.50
- **C.18.a - Value (excl. sponsor support):** $494578117.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 313385ZJ8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193524175.65
- **C.18.a - Value (excl. sponsor support):** $193524175.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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.: 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 69: 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: 313385ZQ2, C.3 - LEI: N/A, C.5 - Other ID: 313385ZQ2
- **C.18 - Value (incl. sponsor support):** $242007537.48
- **C.18.a - Value (excl. sponsor support):** $242007537.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 313385ZR0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239999768.36
- **C.18.a - Value (excl. sponsor support):** $239999768.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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 71: 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: 313385ZS8, C.3 - LEI: N/A, C.5 - Other ID: 313385ZS8
- **C.18 - Value (incl. sponsor support):** $246917115.00
- **C.18.a - Value (excl. sponsor support):** $246917115.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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? No, C.23 Categorized at Level 3? No

### Security 72: 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: 313385ZZ2, C.3 - LEI: N/A, C.5 - Other ID: 313385ZZ2
- **C.18 - Value (incl. sponsor support):** $482586767.04
- **C.18.a - Value (excl. sponsor support):** $482586767.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **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):** $249020724.27
- **C.18.a - Value (excl. sponsor support):** $249020724.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **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):** $248027332.08
- **C.18.a - Value (excl. sponsor support):** $248027332.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 75: 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):** $142546821.14
- **C.18.a - Value (excl. sponsor support):** $142546821.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 76: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $237071995.86
- **C.18.a - Value (excl. sponsor support):** $237071995.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 77: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $233105514.05
- **C.18.a - Value (excl. sponsor support):** $233105514.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 78: 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):** $48001529.76
- **C.18.a - Value (excl. sponsor support):** $48001529.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 79: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $240094644.00
- **C.18.a - Value (excl. sponsor support):** $240094644.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 80: 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):** $98010853.50
- **C.18.a - Value (excl. sponsor support):** $98010853.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 81: 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):** $97037925.06
- **C.18.a - Value (excl. sponsor support):** $97037925.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 82: 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):** $97013377.27
- **C.18.a - Value (excl. sponsor support):** $97013377.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 83: 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: 3133ET6L6, C.4 - ISIN: US3133ET6L60, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $250036765.00
- **C.18.a - Value (excl. sponsor support):** $250036765.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6M4, C.4 - ISIN: US3133ET6M44, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $115016931.45
- **C.18.a - Value (excl. sponsor support):** $115016931.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **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):** $178007807.08
- **C.18.a - Value (excl. sponsor support):** $178007807.08
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 86: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **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):** $183992812.96
- **C.18.a - Value (excl. sponsor support):** $183992812.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 87: 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: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127072616.06
- **C.18.a - Value (excl. sponsor support):** $127072616.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 88: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159121118.25
- **C.18.a - Value (excl. sponsor support):** $159121118.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 89: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203145812.87
- **C.18.a - Value (excl. sponsor support):** $203145812.87
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 90: 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: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488243760.88
- **C.18.a - Value (excl. sponsor support):** $488243760.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 91: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290194534.90
- **C.18.a - Value (excl. sponsor support):** $290194534.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 92: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357129898.02
- **C.18.a - Value (excl. sponsor support):** $357129898.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 93: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **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):** $367465697.31
- **C.18.a - Value (excl. sponsor support):** $367465697.31
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 94: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159106506.15
- **C.18.a - Value (excl. sponsor support):** $159106506.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 95: 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: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245006338.15
- **C.18.a - Value (excl. sponsor support):** $245006338.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 96: 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):** $96090048.96
- **C.18.a - Value (excl. sponsor support):** $96090048.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 97: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $176028416.96
- **C.18.a - Value (excl. sponsor support):** $176028416.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 98: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJT8, C.4 - ISIN: US3133EWJT81, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $282994017.38
- **C.18.a - Value (excl. sponsor support):** $282994017.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **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 99: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97016403.67
- **C.18.a - Value (excl. sponsor support):** $97016403.67
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-28
- **C.13 - Final Legal Maturity Date:** 2028-02-28
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKL3, C.4 - ISIN: US3133EWKL37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $292051111.68
- **C.18.a - Value (excl. sponsor support):** $292051111.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 101: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKX7, C.4 - ISIN: US3133EWKX74, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $244091336.52
- **C.18.a - Value (excl. sponsor support):** $244091336.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 102: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $70110300.40
- **C.18.a - Value (excl. sponsor support):** $70110300.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $561243440.34
- **C.18.a - Value (excl. sponsor support):** $561243440.34
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249300251.67
- **C.18.a - Value (excl. sponsor support):** $249300251.67
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $744846285.12
- **C.18.a - Value (excl. sponsor support):** $744846285.12
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $318114282.84
- **C.18.a - Value (excl. sponsor support):** $318114282.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $694406600.72
- **C.18.a - Value (excl. sponsor support):** $694406600.72
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $730340245.70
- **C.18.a - Value (excl. sponsor support):** $730340245.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $389115649.70
- **C.18.a - Value (excl. sponsor support):** $389115649.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $904244748.96
- **C.18.a - Value (excl. sponsor support):** $904244748.96
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $820143180.20
- **C.18.a - Value (excl. sponsor support):** $820143180.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3447540430.24
- **C.18.a - Value (excl. sponsor support):** $3447540430.24
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 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: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $480037796.31
- **C.18.a - Value (excl. sponsor support):** $480037796.31
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1301957246.40
- **C.18.a - Value (excl. sponsor support):** $1301957246.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $588258603.90
- **C.18.a - Value (excl. sponsor support):** $588258603.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 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: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $948661101.78
- **C.18.a - Value (excl. sponsor support):** $948661101.78
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1411154522.64
- **C.18.a - Value (excl. sponsor support):** $1411154522.64
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 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):** $1153705663.68
- **C.18.a - Value (excl. sponsor support):** $1153705663.68
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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):** $1149917166.25
- **C.18.a - Value (excl. sponsor support):** $1149917166.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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):** $1534776720.40
- **C.18.a - Value (excl. sponsor support):** $1534776720.40
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $563259338.20
- **C.18.a - Value (excl. sponsor support):** $563259338.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $389632073.04
- **C.18.a - Value (excl. sponsor support):** $389632073.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: 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: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $321493870.98
- **C.18.a - Value (excl. sponsor support):** $321493870.98
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $294856888.56
- **C.18.a - Value (excl. sponsor support):** $294856888.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **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? No, 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: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $774519621.12
- **C.18.a - Value (excl. sponsor support):** $774519621.12
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 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: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $573733541.48
- **C.18.a - Value (excl. sponsor support):** $573733541.48
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 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: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $696217159.56
- **C.18.a - Value (excl. sponsor support):** $696217159.56
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: 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: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $724205053.55
- **C.18.a - Value (excl. sponsor support):** $724205053.55
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 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: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $779588082.12
- **C.18.a - Value (excl. sponsor support):** $779588082.12
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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? 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):** $446102742.19
- **C.18.a - Value (excl. sponsor support):** $446102742.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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):** $87740667.52
- **C.18.a - Value (excl. sponsor support):** $87740667.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $285768577.38
- **C.18.a - Value (excl. sponsor support):** $285768577.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $473470256.35
- **C.18.a - Value (excl. sponsor support):** $473470256.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **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 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):** $925574770.42
- **C.18.a - Value (excl. sponsor support):** $925574770.42
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $341734452.24
- **C.18.a - Value (excl. sponsor support):** $341734452.24
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 136: 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):** $293773348.88
- **C.18.a - Value (excl. sponsor support):** $293773348.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 137: 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):** $294178775.80
- **C.18.a - Value (excl. sponsor support):** $294178775.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 138: 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):** $1026224221.12
- **C.18.a - Value (excl. sponsor support):** $1026224221.12
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $828592845.57
- **C.18.a - Value (excl. sponsor support):** $828592845.57
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **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 140: 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):** $268147089.12
- **C.18.a - Value (excl. sponsor support):** $268147089.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 141: 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):** $539899785.04
- **C.18.a - Value (excl. sponsor support):** $539899785.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 142: 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):** $119402982.79
- **C.18.a - Value (excl. sponsor support):** $119402982.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 143: 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):** $444949213.29
- **C.18.a - Value (excl. sponsor support):** $444949213.29
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 144: 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):** $461188948.05
- **C.18.a - Value (excl. sponsor support):** $461188948.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 145: 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):** $941909462.06
- **C.18.a - Value (excl. sponsor support):** $941909462.06
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 146: 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):** $581127752.00
- **C.18.a - Value (excl. sponsor support):** $581127752.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 147: 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: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2047893710.20
- **C.18.a - Value (excl. sponsor support):** $2047893710.20
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **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 148: 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: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1513415113.65
- **C.18.a - Value (excl. sponsor support):** $1513415113.65
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $646589247.12
- **C.18.a - Value (excl. sponsor support):** $646589247.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **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 150: 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):** $301226770.39
- **C.18.a - Value (excl. sponsor support):** $301226770.39
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 151: 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):** $304446168.64
- **C.18.a - Value (excl. sponsor support):** $304446168.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.825200%
- **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):** $1194351440.88
- **C.18.a - Value (excl. sponsor support):** $1194351440.88
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 153: 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):** $296019763.92
- **C.18.a - Value (excl. sponsor support):** $296019763.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 154: 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):** $450577142.40
- **C.18.a - Value (excl. sponsor support):** $450577142.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 155: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.848200%
- **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):** $133107171.40
- **C.18.a - Value (excl. sponsor support):** $133107171.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 156: 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):** $925829124.22
- **C.18.a - Value (excl. sponsor support):** $925829124.22
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 157: 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: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $485471563.28
- **C.18.a - Value (excl. sponsor support):** $485471563.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 158: 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: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2573800590.30
- **C.18.a - Value (excl. sponsor support):** $2573800590.30
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 159: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.803200%
- **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):** $1696923197.85
- **C.18.a - Value (excl. sponsor support):** $1696923197.85
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 160: 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: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $716811844.86
- **C.18.a - Value (excl. sponsor support):** $716811844.86
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **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 161: 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: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $816669372.96
- **C.18.a - Value (excl. sponsor support):** $816669372.96
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 162: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.802200%
- **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):** $2300768676.66
- **C.18.a - Value (excl. sponsor support):** $2300768676.66
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.833200%
- **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):** $3672908930.46
- **C.18.a - Value (excl. sponsor support):** $3672908930.46
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.742200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4209568989.04
- **C.18.a - Value (excl. sponsor support):** $4209568989.04
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 165: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.746200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1100047487.00
- **C.18.a - Value (excl. sponsor support):** $1100047487.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **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 166: Natixis SA

- **C.1 - Title:** Natixis SA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.68_0507
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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      | 2.6904%  | 0.0000% | $21315952.00       | $171974.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1746770.00        | $2064520.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $1569646.00        | $1000747.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $1891517.00        | $1482062.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $5794000.00        | $5236048.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $3000000.00        | $3726848.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 3.0000%  | 0.0000% | $5159000.00        | $3218615.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $3235063.00        | $1659659.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-12-25      | 4.5000%  | 0.0000% | $9900000.00        | $1125994.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.4245%  | 0.0000% | $57377220.00       | $1335228.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.1684%  | 0.0000% | $2496.00           | $940.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4245%  | 0.0000% | $57142857.00       | $1274234.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2745%  | 0.0000% | $33762395.00       | $676446.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2745%  | 0.0000% | $15711883.00       | $342822.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3245%  | 0.0000% | $36321538.00       | $1041586.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $4485052.00        | $2357077.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $2123965.00        | $1985151.03        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $700.00            | $923.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $600.00            | $828.61            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $8439500.00        | $8405479.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-15      | 0.1250%  | 0.0000% | $671500.00         | $811439.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $4893500.00        | $4719216.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $19854400.00       | $20392112.00       | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 3.0000%  | 0.0000% | $2000000.00        | $2048734.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $752717.00         | $355099.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $2068900.00        | $1399294.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3797345.00        | $2415357.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2920359.00        | $2027580.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $1188121.00        | $719513.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 5.0000%  | 0.0000% | $350647.00         | $385769.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $2480150.00        | $2767843.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 5.5000%  | 0.0000% | $2329008.00        | $2591089.81        | Agency Collateralized Mortgage Obligation |

### Security 167: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.73_0507
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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              | 2040-11-15      | N/A      | 0.0000% | $15539000.00       | $7544635.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $1.51              | $0.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $36000.00          | $16444.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $13477370.63       | $5975327.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $1102193.94        | $459330.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $20.68             | $8.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $27.39             | $10.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $2961318.23        | $1129203.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $239.05            | $89.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $117.01            | $42.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1554000.00        | $560652.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $231.21            | $80.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $29287000.00       | $10018204.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $4522000.00        | $1471639.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $8.95              | $2.77              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $34.93             | $10.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $5427038.91        | $1635926.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $5900078.09        | $1756158.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $1953962.09        | $567743.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $21463542.44       | $6133207.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $55.56             | $15.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $919652.52         | $247552.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $1000.00           | $987.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-08-20      | N/A      | 0.0000% | $1500.00           | $1483.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-08-27      | N/A      | 0.0000% | $700.00            | $691.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-10      | N/A      | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-08      | N/A      | 0.0000% | $200.00            | $196.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-07-21      | N/A      | 0.0000% | $114200.00         | $113264.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $1823100.00        | $1650275.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $37864900.00       | $24799919.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $11951100.00       | $6283960.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $28542700.00       | $14798448.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $22022000.00       | $11248881.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $200000.00         | $90424.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $17399600.00       | $7623739.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $10915500.00       | $4707756.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $800000.00         | $340024.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $6600000.00        | $2761195.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $4000000.00        | $1625240.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $12262200.00       | $4919717.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $100.00            | $38.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $65666500.00       | $25258159.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $395345.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $22365000.00       | $8253579.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $1900200.00        | $682741.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $31600.00          | $11056.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $7473000.00        | $2546873.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $22395200.00       | $7524339.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $2495800.00        | $816251.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $304400.00         | $98263.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $14402300.00       | $4583531.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $4445000.00        | $1397641.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $300.00            | $93.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $2080000.00        | $613724.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $800.00            | $234.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1900.00           | $547.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $4319300.00        | $2162785.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $15579600.00       | $4427410.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $9400000.00        | $2634726.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-05-15      | N/A      | 0.0000% | $36159000.00       | $10012788.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $22026300.00       | $6021770.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $60643700.00       | $16213093.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $100.00            | $25.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $24729600.00       | $6317176.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $98827100.00       | $24940006.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $283444200.00      | $70277154.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $4421900.00        | $1080712.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $3602300.00        | $872621.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-05-15      | N/A      | 0.0000% | $3870000.00        | $897685.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-08-15      | N/A      | 0.0000% | $2550000.00        | $588361.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2056-02-15      | N/A      | 0.0000% | $13720700.00       | $3095389.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $103.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $104.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2031-02-15      | 5.3750%  | 0.0000% | $1964100.00        | $2096685.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $368100.00         | $361413.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $59419700.00       | $47539213.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $154.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $400.00            | $279.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 1.0000%  | 0.0000% | $19900.00          | $20425.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $2163300.00        | $1495844.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $129.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-05-15      | 3.1250%  | 0.0000% | $14879400.00       | $11290787.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $600.00            | $347.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 0.2500%  | 0.0000% | $3280100.00        | $2361342.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $800.00            | $442.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $15181500.00       | $8603483.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $59.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $900.00            | $804.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $453772000.00      | $411617634.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 4.8750%  | 0.0000% | $49305000.00       | $49164750.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-11-15      | 4.6250%  | 0.0000% | $7666900.00        | $7399467.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 0.5000%  | 0.0000% | $500.00            | $481.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 2.3750%  | 0.0000% | $14716200.00       | $14105576.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $198.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 3.8750%  | 0.0000% | $31822000.00       | $32089155.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $127900.00         | $129260.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $97300.00          | $99957.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $339411500.00      | $342949611.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 4.1250%  | 0.0000% | $97900.00          | $98056.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-12-31      | 4.5000%  | 0.0000% | $102900.00         | $106303.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $139981200.00      | $143772277.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-31      | 4.3750%  | 0.0000% | $31378700.00       | $32076443.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $400.00            | $400.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $500.00            | $508.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-15      | 1.1250%  | 0.0000% | $80411900.00       | $80933851.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 3.7500%  | 0.0000% | $300583900.00      | $299387459.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 3.3750%  | 0.0000% | $47928000.00       | $47731707.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $69.65             | $55.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $234.43            | $180.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $25950.32          | $18984.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $5606015.05        | $3997817.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $2.03              | $1.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $33.95             | $23.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $647046.27         | $427513.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $47.32             | $30.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $31.39             | $19.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $870000.00         | $722906.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $17759700.77       | $12513840.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $19446891.81       | $13350291.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-05-15      | N/A      | 0.0000% | $1.68              | $1.55              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $1139000.00        | $1030010.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $78.79             | $52.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $1881008.52        | $1226417.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $11.02             | $9.66              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $1741404.68        | $1509898.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-02-15      | N/A      | 0.0000% | $0.95              | $0.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $14293000.00       | $8816980.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $19399002.77       | $11642078.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11693029.32       | $6913842.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $70996006.55       | $38417217.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $20000000.00       | $10663400.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8951190.94        | $4696600.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $32943296.63       | $17019758.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $118.97            | $60.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $776000.00         | $388605.28         | U.S. Treasuries (including strips) |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.73_0507
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $2157797.27        | $956681.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-05-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $0.08              | $0.03              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2680%  | 0.0000% | $28993250.00       | $24948992.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.4360%  | 0.0000% | $1062.00           | $719.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $24945.00          | $8792.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $219330.00         | $83091.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $4000.00           | $1609.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-15      | 4.5000%  | 0.0000% | $50962.00          | $40214.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $196795.00         | $148786.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 4.0000%  | 0.0000% | $1110476.00        | $126606.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $2000.00           | $1187.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $3037.00           | $2848.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $9480.00           | $9316.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $2000.00           | $514.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $5040.00           | $5117.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $4978.00           | $4944.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $6120.00           | $6291.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $3000.00           | $2958.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 6.0000%  | 0.0000% | $1000.00           | $992.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $3000.00           | $2766.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 6.0000%  | 0.0000% | $25302.00          | $25075.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1019.00           | $897.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1000.00           | $1072.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-15      | 7.5000%  | 0.0000% | $11912.00          | $12143.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-15      | 7.0000%  | 0.0000% | $1008.00           | $990.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $666.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $22768.00          | $17918.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2656.00           | $2157.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $8954.00           | $8678.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2574557.00        | $2130267.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2083.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $14512.00          | $12251.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1886.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $776.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $10001.00          | $10519.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3468.00           | $1117.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $5348.00           | $1585.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3000.00           | $3142.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $200434.00         | $203711.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $133607.00         | $141772.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2024.00           | $1545.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1026.00           | $1094.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $5344400.00        | $5588372.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2108.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $41147.00          | $41231.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $6351.00           | $4295.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3693.00           | $2580.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $9291.00           | $790.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $851915.00         | $501894.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $131406.00         | $117438.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $156761.00         | $149465.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $48902.00          | $32595.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2109.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $5236.00           | $5613.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1044.00           | $1105.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1001.00           | $1059.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1065.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $109113.00         | $115521.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $210815.00         | $220055.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1068.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $590760.00         | $623258.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 7.5000%  | 0.0000% | $2245.00           | $2430.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1012.00           | $1076.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $21436.00          | $22163.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $34057.00          | $36072.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $1009.00           | $1038.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $2000.00           | $2138.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $38714.00          | $38237.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1000.00           | $961.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2048.00           | $1843.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $29358.00          | $23708.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $6385.00           | $5759.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $919229.00         | $639565.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1399821.00        | $1051273.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $857905.00         | $768649.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1278013.00        | $966305.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $2405112.00        | $2396542.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $51520.00          | $52681.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $87945.00          | $89566.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $77725.00          | $77448.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1053.00           | $6.75              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1060522.00        | $39406.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $78.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $11284.00          | $1021.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 4.5000%  | 0.0000% | $1000.00           | $57.59             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $805851.00         | $404361.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $2002.00           | $211.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $94237.00          | $12481.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $11102353.00       | $349773.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $446145.00         | $23883.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $4000.00           | $640.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-04-15      | 3.5000%  | 0.0000% | $500000.00         | $19496.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1149000.00        | $51957.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $123.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3096.00           | $246.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $53.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $222363.00         | $17645.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $3578.00           | $312.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $6047.00           | $575.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $2810.00           | $343.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $80526.00          | $5184.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $177490.00         | $15449.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $3317.00           | $112.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $22396.00          | $1225.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $8178.00           | $457.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-20      | 5.5000%  | 0.0000% | $125000.00         | $5739.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $3000.00           | $157.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.5000%  | 0.0000% | $667319.00         | $32198.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $2000.00           | $114.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $2005.00           | $123.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $3004.00           | $169.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $8702.00           | $802.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $238746.00         | $25849.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $11507.00          | $990.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $3000.00           | $203.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $2030.00           | $187.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $147793.00         | $13883.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $38699.00          | $4654.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $3479245.00        | $231602.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $2000.00           | $205.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $71753.00          | $6491.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1072.00           | $86.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 2.5000%  | 0.0000% | $1000.00           | $81.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $5288.00           | $447.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $1000.00           | $112.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $3538.00           | $296.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1530.00           | $165.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $2000.00           | $190.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1284.00           | $123.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $5260.00           | $766.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $248299.00         | $22940.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $1547.00           | $101.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $112842.00         | $14097.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $250950.00         | $156262.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $531.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $673.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $1939535.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $54796.00          | $37546.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4982.00           | $757.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $29693.00          | $31487.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1432234.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $754.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $821.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $778.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5834.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $784.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1994.79           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-05-16      | 3.6700%  | 0.0000% | $87000.00          | $87941.07          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $33000.00          | $25873.48          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-06-04      | 1.8000%  | 0.0000% | $76000.00          | $60726.28          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $373000.00         | $300058.36         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $682000.00         | $553812.42         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $1365000.00        | $1132632.11        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $160000.00         | $134007.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $854.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $9175.00           | $3617.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2011.00           | $427.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $2805373.00        | $862532.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1071.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1071.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $14244695.00       | $9127440.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $18732.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $102002.00         | $77684.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1004.00           | $762.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $6582000.00        | $4893790.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3714.00           | $2791.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1963.00           | $1507.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1457686.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 2.5000%  | 0.0000% | $3455075.00        | $1912438.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.5000%  | 0.0000% | $11514781.00       | $6654030.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $394.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733243.00        | $246490.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $3684679.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $597.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $259000.00         | $181111.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $249000.00         | $197311.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12891417.00       | $12574439.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $1073.00           | $7.85              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $1006.00           | $133.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 5.9130%  | 0.0000% | $17236.00          | $1763.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.6010%  | 0.0000% | $27853.00          | $4438.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 7.0000%  | 0.0000% | $1007.00           | $140.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17363916.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.4200%  | 0.0000% | $1000.00           | $742.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $11988057.00       | $1685001.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $954.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1408.00           | $1428.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1365928.00        | $917678.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $656.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $861.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $901.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5020593.00        | $5181288.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5696.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $4100180.00        | $3848420.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $19710.00          | $16702.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $4004888.00        | $3855412.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $2388.00           | $543.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.1680%  | 0.0000% | $26670477.00       | $2157677.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 3.1040%  | 0.0000% | $16704200.00       | $1407542.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $284.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366454.00         | $311554.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $42692.00          | $40393.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $412310.00         | $399540.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8752.00           | $8102.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $205970.00         | $202081.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.9120%  | 0.0000% | $3769522.00        | $790163.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $45867399.00       | $6862441.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $5496800.00        | $1433288.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $86384250.00       | $13393883.60       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $151512.00         | $138524.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $398500.00         | $312477.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3000.00           | $2772.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $2024.00           | $1905.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3782587.00        | $3244380.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1104491.00        | $968316.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $919515.00         | $896883.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2024.00           | $1948.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $41480.00          | $40744.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $43733.00          | $44911.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $81913.00          | $80527.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4907.00           | $4876.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $8236.00           | $8109.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $4004628.00        | $3812663.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4025931.00        | $4004547.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $4005516.00        | $3855079.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $3999600.00        | $3854891.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2451953.00        | $2475073.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $4561394.00        | $4547248.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3558003.00        | $3633242.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1020.00           | $1037.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $24584.00          | $24989.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $9167066.00        | $9317190.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4378502.00        | $4450211.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $6199066.00        | $6190354.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1168.00           | $870.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2110000.00        | $1639494.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $989608.00         | $841881.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3619249.00        | $3307707.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $833.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $11263480.00       | $9484986.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $12610.00          | $10052.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1422223.00        | $1235192.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $142518.00         | $130314.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1014218.00        | $1003065.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $3694738.00        | $3564429.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1008.00           | $975.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1008.00           | $232.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $1043.00           | $179.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $680.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $110696.00         | $87410.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5526730.00        | $4414724.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $793.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $29814.00          | $25879.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $961.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $15938.00          | $16144.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $40998974.00       | $2707656.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 2.5000%  | 0.0000% | $53647.00          | $4839.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $3618.00           | $266.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $3085.00           | $217.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $135874.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1966907.00        | $160154.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $30428.00          | $9831.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $3186.00           | $1141.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4083744.00        | $1586655.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $1001.00           | $432.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $28048.00          | $20793.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $417264.00         | $296074.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $621.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $554.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $4181209.00        | $1851883.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $74589.00          | $65342.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $797.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 5.5000%  | 0.0000% | $1000.00           | $919.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $980.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $194000.00         | $191277.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $2034555.00        | $1963349.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1618171.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $73058.00          | $32332.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $38784.00          | $29838.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $53669.00          | $47225.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4999.00           | $4996.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $1692068.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1552473.00        | $1199187.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $49576.00          | $44899.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2012.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2196513.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $224886.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $13536681.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7000.00           | $7068.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3924309.00        | $3454531.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1640733.00        | $1739796.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $15438.00          | $15635.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $19318424.00       | $16506938.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1021426.00        | $903819.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $912.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $2002.00           | $2104.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $8000.00           | $7168.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $789470.00         | $809490.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $24168.00          | $24865.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $10671.00          | $9874.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $724633.00         | $695585.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $13982.00          | $13839.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $39320.00          | $37865.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $42850.00          | $37635.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2004.00           | $1559.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $477172.00         | $388424.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $17979340.00       | $14427623.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $953.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1120.00           | $947.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $4309933.00        | $4001249.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $5831113.00        | $4789990.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $900.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $574800.00         | $490734.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4691089.00        | $4606986.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2022325.00        | $1632971.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $32129653.00       | $32182785.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1832054.00        | $1475424.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $4525720.00        | $4217450.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $648.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1069000.00        | $983274.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $71331.00          | $61579.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $770650.00         | $692525.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3461.00           | $2995.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3299.00           | $2450.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $156548.00         | $142006.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $8002.00           | $7624.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $68244.00          | $66574.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1747201.00        | $912252.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2103.00           | $1140.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924868.00       | $11039449.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $283384.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $3805504.00        | $2195041.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $555.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $59662.00          | $35257.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $615.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $312794.00         | $190985.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $355000.00         | $252363.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $138963.00         | $101835.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2555000.00        | $1815220.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $18805.00          | $13838.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1042.00           | $660.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $7071778.00        | $5347440.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $903.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1054.00           | $739.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $34232448.00       | $27253517.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 4.2120%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $350006.00         | $259871.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $15175.00          | $11924.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 4.3000%  | 0.0000% | $17128.00          | $16609.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-02-02      | 4.0000%  | 0.0000% | $376649.00         | $370627.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1031.00           | $895.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1002.00           | $289.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1174.00           | $181.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1067.00           | $901.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.5200%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $15369.00          | $15156.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $7195.00           | $7131.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.6100%  | 0.0000% | $1878997.00        | $1902434.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $18844087.00       | $18368910.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $8545958.00        | $8285353.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 4.1400%  | 0.0000% | $8663290.00        | $8603097.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 4.4600%  | 0.0000% | $4217.00           | $4143.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1022.00           | $169.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5469038.00        | $2045940.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $6051065.00        | $2578434.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $3597684.00        | $1889968.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $50279.00          | $24454.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $10136605.00       | $6524498.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $14669804.00       | $9801282.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2145709.00        | $1264393.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $641.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $601.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $710.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $469939.00         | $361640.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1465690.00        | $1086053.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1185176.00        | $969846.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $825.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $823.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $373832.00         | $371533.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $5178.00           | $4987.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3816.00           | $3797.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $1000.00           | $964.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $8896953.00        | $8746792.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 2.5000%  | 0.0000% | $1174486.00        | $1088237.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6000.00           | $3265.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $8028.00           | $1595.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $778931.00         | $326018.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $619986.00         | $520840.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1584.00           | $1686.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $5039756.00        | $2381301.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $519257.00         | $389300.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $5000.00           | $5195.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $4001.00           | $4191.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $9001.00           | $9137.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2000.00           | $2087.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-05-20      | 5.5000%  | 0.0000% | $2000.00           | $212.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $2000.00           | $93.35             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $1111744.00        | $22891.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $62587.00          | $1814.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $1134.00           | $70.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $4000000.00        | $113087.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $2001.00           | $67.32             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $2836617.00        | $53294.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $235958.00         | $8031.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $20923.00          | $502.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $4587.00           | $193.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $2000.00           | $95.04             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 6.0000%  | 0.0000% | $12778.00          | $9512.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $9018.00           | $601.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $22745714.00       | $352781.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $3048.00           | $143.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $8777492.00        | $322508.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $91119.00          | $9898.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $2979537.00        | $16390.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $56013.00          | $159.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $240717.00         | $15045.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $2000.00           | $225.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1001.00           | $150.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $5903083.00        | $289390.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $3010.00           | $244.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $3043.00           | $805.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2000.00           | $926.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $566.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $172619.00         | $12115.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $21630.00          | $488.50            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-07-09      | N/A      | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-12      | N/A      | 0.0000% | $121000.00         | $120854.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-27      | N/A      | 0.0000% | $2000.00           | $1976.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $1131200.00        | $586489.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $200.00            | $56.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-11-15      | N/A      | 0.0000% | $6465900.00        | $1748056.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $200.00            | $53.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-11-15      | N/A      | 0.0000% | $100.00            | $25.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2036-02-15      | 4.5000%  | 0.0000% | $800.00            | $817.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $600.00            | $578.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $399.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $7581800.00        | $7664398.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $500.00            | $513.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 4.2500%  | 0.0000% | $98794400.00       | $100981549.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $10.77             | $6.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-05-15      | N/A      | 0.0000% | $10702.25          | $7163.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-11-15      | N/A      | 0.0000% | $5.12              | $3.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-02-15      | N/A      | 0.0000% | $2.66              | $2.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $56.91             | $34.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $4424356.09        | $2616028.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $57.58             | $32.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $683.14            | $352.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $5139514.25        | $2495383.21        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.1790%  | 0.0000% | $1025839.00        | $927450.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.8330%  | 0.0000% | $7865527.00        | $7145943.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $14152.00          | $463.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 7.5000%  | 0.0000% | $3008.00           | $100.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 7.0000%  | 0.0000% | $18339.00          | $724.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 3.0000%  | 0.0000% | $4707.00           | $432.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $600000.00         | $591796.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2043-06-12      | 3.7400%  | 0.0000% | $2000000.00        | $1693433.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2039-07-11      | 2.8000%  | 0.0000% | $305000.00         | $244011.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $155000.00         | $122096.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $25000.00          | $19515.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $1018.00           | $75.18             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1239377.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $200953.00         | $18831.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $130.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $712368.00         | $101961.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $316.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1955.00           | $518.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $567911.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1002.00           | $453.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $6429.00           | $1440.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $1007.00           | $99.35             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $1002.00           | $189.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $2413.00           | $233.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $138.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $1075.00           | $300.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 2.5000%  | 0.0000% | $1923896.00        | $1728785.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 2.5000%  | 0.0000% | $134132.00         | $96886.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $7627446.00        | $5968547.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 2.5000%  | 0.0000% | $12359445.00       | $7543232.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.5000%  | 0.0000% | $2889232.00        | $1576228.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 2.5000%  | 0.0000% | $1024.00           | $617.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $517.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3425480.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 5.5000%  | 0.0000% | $1993.00           | $1013.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $610.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $13609940.00       | $8663573.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2130916.00        | $1448841.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253317.00         | $168781.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $700955.00         | $517935.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $6714566.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $985456.00         | $778365.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1836842.00        | $1283792.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $710.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $2152.00           | $1361.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2030.00           | $1435.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $623.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1001.00           | $696.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2427755.00        | $1869021.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $7931974.00        | $6596161.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $660.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $804096.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1010.00           | $855.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4500000.00        | $3684132.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1021.00           | $828.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $761.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $6648.00           | $2049.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $591.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1251345.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1359177.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 6.5000%  | 0.0000% | $1000.00           | $118.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $3050.00           | $394.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1067.00           | $98.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $3030.00           | $252.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $10000.00          | $1110.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1037038.00        | $117962.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1000.00           | $103.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $220770.00         | $22742.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1002.00           | $117.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $692065.00         | $92738.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1000.00           | $93.93             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1801.00           | $202.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $96836.00          | $8033.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $3000.00           | $438.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $80000.00          | $6033.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2000.00           | $226.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $2015.00           | $250.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 5.5000%  | 0.0000% | $116117.00         | $9434.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $1044.00           | $78.37             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3096.00           | $270.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $2037.00           | $116.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $3000.00           | $258.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $1000.00           | $155.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $3076.00           | $269.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $252489.00         | $17795.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $43999.00          | $5618.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $2001.00           | $255.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $43484.00          | $5558.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $179875.00         | $21164.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2002.00           | $229.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $1000.00           | $99.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $2000.00           | $168.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $6079.00           | $686.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $774251.00         | $87460.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $2001.00           | $237.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $26540.00          | $9301.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $1000.00           | $499.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $2000.00           | $326.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1013.00           | $177.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $46285.00          | $7821.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $2001.00           | $271.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $101.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $88800902.00       | $20457089.17       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $132772.00         | $31664.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $596632.00         | $142288.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 6.0000%  | 0.0000% | $1000.00           | $161.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $4000.00           | $1039.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $30000.00          | $5556.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1000.00           | $602.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $10024.00          | $6120.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $59678.00          | $39378.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $176975.00         | $116902.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $3123.00           | $2137.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $98097.00          | $67252.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $10000.00          | $3324.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $483.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $1001.00           | $518.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $533.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $541.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $6000.00           | $3047.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $11000.00          | $2580.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $3016.00           | $1624.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $56774.00          | $32772.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3009.00           | $1779.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $48141.00          | $30903.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $611.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $284200.00         | $186016.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1070.00           | $830.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1060697.00        | $823256.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $687.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1149.00           | $790.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $142630.00         | $98729.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $698.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $360852.00         | $255093.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1024.00           | $720.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $9831.00           | $6908.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $30000.00          | $15137.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $16549619.00       | $11821854.85       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $10000.00          | $7158.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3427.00           | $2452.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $6715.00           | $3210.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $725.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $38161.00          | $23728.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $31554.00          | $14939.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1007.00           | $628.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $15000.00          | $6914.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $232760.00         | $152085.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $749770.00         | $608337.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $3416519.00        | $2382948.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $530.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $10000.00          | $4869.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $32889.00          | $24790.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $325926.00         | $236485.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $3089.00           | $2788.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4024.00           | $2136.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $3001.00           | $1306.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $2000.00           | $1670.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-15      | 7.0000%  | 0.0000% | $14000.00          | $10553.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $11256.00          | $11402.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.5000%  | 0.0000% | $116601.00         | $112742.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1004.00           | $254.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $102836.00         | $30875.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $309.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $605324.00         | $159643.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $360.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $147.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $531940.00         | $276871.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $7191.00           | $2911.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1293851.00        | $962159.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586257.00         | $596732.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $2083784.00        | $2140244.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $998.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $6706.00           | $6548.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2822266.00        | $2866227.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1600.00           | $1605.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1133689.00        | $1111501.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $11488247.00       | $11070038.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $7242302.00        | $7139676.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $132097.00         | $130648.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $170634.00         | $172572.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $4013264.00        | $3855304.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $23016.00          | $22124.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $3968231.00        | $3815504.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1336848.00        | $1342715.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $205030.00         | $216766.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3049.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $992.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $34256.00          | $34792.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4026200.00        | $3918892.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $83776.00          | $84874.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $788591.00         | $772377.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.8560%  | 0.0000% | $1708128.00        | $1721828.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.1140%  | 0.0000% | $10255501.00       | $10345140.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2662.00           | $2432.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $51838597.00       | $8953238.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1002.00           | $416.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 2.0700%  | 0.0000% | $1602104.00        | $1336614.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $4372652.00        | $3342665.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $663.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $13001.00          | $10530.30          | Agency Mortgage-Backed Securities  |

### Security 169: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.645000%
- **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_3.64_0507
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Note | 2029-08-31      | 3.6250%  | 0.0000% | $2311031000.00     | $2301992167.92     | U.S. Treasuries (including strips) |

### Security 170: 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: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_3.74_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2028-02-02      | 3.7300%  | 0.0000% | $1000000.00        | $1009173.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $23832300.00       | $13621717.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $973189.00         | $667021.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $350552064.00      | $187343433.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $628766.00         | $256568.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $182255.00         | $119865.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $687557.00         | $269188.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.3300%  | 0.0000% | $11966900.00       | $12196683.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1303756.00        | $1379992.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1448586.00        | $1446903.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1900%  | 0.0000% | $5976850.00        | $6007289.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3125848.00        | $3236395.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1261760.00        | $1221763.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $645032.00         | $666857.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3175284.00        | $3163958.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3298612.00        | $3421403.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2531735.00        | $2599118.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $151306000.00      | $88864062.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $10000000.00       | $9830885.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $82548300.00       | $82382102.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $41048128.00       | $39734382.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $5881288.00        | $6099509.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-15      | 7.0000%  | 0.0000% | $573046.00         | $1872.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $8407936.00        | $21355.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 7.0000%  | 0.0000% | $11546624.00       | $10787.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $4717800.00        | $30474.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $49387338.89       | Agency Mortgage-Backed Securities |

### Security 171: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.72_0507
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $111000.00         | $76752.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-11-15      | 2.7500%  | 0.0000% | $11783100.00       | $8374726.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $1000.00           | $750.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $96717100.00       | $93390794.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 3.5000%  | 0.0000% | $296057600.00      | $293603054.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $12937718.57       | $12553921.15       | U.S. Treasuries (including strips) |

### Security 172: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **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_3.65_0507
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 | 2051-10-01      | 2.0000%  | 0.0000% | $4170000.00        | $2517365.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $11785296.00       | $6581409.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $313928192.00      | $230509284.76      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $36020560.00       | $27488538.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $3822282.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.5000%  | 0.0000% | $18304544.00       | $16548848.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 3.5000%  | 0.0000% | $85517.00          | $76637.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 6.0000%  | 0.0000% | $9509936.00        | $9792108.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $8823264.00        | $5843661.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $20797280.00       | $18138986.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $17171440.00       | $14636270.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $16726528.00       | $15167804.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3936876.00        | $3671294.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $1521944.00        | $1224318.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $16487776.00       | $12893037.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $80100864.00       | $77617043.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $4494690.00        | $4585076.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1067900.00        | $1101523.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $1394898.00        | $1473393.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $58363200.00       | $54001692.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $3490356.00        | $3128577.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $2775124.00        | $2662935.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $4097448.00        | $4055453.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $2286996.00        | $2367292.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $4312752.00        | $4092923.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $9244560.00        | $9429813.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $19602272.00       | $19480644.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1699968.00        | $1321009.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $21771000.00       | $21256254.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 8.0000%  | 0.0000% | $9804304.00        | $9000586.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $117490048.00      | $111159625.63      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $41823680.00       | $41529671.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $46481920.00       | $46564267.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $42827712.00       | $41968271.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $233612544.00      | $231060524.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 2.0000%  | 0.0000% | $14227600.00       | $11343267.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 6.5000%  | 0.0000% | $95871488.00       | $100148421.60      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $48089536.00       | $47088869.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $100234624.00      | $97602552.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $12755632.00       | $13024285.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $19487000.00       | $20005020.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $21969376.00       | $21318511.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $22667904.00       | $21952209.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $19876032.00       | $19160898.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 7.0000%  | 0.0000% | $56383040.00       | $52394495.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $462287360.00      | $428514081.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.0000%  | 0.0000% | $167562880.00      | $155172200.93      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $135240704.00      | $131128364.60      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 5.5000%  | 0.0000% | $178710528.00      | $144921263.98      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.0000%  | 0.0000% | $76070784.00       | $61022295.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 4.0000%  | 0.0000% | $196470272.00      | $187875911.70      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 5.5000%  | 0.0000% | $62003648.00       | $57495983.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 6.0000%  | 0.0000% | $42217664.00       | $41326494.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-01      | 5.0000%  | 0.0000% | $42385408.00       | $42813406.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $15275664.00       | $15602957.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $14869520.00       | $1943085.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 5.5000%  | 0.0000% | $1142740.00        | $214942.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 5.5000%  | 0.0000% | $1067682.00        | $262492.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $2532364.00        | $569298.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 2.5000%  | 0.0000% | $2621444.00        | $368860.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.0000%  | 0.0000% | $50000000.00       | $9228752.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 6.5000%  | 0.0000% | $99942.00          | $5358.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.5000%  | 0.0000% | $305795000.00      | $38759164.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.5000%  | 0.0000% | $3897988.00        | $2346394.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $5500120.00        | $5412536.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $36158848.00       | $37020543.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 7.0000%  | 0.0000% | $3393872.00        | $2796826.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1265974.00        | $1345692.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $2832480.00        | $2970797.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1568724.00        | $1590958.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $2759304.00        | $2788406.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1165050.00        | $1235841.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $2590728.00        | $2379540.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $5906600.00        | $5698102.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 6.0000%  | 0.0000% | $3431036.00        | $3524422.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.5000%  | 0.0000% | $10084752.00       | $9707492.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $3258720.00        | $3411374.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.5000%  | 0.0000% | $7630160.00        | $7344983.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.5000%  | 0.0000% | $1184894.00        | $1145751.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.5000%  | 0.0000% | $1265394.00        | $1220681.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $4115336.00        | $4080429.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $1134102.00        | $1095995.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $8093248.00        | $7814243.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $4745620.00        | $4582568.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $3454032.00        | $3344276.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $6935480.00        | $6871304.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 6.0000%  | 0.0000% | $3091664.00        | $3187821.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $3418580.00        | $3295712.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $4059184.00        | $3915421.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 6.0000%  | 0.0000% | $9420496.00        | $9653596.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $1519580.00        | $1536100.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.5000%  | 0.0000% | $10848096.00       | $11016926.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $7006416.00        | $6921787.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $4186424.00        | $4047295.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 6.0000%  | 0.0000% | $2545484.00        | $2657588.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $3216704.00        | $3111089.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $1186046.00        | $1147672.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $4679032.00        | $4523145.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $1490504.00        | $727305.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $13732894.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $631000.00         | $435227.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $50753024.00       | $48969889.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $7500000.00        | $199941.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1164896.00        | $29598.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $10613.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 5.0000%  | 0.0000% | $19879640.00       | $19992016.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 2.0000%  | 0.0000% | $500000.00         | $198191.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.0000%  | 0.0000% | $2050000.00        | $969940.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-01      | 5.5000%  | 0.0000% | $520000.00         | $262627.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 5.5000%  | 0.0000% | $500000.00         | $319753.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 4.5000%  | 0.0000% | $716008.00         | $548569.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $300000.00         | $240441.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $30470816.00       | $22596587.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $600000.00         | $494295.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $20003616.00       | $14947766.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $7000000.00        | $5517373.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $3425000.00        | $3056339.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $48306176.00       | $46114599.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $279875072.00      | $166398497.73      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $5283616.00        | $4078458.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $500024832.00      | $438595532.96      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $22576032.00       | $16077808.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1709670.00        | $1034829.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $27297568.00       | $19090719.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $972612.00         | $583263.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $13075120.00       | $9294266.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.0000%  | 0.0000% | $2942716.00        | $2038925.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $9244048.00        | $3655448.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $7836656.00        | $5822554.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $3470920.00        | $3287758.73        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-12-08      | 4.3745%  | 0.0000% | $3000000.00        | $3016239.88        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2043-01-26      | 3.3800%  | 0.0000% | $1251000.00        | $1013724.78        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2038-03-02      | 3.5700%  | 0.0000% | $6000000.00        | $5390188.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-26      | 4.3188%  | 0.0000% | $10000000.00       | $10047098.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 1.5000%  | 0.0000% | $2994024.00        | $1704537.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $5523744.00        | $3869950.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $490041.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $743000.00         | $518194.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $6864567.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 6.0000%  | 0.0000% | $3989931.00        | $4119258.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 6.5000%  | 0.0000% | $1395320.00        | $862724.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 5.0000%  | 0.0000% | $1729226.00        | $734252.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 6.0000%  | 0.0000% | $1704740.00        | $914227.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.0000%  | 0.0000% | $894421.00         | $565723.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 6.0000%  | 0.0000% | $1488186.00        | $820832.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 5.5000%  | 0.0000% | $1644062.00        | $1621888.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-01      | 6.0000%  | 0.0000% | $1450400.00        | $1505771.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $2035000.00        | $588576.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-05-19      | 1.5500%  | 0.0000% | $15000000.00       | $12888254.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-27      | 0.8000%  | 0.0000% | $590000.00         | $581663.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-10      | 1.5000%  | 0.0000% | $15000000.00       | $12634940.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 5.6400%  | 0.0000% | $1012000.00        | $786499.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $1641200.00        | $60595.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $4000000.00        | $513286.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $2475000.00        | $329110.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $46000.00          | $10948.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $21870.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 7.0000%  | 0.0000% | $5013343.00        | $17731.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $1083328.00        | $571871.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1159621.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1310920.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $5163368.00        | $5012314.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $10278112.00       | $10094611.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $9029968.00        | $9199439.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $4330440.00        | $4256043.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7734957.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $64472704.00       | $7918718.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $13672900.00       | $2943062.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $61389312.00       | $34205552.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 5.5000%  | 0.0000% | $1742300.00        | $1312808.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 4.5000%  | 0.0000% | $4904704.00        | $4771732.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $5845008.00        | $5643156.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $800631.00         | $439854.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1042518.00        | $980357.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $150280704.00      | $133838379.22      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.0000%  | 0.0000% | $3317584.00        | $2573464.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $2566000.00        | $2424490.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $7254760.00        | $6972923.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.0000%  | 0.0000% | $1511656.00        | $1420023.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $3170836.00        | $3216111.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $4830560.00        | $4946676.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $17646240.00       | $17483114.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $9290016.00        | $9230557.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1317184.00        | $1283552.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $2897844.00        | $2938807.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $4474096.00        | $4336535.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $29024448.00       | $28706710.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $16538432.00       | $16357382.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 4.5000%  | 0.0000% | $4666900.00        | $4518478.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $15000000.00       | $13275772.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $72626304.00       | $63812818.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $42186304.00       | $42774826.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $58016757.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $306569.00         | $135894.38         | Agency Mortgage-Backed Securities |

### Security 173: BNP Paribas SA

- **C.1 - Title:** BNP Paribas 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: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.79_0629
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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? 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 | 2040-08-20      | 5.0000%  | 0.0000% | $55885814.00       | $8170.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.3211%  | 0.0000% | $5700581.00        | $33609.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.4245%  | 0.0000% | $57330752.00       | $821530.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.0000%  | 0.0000% | $11352751.00       | $423488.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $1024.00           | $209.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1283376.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $648.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $698.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $710.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $754.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $139520.00         | $108966.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $4365680.00        | $2425017.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1020.00           | $640.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $606.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $699.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $8581563.00        | $6288791.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57621.00          | $38443.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2649.00           | $1949.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $690.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $558.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $378564.00         | $269732.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-02-02      | 4.0000%  | 0.0000% | $1060.00           | $1043.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3077969.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $838.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $713.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.65            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $210000.00         | $168933.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2202008.00        | $1690808.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 4.7952%  | 0.0000% | $1005.00           | $541.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-25      | 4.0000%  | 0.0000% | $356946.00         | $342041.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $836.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $76308979.00       | $8003988.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 2.3404%  | 0.0000% | $100512.00         | $1079.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $93125.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.0793%  | 0.0000% | $82543545.00       | $790374.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.1726%  | 0.0000% | $50000000.00       | $532712.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.4011%  | 0.0000% | $14546000.00       | $328812.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3184056.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.9441%  | 0.0000% | $100017.00         | $3631.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3254%  | 0.0000% | $38326592.00       | $770395.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3394693.00        | $3031924.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2035821.00        | $2008877.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $466324.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $6743417.00        | $1477632.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162821.00        | $2095836.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $1000.00           | $981.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $897486.00         | $509446.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $696.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $845.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2790412.00        | $2151803.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1012.00           | $970.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 4.5200%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.2000%  | 0.0000% | $1022.00           | $990.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $11071.00          | $6710.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1736.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1003.00           | $67.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998930.00        | $103001.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1049.00           | $194.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $24516724.00       | $1804334.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $14303524.00       | $3121658.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $358.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1581248.00        | $1229063.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $2964790.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $143271.00         | $125111.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5061925.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2776452.00        | $2790940.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1400561.00        | $1313098.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2421455.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $986.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $478369.00         | $482046.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5080448.00        | $4016255.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $983.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $826.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $327207.00         | $329332.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $705.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $156500.00         | $108735.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $755.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $11432494.00       | $5943326.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $19755.00          | $19004.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1061.00           | $790.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $115700.00         | $89222.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6973294.00        | $5489786.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $18323.00          | $16501.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2067.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $886241.00         | $884893.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1025.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $356642.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1003.00           | $603.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $592.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1008.00           | $570.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3498000.00        | $2120161.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $7380925.00        | $5602132.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1002.00           | $645.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $548161.00         | $345276.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $3187458.00        | $2300756.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1542812.00        | $1147441.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1051392.00        | $842439.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $3739550.00        | $3145782.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $14176868.00       | $10783010.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $817.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $831.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2083104.00        | $1650153.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $5732032.00        | $5748851.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-25      | 3.3548%  | 0.0000% | $65891400.00       | $1816665.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4548%  | 0.0000% | $5637784.00        | $315906.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $1916543.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.2048%  | 0.0000% | $194427575.00      | $5485955.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.0248%  | 0.0000% | $168987726.00      | $4008196.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $126968.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26395191.00       | $11946.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 2.2548%  | 0.0000% | $237739209.00      | $13278388.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.8457%  | 0.0000% | $99899848.00       | $209662.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-25      | 1.3217%  | 0.0000% | $102353.00         | $26.33             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2663.00           | $92.18             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2235%  | 0.0000% | $15435816.00       | $114696.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $163237.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8507%  | 0.0000% | $3317655.00        | $95978.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262469.00        | $879036.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 2.5000%  | 0.0000% | $1020.00           | $440.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3323691.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $709.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $470003.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 5.0000%  | 0.0000% | $112583.00         | $70635.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $90045.00          | $64277.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $32107942.00       | $20060227.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $16013203.00       | $13727386.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3332196.00        | $3147642.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1028.00           | $992.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $629.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1362671.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4309680.00        | $4009444.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $33611.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $475140.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.3458%  | 0.0000% | $32470263.00       | $628671.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $344902.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3125%  | 0.0000% | $93797232.00       | $2138477.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $32172325.00       | $4335974.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $3536127.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2548%  | 0.0000% | $84906499.00       | $3027285.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4548%  | 0.0000% | $5222541.00        | $330796.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 30.6129% | 0.0000% | $3801477.00        | $2163606.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1092943.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.4808%  | 0.0000% | $217807.00         | $1146.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2328770.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $950.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4274%  | 0.0000% | $1853559.00        | $7034.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 1.0081%  | 0.0000% | $1000004.00        | $23902.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2259%  | 0.0000% | $5000000.00        | $169959.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5092%  | 0.0000% | $5603306.00        | $266625.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5092%  | 0.0000% | $8095904.00        | $385232.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 3.0000%  | 0.0000% | $940317.00         | $105514.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 1.0032%  | 0.0000% | $75900098.00       | $1250708.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $182346.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $445924.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8375.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $198533.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 6.0000%  | 0.0000% | $1000.00           | $1203.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1823%  | 0.0000% | $126964917.00      | $4744431.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3059133.00        | $2984312.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $2874166.00        | $2871023.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $988.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1792866.00        | $1800735.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $1014.00           | $52.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $295013.00         | $16279.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1098.00           | $61.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1140.00           | $59.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $285642.00         | $24076.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1024.00           | $82.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $88328.00          | $6491.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $1104.00           | $76.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1522.00           | $146.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $145.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $2076.00           | $259.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $5432.00           | $615.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1021.00           | $89.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $2049.00           | $179.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1000.00           | $117.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $101.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 5.5000%  | 0.0000% | $1000.00           | $348.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $1000.00           | $259.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $313.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $8764414.00        | $5789430.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $700.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $151672.00         | $103981.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $776.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $687.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $11765093.00       | $8268107.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2048.00           | $979.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $621.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $940070.00         | $596976.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $460.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2032.00           | $1327.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1486.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1008.00           | $909.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $6942520.00        | $4338996.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1024.00           | $445.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $941.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1000.00           | $253.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $1000.00           | $352.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $593.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $1101498.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $164083.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $254198.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9599%  | 0.0000% | $75878534.00       | $5565281.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3245%  | 0.0000% | $56643908.00       | $1652989.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2745%  | 0.0000% | $14480416.00       | $544615.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1738%  | 0.0000% | $21754923.00       | $111800.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $869048.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $100037.00         | $130.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.2654%  | 0.0000% | $78776162.00       | $531739.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1736523.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $447736.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $31901.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5245%  | 0.0000% | $100097.00         | $8443.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0909%  | 0.0000% | $12259472.00       | $940691.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.1555%  | 0.0000% | $16752845.00       | $1221667.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1163.00           | $718.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8091%  | 0.0000% | $23364456.00       | $1231764.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7142%  | 0.0000% | $1895210.00        | $121496.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.9008%  | 0.0000% | $2739042.00        | $175026.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.6299%  | 0.0000% | $100007.00         | $3972.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $35000000.00       | $19119620.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6099%  | 0.0000% | $31098064.00       | $1211225.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6399%  | 0.0000% | $24628480.00       | $1789633.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5901%  | 0.0000% | $673667.00         | $587702.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $17488701.00       | $10330185.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $4683024.00        | $2992458.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0599%  | 0.0000% | $11292563.00       | $319616.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3599%  | 0.0000% | $42264000.00       | $1817284.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4599%  | 0.0000% | $24925852.00       | $1151306.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $1570.00           | $439.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7401%  | 0.0000% | $9861360.00        | $3428119.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $24266.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.7599%  | 0.0000% | $100000000.00      | $3917888.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.4599%  | 0.0000% | $23356308.00       | $1469185.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $1224.00           | $568.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.6299%  | 0.0000% | $17980310.00       | $1032817.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $100000.00         | $17918.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $43305.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $5065868.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1099%  | 0.0000% | $4488970.00        | $183819.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0599%  | 0.0000% | $16053600.00       | $923132.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365596.00       | $82483.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.3282% | 0.0000% | $5622380.00        | $6375235.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9099%  | 0.0000% | $38784567.00       | $1740575.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.2899%  | 0.0000% | $37185299.00       | $2513678.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2599%  | 0.0000% | $95000000.00       | $1840839.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.4199%  | 0.0000% | $327978.00         | $15635.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $115169.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1599%  | 0.0000% | $14061902.00       | $1002695.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4899%  | 0.0000% | $4795457.00        | $180907.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20124287.00       | $14900582.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.8599%  | 0.0000% | $200000000.00      | $2751637.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.4599%  | 0.0000% | $85864614.00       | $3724660.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $12012680.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $176840.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $299956.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $213587.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $184966.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $53366.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1599%  | 0.0000% | $388548379.00      | $18906175.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $1000.00           | $899.71            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $204.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $96200.00          | $67926.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $14103500.00       | $10266571.91       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $8720900.00        | $8732280.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $1122400.00        | $1107733.09        | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $146866.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $706078.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $56177.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588339.00        | $18716.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.1245%  | 0.0000% | $200000000.00      | $1065257.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.3099%  | 0.0000% | $32092800.00       | $1334099.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.1028%  | 0.0000% | $444097.00         | $421898.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $21033.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8599%  | 0.0000% | $170861045.00      | $1152055.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7599%  | 0.0000% | $300000000.00      | $2607523.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-15      | 7.5000%  | 0.0000% | $1000.00           | $913.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 6.5000%  | 0.0000% | $2000.00           | $2040.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $969.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2000.00           | $2100.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1008.00           | $1060.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $975.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $941.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1017.00           | $710.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1000.00           | $953.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $8001.00           | $8474.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $8515456.00        | $7663205.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $901.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1200.00           | $834.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $917.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $5900567.00        | $4461416.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $914.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2088.00           | $1929.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2040.00           | $1749.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2048.00           | $1795.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1060.00           | $1044.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2000.00           | $1926.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1200.00           | $1194.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.2245%  | 0.0000% | $40025801.00       | $254587.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7148%  | 0.0000% | $1782714.00        | $99107.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2548%  | 0.0000% | $64900000.00       | $771203.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 28.0129% | 0.0000% | $5542953.00        | $2733592.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4548%  | 0.0000% | $23392881.00       | $741929.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 14.9710% | 0.0000% | $5109157.00        | $4117174.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.2000%  | 0.0000% | $17418679.00       | $81882.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.5048%  | 0.0000% | $43002907.00       | $1905167.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.7048%  | 0.0000% | $199989.00         | $8606.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.3935%  | 0.0000% | $2218294.00        | $110483.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.1048%  | 0.0000% | $506357.00         | $16001.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $5635016.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38899564.00       | $23835519.09       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7048%  | 0.0000% | $269357085.00      | $9979076.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8548%  | 0.0000% | $126000000.00      | $6084566.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8048%  | 0.0000% | $70779407.00       | $3098672.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7048%  | 0.0000% | $48664802.00       | $2089894.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $263725.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.9048%  | 0.0000% | $317306.00         | $14976.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16806111.00       | $1789225.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $3897426.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $181543.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $90482.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $80790.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $23997000.00       | $2950570.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $162810.00         | $33201.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $27653.00          | $821.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1974.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $808.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $10925520.00       | $10874479.18       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1114560.00        | $1101995.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6893696.00        | $5900050.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2414492.00        | $2422556.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1064050.00        | $1039597.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $2877389.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1526101.00        | $1495962.97        | Agency Mortgage-Backed Securities         |

### Security 174: BNP Paribas SA

- **C.1 - Title:** BNP Paribas 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: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.79_0604
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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    | 2052-03-01      | 2.5000%  | 0.0000% | $173671.00         | $110650.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7723.00           | $5478.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $547869.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $749.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $565.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $891.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $8765193.00        | $7924472.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $8000.00           | $6515.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1047570.00        | $1001437.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $915.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $9267805.00        | $9022950.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $715.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $133209.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1004.00           | $1009.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1308614.00        | $1349469.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9946.00           | $10365.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $531789.00         | $524498.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $18820288.00       | $15102446.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $3840.00           | $3686.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $2323463.00        | $2338558.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $739480.00         | $521504.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $977740.00         | $846346.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $957.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $988.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $1000.00           | $51.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $1000.00           | $79.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $1000.00           | $33.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $1000.00           | $57.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $1137815.00        | $106151.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $14120.00          | $859.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1024.00           | $94.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1000.00           | $93.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $301997.00         | $27334.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $195039.00         | $24212.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $528333.00         | $61439.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $165.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3072.00           | $268.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $1000.00           | $86.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $3066.00           | $268.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $1034.00           | $71.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $674556.00         | $48601.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $3194796.00        | $269848.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $189.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $244.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $659.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $700.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $685.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $1000.00           | $591.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1893080.00        | $1239069.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $2024.00           | $1570.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $698.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $723.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2024.00           | $1422.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1120.00           | $800.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-09-20      | 5.5000%  | 0.0000% | $1000.00           | $486.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $709.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $2000.00           | $1454.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $473.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1630500.00        | $1173474.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $629.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1071.00           | $680.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2000.00           | $921.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $543.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $534.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $139044.00         | $104804.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $103481.00         | $75083.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $902.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $300.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $165.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $5153152.00        | $548619.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-25      | 4.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1450518.00        | $80177.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9130%  | 0.0000% | $283480.00         | $29005.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $197.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $200.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $483951.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1001.00           | $172.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $27279.00          | $810.04            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $1099292.00        | $6232.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146744.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $987.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $808.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $21410.00          | $21830.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $843400.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1148478.00        | $1224995.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1026.00           | $784.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $988.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1012.00           | $960.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2975140.00        | $2581459.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $792.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $855.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $762287.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $95467.00          | $82242.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $991.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5994.00           | $6012.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1028.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $988109.00         | $1009515.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1038888.00        | $220658.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $531.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219309.00        | $1153651.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5550000.00        | $1032221.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.7330%  | 0.0000% | $11629352.00       | $8442600.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2262033.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $574.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $567.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $164296.00         | $150123.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1440804.00        | $1254703.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $917466.00         | $603492.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $700.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1010.00           | $656.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3073000.00        | $1871406.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $809.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $759.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $534.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1001.00           | $845.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $6739.00           | $6962.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1018970.00        | $976863.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1240970.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $286840.00         | $303324.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1013151.00        | $1056034.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 4.5200%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.2000%  | 0.0000% | $4012172.00        | $3888257.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $124107.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $3816707.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $14067028.00       | $2467079.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $135684.00         | $53707.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $4617000.00        | $1869432.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $362.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1007.00           | $507.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $540.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $594.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $12358898.00       | $7234963.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2950502.00        | $1934592.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $660.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $691.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $727.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $706.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $39882047.00       | $20733185.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1510173.00        | $1212413.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $205390.00         | $216871.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1043.00           | $847.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1625860.00        | $1303428.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $945.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $952.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $996.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1025.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $955328.00         | $974664.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $54206653.00       | $12506441.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $1010.00           | $267.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $307.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2611276.00        | $960553.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $471.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2022.00           | $1105.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $601.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1017.00           | $624.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1381330.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $617.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $659.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $682.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $674.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $743.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $4008000.00        | $2840596.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $200770.00         | $149319.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $785.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $7999.00           | $6229.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $830.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6339416.00        | $6358018.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $793.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $143250.00         | $124344.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063270.00        | $43017.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $543528.00         | $9822.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $2490052.00        | $307905.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259324472.00      | $18278281.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1642484.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1103437.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2623070.00        | $1569437.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $589.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $34083.00          | $5731.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $431.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $604.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $1000.00           | $67.92             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $281925.00         | $19550.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1010.00           | $103.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1024.00           | $82.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $1000.00           | $83.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $99997.00          | $15459.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $145.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $1000.00           | $124.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1000.00           | $129.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $329514.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | N/A      | 0.0000% | $1000.00           | $1034.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.4360%  | 0.0000% | $81653.00          | $55336.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $3053271.00        | $100001.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1001.00           | $183.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $4100000.00        | $623133.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019112.00       | $3235318.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1007.00           | $728.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $622.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $307579.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $28560.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $131890.00         | $59757.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $476611.00         | $282130.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2178856.00        | $1181143.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2306842.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2145332.00        | $1355233.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1212.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $610.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $755.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $746.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $629.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 5.0000%  | 0.0000% | $371478.00         | $174771.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $622.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $531.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $673.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $777.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $2015.00           | $1646.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $316790.00         | $291375.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $460.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $641876.00         | $359076.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3367748.00        | $2108828.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $22086.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1682541.00        | $1291936.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $680588.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.7404%  | 0.0000% | $2489116.00        | $17934.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $97752813.00       | $10253215.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.2904%  | 0.0000% | $32564675.00       | $261171.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.5613%  | 0.0000% | $329136.00         | $2272.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1232%  | 0.0000% | $119344842.00      | $623470.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-25      | 2.1029%  | 0.0000% | $12691320.00       | $94352.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.9029%  | 0.0000% | $21158243.00       | $157616.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976648.00        | $137067.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $10794.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $430941.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $16550446.00       | $1462344.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.9441%  | 0.0000% | $475897.00         | $17277.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3254%  | 0.0000% | $100070.00         | $2011.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1442430.00        | $161607.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4614972.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3125%  | 0.0000% | $178492945.00      | $4069449.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.2887%  | 0.0000% | $137608095.00      | $3590496.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.0700%  | 0.0000% | $75671140.00       | $2100171.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1484031.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3548%  | 0.0000% | $3740547.00        | $161129.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4548%  | 0.0000% | $12909032.00       | $817659.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $106534.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4548%  | 0.0000% | $6766906.00        | $379175.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9452%  | 0.0000% | $10381798.00       | $6846215.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.2548%  | 0.0000% | $50515583.00       | $1778969.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.3548%  | 0.0000% | $10455000.00       | $680951.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $322158.00         | $28949.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $25000000.00       | $69407.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.8957%  | 0.0000% | $200832.00         | $1636.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1435%  | 0.0000% | $41650120.00       | $139840.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.9038%  | 0.0000% | $33816211.00       | $128481.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 2.3457%  | 0.0000% | $224463006.00      | $3251924.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2089.00           | $72.32             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2235%  | 0.0000% | $114250770.00      | $848941.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4475124.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $947.20            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4274%  | 0.0000% | $51143696.00       | $194108.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2259%  | 0.0000% | $3619586.00        | $123036.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11393.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | N/A      | 0.0000% | $1097519.00        | $161.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $254534.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $757158.00         | $19.38             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.3020%  | 0.0000% | $15166632.00       | $173046.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $119415.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1823%  | 0.0000% | $58019200.00       | $2168064.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7148%  | 0.0000% | $100000.00         | $5559.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8548%  | 0.0000% | $59243969.00       | $1111154.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.3048%  | 0.0000% | $41320492.00       | $2081352.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4548%  | 0.0000% | $28974766.00       | $1676361.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.8952%  | 0.0000% | $1000.00           | $772.45            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | N/A      | 0.0000% | $12529691.00       | $1523.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.2000%  | 0.0000% | $891896.00         | $4192.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.5048%  | 0.0000% | $18477024.00       | $818591.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.7048%  | 0.0000% | $200128.00         | $8612.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.3548%  | 0.0000% | $237976.00         | $15723.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1680795.00        | $1029898.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8048%  | 0.0000% | $100227.00         | $4387.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.0548%  | 0.0000% | $5863267.00        | $129848.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $147.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $450.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $468814.00         | $348628.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $378.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $593.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $70080.00          | $72044.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $622273.00         | $244441.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1560000.00        | $1039389.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $786.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $943.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $94830.00          | $101115.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $568054.00         | $334661.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1016.00           | $1071.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2034403.00        | $2181161.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $321820.00         | $344259.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $637432.00         | $681879.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $464994.00         | $497059.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $921.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $807.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $901.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $8050960.00        | $5601555.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $917.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1035240.00        | $811766.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2752.00           | $2542.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $963.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1115209.00        | $250347.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $1341859.00        | $65944.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $329585.00         | $12524.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $550125.00         | $12707.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-11-15      | 6.5000%  | 0.0000% | $3150000.00        | $42433.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-16      | 0.7211%  | 0.0000% | $100067.00         | $143.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.7711%  | 0.0000% | $32895914.00       | $275490.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $162611.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.1028%  | 0.0000% | $8562631.00        | $8134618.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3245%  | 0.0000% | $3160500.00        | $92230.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1738%  | 0.0000% | $200001.00         | $1027.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.7245%  | 0.0000% | $187684679.00      | $1253182.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $23800.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8265628.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2557901.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790855.00       | $11659.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1887142.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25401941.00       | $1829227.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3553326.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.9759%  | 0.0000% | $40176915.00       | $2555274.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0909%  | 0.0000% | $22208484.00       | $1704097.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7224%  | 0.0000% | $11613932.00       | $716843.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9568%  | 0.0000% | $22155930.00       | $1529087.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7142%  | 0.0000% | $42106880.00       | $2699354.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.9647%  | 0.0000% | $800000.00         | $55727.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9815%  | 0.0000% | $3298304.00        | $228164.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.2211%  | 0.0000% | $14413505.00       | $683997.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $9946081.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7401%  | 0.0000% | $4523158.00        | $3197717.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6099%  | 0.0000% | $31397774.00       | $1031002.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5201%  | 0.0000% | $17872691.00       | $11150605.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6401%  | 0.0000% | $43246365.00       | $15519378.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $9219234.00        | $4518787.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $4472807.00        | $3041311.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $8790492.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6401%  | 0.0000% | $5260945.00        | $1917051.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0599%  | 0.0000% | $38507419.00       | $1089886.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6601%  | 0.0000% | $738051.00         | $537782.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.0599%  | 0.0000% | $29900000.00       | $1132540.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4599%  | 0.0000% | $36986426.00       | $1708375.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7599%  | 0.0000% | $129859.00         | $3695.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.3599%  | 0.0000% | $30417196.00       | $1569075.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $41175469.00       | $11521347.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893121.00       | $7254.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.4099%  | 0.0000% | $5404417.00        | $156278.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.8901%  | 0.0000% | $879524.00         | $344293.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89726.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8401%  | 0.0000% | $11882222.00       | $4147649.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $36263.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $1024.00           | $475.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $10143699.00       | $7136059.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.6299%  | 0.0000% | $4791883.00        | $275253.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7501%  | 0.0000% | $236013.00         | $135483.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $6989541.00        | $1252416.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $903407.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $419758.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0599%  | 0.0000% | $83086956.00       | $4777763.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0170%  | 0.0000% | $145040096.00      | $80165.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.3282% | 0.0000% | $3619287.00        | $4103921.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9099%  | 0.0000% | $89433426.00       | $4013597.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.4199%  | 0.0000% | $199330220.00      | $9502420.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9601%  | 0.0000% | $1000.00           | $881.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.3099%  | 0.0000% | $870033.00         | $13639.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6599%  | 0.0000% | $56099317.00       | $983656.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 2.2099%  | 0.0000% | $51807801.00       | $1012445.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1599%  | 0.0000% | $10938098.00       | $779950.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4899%  | 0.0000% | $44392407.00       | $1674696.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $8163942.00        | $6044809.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $1000.00           | $899.71            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $2573200.00        | $2603807.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-04-15      | 1.2500%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2035-11-15      | N/A      | 0.0000% | $35.84             | $23.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2036-05-15      | N/A      | 0.0000% | $40.96             | $25.99             | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Bank of America Securities, 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: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.70_0507
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 | 2040-11-15      | 1.3750%  | 0.0000% | $316144700.00      | $204000033.73      | U.S. Treasuries (including strips) |

### Security 176: 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: 549300HXQQQC, C.5 - Other ID: ARP1BVCR9_3.70_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? 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    | 2053-10-01      | 6.0000%  | 0.0000% | $25225888.00       | $19411588.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-25      | 3.5000%  | 0.0000% | $28924160.00       | $21590590.77       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-03-20      | 2.0000%  | 0.0000% | $3800000.00        | $2028567.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2686167.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $1858586.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2326510.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2219793.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $2658572.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $2708552.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1452589.00        | $1386870.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $1717870.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2292086.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $548250.00         | $576159.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2445948.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2088074.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2363425.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2186346.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-10-15      | N/A      | 0.0000% | $2803000.00        | $2756321.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $26285500.00       | $21420030.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $30411000.00       | $23346783.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $1066100.00        | $880562.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $7004900.00        | $5381422.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-05-15      | 2.5000%  | 0.0000% | $34370800.00       | $23800510.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $47136900.00       | $24682797.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $49450100.00       | $27282464.10       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $95053428.00       | $17403880.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $20595254.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-02-01      | 4.5000%  | 0.0000% | $38420904.00       | $9305698.12        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $30650100.00       | $24551074.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $156162300.00      | $159224330.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $76722100.00       | $77683214.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $300000.00         | $303562.79         | U.S. Treasuries (including strips) |

### Security 177: 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: 549300HXQQQC, C.5 - Other ID: ARP1C9XV5_3.80_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? 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    | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $1118002.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $880.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $678245.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 5.5000%  | 0.0000% | $873000.00         | $513911.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $794.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1140144.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $686.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1458050.00        | $1215262.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $237662.00         | $197480.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $749.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $790.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $948.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1996000.00        | $2083293.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $857.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2092141.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $948.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1257510.00        | $767187.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $64312.00          | $39837.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $563.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $203200.00         | $132172.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.0000%  | 0.0000% | $107000.00         | $65717.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $13752.00          | $10227.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $91872.00          | $60743.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $14999.00          | $7609.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $47181.00          | $32573.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $53794.00          | $31163.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $747.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1241666.00        | $843152.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $739.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $397000.00         | $295876.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $765.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $700.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $756.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $234790.00         | $179926.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $5533.00           | $3738.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1259424.00        | $1044899.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $791.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $543000.00         | $388068.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 3.0000%  | 0.0000% | $1181651.00        | $853538.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 2.5000%  | 0.0000% | $3176729.00        | $2295331.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3034568.00        | $2969122.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $33005405.00       | $24752231.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $344774235.88      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1987779.00        | $2043936.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $325353.00         | $344363.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3301833.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $2584692.00        | $1319871.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3654875.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3123401.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2164379.00        | $2274559.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $3723675.59        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $42916700.00       | $30056732.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $24898900.00       | $18156666.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $50760500.00       | $47944579.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $11227400.00       | $11522996.73       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $7003.00           | $7112.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1027614.00        | $1035038.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1004.00           | $948.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $979.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $317950.00         | $313370.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1007380.00        | $1011730.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $572688.00         | $566861.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $2090020.00        | $2033035.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $997.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2070102.00        | $2090664.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $299597.00         | $317573.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1105214.00        | $1021619.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $868.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $872.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $250694.00         | $238930.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.5000%  | 0.0000% | $1000.00           | $961.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $892.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $879.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $242.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1123984.00        | $189487.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.0000%  | 0.0000% | $6520920.00        | $1501139.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $423.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $409.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $343.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $422969.00         | $175590.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $256.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 1.5000%  | 0.0000% | $486160.00         | $241911.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $513000.00         | $290941.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $850000.00         | $500287.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $121392.00         | $79825.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $67394.00          | $43022.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $199000.00         | $104749.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $121138.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $53771.00          | $31844.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 5.0000%  | 0.0000% | $154000.00         | $82390.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1854980.00        | $1076906.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $23922.00          | $422.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $4007.00           | $153.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $4585.00           | $146.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $26663.00          | $331.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.5000%  | 0.0000% | $66299.00          | $172.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 5.5000%  | 0.0000% | $22637.00          | $110.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.0000%  | 0.0000% | $12050.00          | $861.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 3.5000%  | 0.0000% | $15291372.00       | $896486.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2589231.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $12410843.00       | $2112343.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $199.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $17616.00          | $6376.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $2794805.00        | $1036807.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $697.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $702.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $394207959.00      | $327819961.09      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $788217.00         | $629059.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $910.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $1010.00           | $173.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $3656755.00        | $2558224.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $740.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $735.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $746.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $313817.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $3275.00           | $2407.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1873694.00        | $1318378.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1267631.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $160.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1241363.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $495.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $300000.00         | $171392.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $2447187.00        | $1379172.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $756171.00         | $392036.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2159319.00        | $1544126.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $79296.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $898.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1044248.00        | $912233.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $19138.00          | $16412.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1562501.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $914.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $535.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $3249225.00        | $2921233.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $3025892.00        | $2417843.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $2292729.00        | $2053338.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $3868010.00        | $1198939.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $249651.00         | $105097.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $368427.00         | $210321.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $299000.00         | $162867.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $917.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $991.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $2008512.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $789.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $940.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1777881.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $852.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1340838.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $801.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2855160.00        | $2954806.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $954.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $986.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1366704.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1093436.00        | $1071064.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $800353.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1173542.00        | $1187026.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1169180.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1226549.00        | $1239455.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $785.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $863.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1441312.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $960.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1151560.00        | $1167528.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $703.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2095560.00        | $1254578.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $970.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1244547.00        | $1194105.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $932.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $64130.00          | $18385.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $213.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $15269121.00       | $1766097.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2384698.00        | $523663.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $106.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $289.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $101.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $220.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $9600051.00        | $2439214.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $977942.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2040545.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9100.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $228.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $376.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $679000.00         | $240153.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11333.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2062-03-01      | 2.5000%  | 0.0000% | $1040.00           | $670.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $670.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $257654.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $148.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $9447540.00        | $2646479.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1386121.00        | $270907.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1446350.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1351384.00        | $375606.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1426918.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $828.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1626126.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $434.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1255131.00        | $253521.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $159.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $387.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $282.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $196000.00         | $51784.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $23656682.00       | $2517015.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $246011.00         | $22829.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $6827978.00        | $1735624.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $36821.00          | $10166.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $414933.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $711.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $294907.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $252566.00         | $163507.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $270000.00         | $51256.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4077872.00        | $1063683.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $180.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $134.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $151.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $172.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $616948.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $317.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $663626.00         | $386350.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $523.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $94404.00          | $47931.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $1055009.00        | $578641.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $556.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $51775.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $444466.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $90803.00          | $41010.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $826000.00         | $471746.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $614.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $778.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $845.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $731.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $65287.00          | $45458.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $963.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $8209.00           | $4933.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $71131.00          | $41913.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1044.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $799.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $395000.00         | $295156.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $628.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $168.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $1049.00           | $211.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $176.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $128.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1024.00           | $329.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $306.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $337.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $6940232.00        | $2231501.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $377.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $418.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3852568.00        | $1392097.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $5499736.00        | $2204685.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $799000.00         | $439060.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $2629000.00        | $1454229.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $40479.00          | $24171.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $400000.00         | $235311.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3039184.00        | $1843842.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1876864.00        | $1362215.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $804647.00         | $349574.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1451446.00        | $948747.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $26323.00          | $19685.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $991316.00         | $696118.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $3781936.00        | $2473090.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $35943.00          | $21067.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $528000.00         | $290721.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $2836360.00        | $2434827.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $572298.00         | $415126.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $861.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $832.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2453088.00        | $2258320.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $2074092.00        | $1557990.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $999000.00         | $880698.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $25984.00          | $24522.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $570585.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $789017.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $886.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $738.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 2.0000%  | 0.0000% | $508000.00         | $165150.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $747.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1369778.00        | $1254082.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $578.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $2577.00           | $4.10              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $46.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $667722.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2299422.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $1005.00           | $65.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $146.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $1001.00           | $96.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $14128008.00       | $2802516.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1457878.00        | $719058.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2530157.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1600884.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.0000%  | 0.0000% | $21831981.00       | $2539525.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $933040.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $6880420.00        | $1016701.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $406436.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $13513595.00       | $1592645.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $27712.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $32.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $4746280.00        | $568543.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1008.00           | $159.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $638985.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $168.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $771563.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $3235100.00        | $555419.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 2.5000%  | 0.0000% | $1001.00           | $167.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $662441.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2427791.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $171.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $409558.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $178.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $480785.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 3.0000%  | 0.0000% | $1047.00           | $19.85             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $448519.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $7094592.00        | $1216851.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $5250688.00        | $818920.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $38252.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $12292000.00       | $1600634.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $80.25             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1214817.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1121634.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $127.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $84.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $220.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $451077.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1675988.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $812589.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $17895680.00       | $1908113.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1734628.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $6931501.00        | $1335093.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1120.00           | $281.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2426117.00        | $402428.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $216.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $186.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $196.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $197.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $577549.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $214.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1594484.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $208.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $191.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $1024.00           | $100.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $175.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0250%  | 0.0000% | $95855.00          | $61554.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $1011.00           | $147.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $202.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1002.00           | $47.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $51938128.00       | $2331575.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $188.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1225097.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $5287432.00        | $680996.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $101.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $261.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $418059.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1198967.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $536048.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $1055.00           | $7.15              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0000%  | 0.0000% | $1008.00           | $8.61              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $1024.00           | $28.03             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $39594803.00       | $194580.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1892864.00        | $1660068.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1423587.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2348595.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $841092.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $869143.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $419765.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $122089.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1011077.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1568170.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $781.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $952.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $35876.00          | $27081.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71286.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2549713.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $904.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $921250.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1801535.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $709.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $478978.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1367708.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2167704.00        | $2106922.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $876941.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $600748.00         | $560396.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $854.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $875.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1082994.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $485235.00         | $377915.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1091205.00        | $680782.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $389414.00         | $380311.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $869.98            | Agency Mortgage-Backed Securities  |

### Security 178: 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? 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 | 2046-09-01      | 3.0000%  | 0.0000% | $312707486.00      | $41915137.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $100681756.00      | $24480349.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $266569915.00      | $36604512.41       | Agency Mortgage-Backed Securities |

### Security 179: 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:** 0.1100%
- **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? 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 | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $105.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $15464800.00       | $19978736.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $200.00            | $205.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $388700.00         | $391514.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $231859500.00      | $234385436.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $242800.00         | $236475.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $7600.00           | $7613.88           | U.S. Treasuries (including strips) |

### Security 180: 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? 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% | $61406436.00       | $13119770.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $283988083.00      | $42335467.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $479875860.00      | $42152186.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $39271073.00       | $5392575.83        | Agency Mortgage-Backed Securities |

### Security 181: 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:** 0.0900%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $100.00            | $58.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $450300.00         | $250286.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $27275100.00       | $14854128.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $291269800.00      | $155627493.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $400.00            | $389.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $3.00              | $1.67              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $9101.00           | $4924.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $176.00            | $96.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $23975897.00       | $12783229.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $39031589.00       | $20479484.43       | U.S. Treasuries (including strips) |

### Security 182: 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: 549300HXQQQC, C.5 - Other ID: ARP1CJVH6_3.77_0507
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $45863104.00       | $4639581.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $6870382.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $6217897.00        | $5435675.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $5981086.00        | $5918104.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $8889129.00        | $5899488.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3757866.00        | $3036363.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4788791.00        | $3945549.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $7543760.00        | $6496436.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3581667.00        | $3603706.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3370940.00        | $3491934.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $3650487.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $13467155.00       | $2720204.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $20440668.00       | $3105030.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $5935717.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $20609429.00       | $5904482.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $5611398.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $7548193.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $11543219.00       | $5799815.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4587166.00        | $3291001.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $7357832.00        | $5977753.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $4283186.00        | $3163067.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $5347933.00        | $4969388.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $13159920.00       | $8802434.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $5781360.00        | $5838045.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $3512196.00        | $3650287.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $6029791.00        | $4765299.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $6744487.00        | $5553578.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $9051424.00        | $7123739.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $5434355.00        | $5171042.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $6843376.00        | $2979874.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $11003593.00       | $6617529.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $14890000.00       | $10886918.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $20725440.00       | $15441035.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10660624.00       | $9392773.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $9174830.00        | $6393874.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3342865.00        | $3205674.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $871697.00         | $836320.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $189119.00         | $185417.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1636664.00        | $1616594.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $588061.00         | $594830.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1947987.00        | $1965164.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1167161.00        | $1185397.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $4940214.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $6883520.00        | $3515065.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5632560.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1169108.00        | $947992.67         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-06      | N/A      | 0.0000% | $12073600.00       | $11956981.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-21      | N/A      | 0.0000% | $2899100.00        | $2893330.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-28      | N/A      | 0.0000% | $598200.00         | $596599.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $8325400.00        | $8297135.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-25      | N/A      | 0.0000% | $74999900.00       | $74126001.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $23099800.00       | $17910584.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $19446400.00       | $14939442.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $26363600.00       | $19565694.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $27958600.00       | $19895185.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-05-15      | 3.1250%  | 0.0000% | $9369000.00        | $7117471.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $27294700.00       | $17637487.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $24999900.00       | $18359093.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $18634500.00       | $16669992.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $19986000.00       | $17880351.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $19553900.00       | $19249738.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 4.8750%  | 0.0000% | $17831800.00       | $17808948.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $12895300.00       | $13234809.45       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $51268555.00       | $5951344.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $39747008.00       | $5389351.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4446215.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $5006236.00        | $3648018.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.5000%  | 0.0000% | $5057414.00        | $3489336.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $6800104.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $16726932.00       | $12576384.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $10230436.00       | $8435835.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $506997.00         | $402705.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $76538920.00       | $6896040.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $5453339.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $6352305.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8127982.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7487762.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $86388878.00       | $8151359.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $6731792.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $54091898.00       | $3861328.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7077611.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $41996106.00       | $8789741.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7567121.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $60521273.00       | $8198811.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $38783480.00       | $7709357.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7266373.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $23668368.00       | $5473695.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $20093781.00       | $3884593.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $36634073.00       | $7261062.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5137371.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5587761.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $22484544.00       | $3484314.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6038465.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $43218880.00       | $8005341.85        | Agency Mortgage-Backed Securities  |

### Security 183: 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:** 0.1100%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $1800.00           | $1899.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $93400.00          | $96044.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $247968400.00      | $249763924.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $247700.00         | $241247.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $4887900.00        | $4896829.81        | U.S. Treasuries (including strips) |

### Security 184: 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: 549300HXQQQC, C.5 - Other ID: ARP1CNAQ0_3.77_0507
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 Bond | 2051-05-15      | 2.3750%  | 0.0000% | $39598700.00       | $24944444.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $2337100.00        | $1325470.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $95564100.00       | $94210582.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100627400.00      | $95550611.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $100029000.00      | $88880155.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $33698900.00       | $33934696.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $20628400.00       | $20584499.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-31      | 4.0000%  | 0.0000% | $48649000.00       | $48569568.55       | U.S. Treasuries (including strips) |

### Security 185: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $700.00            | $738.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $4360300.00        | $5633004.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $35300.00          | $36299.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $93707700.00       | $94386231.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $95600.00          | $93109.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $1847200.00        | $1850574.69        | U.S. Treasuries (including strips) |

### Security 186: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $36400.00          | $38410.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $1904900.00        | $1958825.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $108200.00         | $105381.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $800.00            | $804.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $99714400.00       | $99896570.54       | U.S. Treasuries (including strips) |

### Security 187: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $1517200.00        | $1960047.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $38200.00          | $38476.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $98825700.00       | $99902332.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $101000.00         | $98368.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $700.00            | $701.27            | U.S. Treasuries (including strips) |

### Security 188: 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 | 2046-10-01      | 3.0000%  | 0.0000% | $138587233.00      | $29609806.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $135217460.00      | $30315341.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $43074852.42       | Agency Mortgage-Backed Securities |

### Security 189: 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:** 0.0900%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2038-06-01      | 4.1500%  | 0.0000% | $1370000.00        | $1286270.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1562.00           | $121.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $908.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $12897984.00       | $9581528.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $1138.00           | $1158.86           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $200.00            | $80.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2046-02-15      | N/A      | 0.0000% | $100.00            | $36.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $15483700.00       | $15202437.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $9864000.00        | $7891773.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $8667600.00        | $7397538.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $300.00            | $231.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $205.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $1200.00           | $1106.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $1300.00           | $931.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $1800.00           | $1117.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $21836000.00       | $18949991.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $161.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $800.00            | $753.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $1100.00           | $1069.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $1177100.00        | $1173751.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $394.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $600.00            | $596.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 2.0000%  | 0.0000% | $35000.00          | $34993.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $3400.00           | $3231.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $3300.00           | $3140.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $700.00            | $802.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $569200.00         | $566934.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-04-30      | 4.1250%  | 0.0000% | $1000.00           | $992.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $5429300.00        | $4725908.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $8158300.00        | $8083026.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $600.00            | $581.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $2036000.00        | $2025832.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.1250%  | 0.0000% | $4111000.00        | $4022120.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $450300.00         | $434262.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 4.0000%  | 0.0000% | $800.00            | $806.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $24445300.00       | $24974296.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 4.0000%  | 0.0000% | $500.00            | $503.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $4698500.00        | $5023917.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $37643000.00       | $38559230.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $227000.00         | $231185.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $3195400.00        | $3231928.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $3000.00           | $2928.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $313600.00         | $309635.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $6878700.00        | $6873403.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $700.00            | $729.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $12150000.00       | $12312884.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $1000.00           | $1000.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $27007000.00       | $26933509.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $4268000.00        | $4241666.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |

### Security 190: 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:** 0.0900%
- **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 Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 3.7300%  | 0.0000% | $7158800.00        | $6848736.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.9600%  | 0.0000% | $25489920.00       | $24572435.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.2150%  | 0.0000% | $5761848.00        | $5993762.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1102.00           | $980.47            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2028-08-15      | 5.5000%  | 0.0000% | $300.00            | $313.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $151.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $128.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $1100.00           | $1083.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 0.1250%  | 0.0000% | $435600.00         | $526378.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $700.00            | $703.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $990800.00         | $988726.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $149243800.00      | $151400664.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.8750%  | 0.0000% | $13931600.00       | $14027801.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $200.00            | $199.20            | U.S. Treasuries (including strips) |

### Security 191: 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:** 0.0900%
- **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 | 2053-10-20      | 5.0000%  | 0.0000% | $8696.00           | $4397.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $6284651.00        | $5825242.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $364186947.00      | $199999999.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $693.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $249446.00         | $169667.80         | Agency Mortgage-Backed Securities |

### Security 192: 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:** 0.1100%
- **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 | 2053-09-20      | 6.5000%  | 0.0000% | $86888049.00       | $34515552.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 3.5000%  | 0.0000% | $17545195.00       | $12141842.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 4.5000%  | 0.0000% | $78071.00          | $66812.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $218000.00         | $185793.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $1345365.00        | $951790.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $119488292.00      | $65619206.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $46474402.00       | $18481052.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $8945453.00        | $905258.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $68122268.00       | $37608971.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $223410.00         | $64267.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $1000.00           | $882.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $292439.00         | $202760.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $217181.00         | $147721.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1086498.00        | $1125862.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $714816.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1788487.00        | $1151966.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $406607.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1387941.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $629656.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $248115.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $704623.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1596682.00        | $1372992.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2142978.00        | $370016.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $389204.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $847259.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $759653.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1239259.00        | $568257.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $461171.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1359824.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2454743.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $77932.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1612366.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $8252686.00        | $5644085.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1166350.00        | $589764.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $500000.00         | $300466.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $783798.00         | $713591.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $52795771.00       | $40285236.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $29342.00          | $20784.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $24178604.00       | $22411145.41       | Agency Mortgage-Backed Securities |

### Security 193: 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:** 0.1800%
- **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 | 2046-09-01      | 3.0000%  | 0.0000% | $103118749.00      | $26306939.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $58316277.00       | $25878647.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $174738330.00      | $26365925.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $157240007.00      | $18607076.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $188238383.00      | $24090512.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $24106243.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $228506448.00      | $26096734.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $26458157.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $120989400.00      | $24459516.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $138373790.00      | $24396766.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $23518171.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $150028000.00      | $24632830.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $169468874.00      | $24318212.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $119567713.00      | $16286789.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $195991496.00      | $25502490.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $200000000.00      | $24433632.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $215865041.00      | $26541353.63       | Agency Mortgage-Backed Securities |

### Security 194: 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: 549300HXQQQC, C.5 - Other ID: ARP1DCPA2_3.59_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3385689.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3039761.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2941927.00        | $500720.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $5969.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $149795.00         | $112625.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3846214.00        | $3171519.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $584491.00         | $442812.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $2964904.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $4894472.00        | $3203018.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5334736.00        | $3437026.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $6613845.00        | $5119785.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $7474682.00        | $5685921.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5985192.00        | $4270163.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $4758363.00        | $3315286.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $782.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3771095.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $5041568.00        | $4313380.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $6736452.00        | $5585041.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $6422082.00        | $5141439.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $3934792.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7653847.00        | $5284053.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $5905625.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $16873726.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $7608196.00        | $6193950.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4128096.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $3975113.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $14067656.00       | $2415213.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4020558.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $12780666.00       | $2836733.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $53055679.00       | $11104498.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4252475.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $8173120.00        | $3334435.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $3963201.00        | $3047656.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $741977.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $3411854.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11474701.00       | $8489319.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $755.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4561400.00        | $4673016.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $767.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1571727.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $23488866.00       | $4409517.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3382314.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 1.5700%  | 0.0000% | $2180626.00        | $1485548.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3221747.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7536700.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $518.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1277957.00        | $1137998.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $18314720.00       | $3906097.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $390.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $551.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $470847.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $806.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $544.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $965.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1655877.00        | $1187987.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $7365563.00        | $1657932.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $33994369.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $75114496.00       | $35052124.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $306664.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1911807.00        | $1155635.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $419000.00         | $268616.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2828704.00        | $1801825.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $4415240.00        | $2495394.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $26849.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $91386.00          | $67487.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $799.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $800.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $790.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $730.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1600.00           | $1281.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $550.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1665.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $944.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $3995000.00        | $3744239.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $2683808.00        | $2656289.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $2674276.00        | $2760859.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5226601.00        | $4216323.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2934904.00        | $2688187.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2242350.00        | $1931749.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $1981308.00        | $1885960.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $237315.00         | $238024.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $13843717.00       | $13222830.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $18256820.00       | $13716664.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2599000.00        | $2375131.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $37051720.00       | $34429998.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $6676633.00        | $5413106.87        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $8381100.00        | $8490648.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $156525600.00      | $158353966.02      | U.S. Treasuries (including strips) |

### Security 195: 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:** 0.1100%
- **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 | 2043-05-01      | 3.0000%  | 0.0000% | $98898173.00       | $19357716.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $176427251.00      | $37196089.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $95015907.00       | $14424096.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $399742375.00      | $36713022.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $73253635.00       | $37744420.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $37144911.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $284226279.00      | $37244386.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $272426609.00      | $37675356.08       | Agency Mortgage-Backed Securities |

### Security 196: 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: 549300HXQQQC, C.5 - Other ID: ARP1DLDG2_3.54_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $430.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $394.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $732.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $14381268.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $135.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $181.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1176648.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $44559.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $251.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1781271.00        | $1586190.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $377757.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $153399.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $382574.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1002.00           | $877.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $699.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1508.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $828547.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $949.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1553.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $443.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $756.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $955272.00         | $215024.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $482.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $227.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $108.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1645.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $433561.00         | $255059.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $588.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1048.00           | $756.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $29977800.00       | $24101010.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2025.00           | $1688.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $141930.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $718.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $10588729.00       | $7735776.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1038.00           | $767.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $158379.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $804.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $773.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $14256.00          | $11415.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $127.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1053895.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $32543.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $35407.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $47212731.00       | $34867.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $6421.00           | $639.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $355.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $237.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $140495.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 3.0000%  | 0.0000% | $1540.00           | $13.09             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $217.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $41745.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $46.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $567467.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $965968.00         | $164409.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $105675.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $175.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1141562.00        | $113437.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $101628.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $26864.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $739.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $96251.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $927996.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $836.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $674.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $18873.00          | $602.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $42627.00          | $509.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $187889.00         | $2333.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $52201.00          | $859.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $324.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $278562.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1713670.00        | $13332.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $118738.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $473.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $6237.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $338260.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $53608.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $336179.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1623.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1024.00           | $73.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1522251.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1024672.00        | $383298.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $89110.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $709.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $976.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1058448.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $622765.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1040120.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $490799.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1652074.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $761.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $799.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $951.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $276250.00         | $269792.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1126947.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $998.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1072459.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1908710.00        | $1221845.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $490889.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $908.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1294250.00        | $1178068.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $965431.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $419507.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $860.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $818.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $404562.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $613.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1168810.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $3816.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2605028.00        | $2658911.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1902.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1170914.00        | $1154297.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1413843.00        | $1443134.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $11007640.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $961.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $1847416.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1566890.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $982.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1580192.00        | $1601262.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $908.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $934.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9102924.00        | $8667587.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $8730323.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2075.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2318300.00        | $2397617.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1060.00           | $1017.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5027329.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2404253.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3448686.00        | $3407462.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $959.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $4737411.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $960.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $963.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $967.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $971.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $958.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1990.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $43003.00          | $9443.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $220.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $95.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $228.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1855.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $903.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $532.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $937.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $918.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $878.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $964.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $867.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2109175.00        | $1931871.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $964.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $993.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $11766165.00       | $11801352.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $5285287.00        | $4795852.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $620.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $390.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $443893.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $15616344.00       | $11711396.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $574879.00         | $506479.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2694000.00        | $2671762.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $1047.00           | $1004.51           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $700.00            | $585.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $223769300.00      | $226383135.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 3.8750%  | 0.0000% | $500.00            | $504.94            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $6264832.00        | $5165868.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $2187064.00        | $1656928.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1503.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246528.00        | $1760414.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $1975410.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $15495395.00       | $1799493.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $561.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1386050.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $11465704.00       | $2646873.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 4.5000%  | 0.0000% | $3034.00           | $163.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2105243.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $302.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $3475040.00        | $783627.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1430265.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $13978278.00       | $1576350.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $12582844.00       | $1950905.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $320.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1334061.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $3891963.00        | $2123409.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $282.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $564.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $742675.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $593294.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $299422.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2235004.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $1819924.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1831409.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $139962.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3401331.00        | $2423792.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2386266.00        | $1796444.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $18409.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $541912.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3037716.00        | $1839925.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $770791.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3708745.00        | $2578431.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $482.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1710279.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $824072.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $546857.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $3751222.00        | $2050238.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $466444.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $75962.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $82100.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $357789.00         | $282234.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $2622429.00        | $1984226.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $233207.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $3424473.00        | $2619004.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $686747.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $1870804.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1924592.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3162565.00        | $2147570.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2473261.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $663299.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1382.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $787.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $420.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1660510.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $150366.00         | $84278.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2156434.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $748.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $63112.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1807970.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $3573120.00        | $2685184.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $597510.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2168164.00        | $1454318.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $659.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1623107.00        | $10213.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1020.00           | $4.05              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $762.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $57.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $15791352.00       | $2178262.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $178.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $171.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $12891719.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $13466608.00       | $1051936.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $444877.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $853.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3075420.00        | $493967.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $10690642.00       | $1835428.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $699415.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $257918.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $3014.00           | $215.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $114050.00         | $24031.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $630720.00         | $158733.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $9025.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $126375.00         | $25048.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $442662.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $600010.00         | $164443.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $188.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $471514.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $954915.00         | $147532.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $140694204.00      | $12037025.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1744.00           | $11.83             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $759312.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $339432.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $919265.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $180443.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1134529.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1434022.00        | $1029912.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $10884007.00       | $6117324.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $871.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $860.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $773.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $726.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $322.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $797.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $638084.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1883512.00        | $1707064.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $780.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $639.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2251587.00        | $1692888.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $119871.28         | Agency Mortgage-Backed Securities  |

### Security 197: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DPBQ3_3.71_0507
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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    | 2037-08-01      | 2.0000%  | 0.0000% | $1000.00           | $624.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $62192410.00       | $6881890.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $63393712.00       | $6748977.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $37032566.00       | $3803788.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $371208.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $479570.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1648696.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1805277.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2497351.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1537074.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $6257321.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9638609.00        | $1258259.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1840924.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $21827133.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $12611383.00       | $1305266.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2754443.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $14553739.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4662581.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4003858.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 3.5000%  | 0.0000% | $27070643.00       | $4178548.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7659375.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9548%  | 0.0000% | $200000000.00      | $4394062.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9048%  | 0.0000% | $110435000.00      | $2442453.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3572590.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3906968.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $4625032.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $831028000.00      | $1665756.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-07-25      | 5.9846%  | 0.0000% | $10001.00          | $6386.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 5.0000%  | 0.0000% | $5500.00           | $403.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $7136880.00        | $635986.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $1002.00           | $169.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $624999.00         | $630605.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $31768508.00       | $88157.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-16      | 4.0289%  | 0.0000% | $344181.00         | $16.07             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 2.9245%  | 0.0000% | $258300000.00      | $370202.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $35163083.00       | $6471.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.9745%  | 0.0000% | $473125000.00      | $1218983.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.3245%  | 0.0000% | $72589000.00       | $568382.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-16      | 0.6338%  | 0.0000% | $61750000.00       | $163175.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 2.8745%  | 0.0000% | $21428571.00       | $306458.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1771145.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $274303.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3245%  | 0.0000% | $20708456.00       | $125995.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.4115%  | 0.0000% | $72603298.00       | $164812.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.4245%  | 0.0000% | $47506714.00       | $635723.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $91548595.00       | $1362429.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $25170500.00       | $272330.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1236963.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $22918959.00       | $709885.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $821962.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $478584.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.4245%  | 0.0000% | $22237939.00       | $225830.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.9645%  | 0.0000% | $161020746.00      | $1318473.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.8745%  | 0.0000% | $18160000.00       | $112623.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $395115.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.7852%  | 0.0000% | $74900000.00       | $330671.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7337%  | 0.0000% | $27000000.00       | $173633.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $443632.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.3245%  | 0.0000% | $28666666.00       | $541714.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2745%  | 0.0000% | $9700000.00        | $179690.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $184858.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $60441000.00       | $465149.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $160229.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $339422.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.3245%  | 0.0000% | $66122517.00       | $1415816.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8370000.00        | $303553.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $81428570.00       | $19560.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.3245%  | 0.0000% | $25259773.00       | $622319.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.4245%  | 0.0000% | $12290176.00       | $441693.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4137713.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $50000000.00       | $1330942.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.9199%  | 0.0000% | $100000000.00      | $2326606.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 1.8099%  | 0.0000% | $31039714.00       | $1875034.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.8245%  | 0.0000% | $20573726.00       | $1273623.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.3599%  | 0.0000% | $16623169.00       | $269369.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.2745%  | 0.0000% | $33283888.00       | $2611884.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 2.2599%  | 0.0000% | $30000000.00       | $690762.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2745%  | 0.0000% | $4600000.00        | $368544.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3745%  | 0.0000% | $28890599.00       | $2578176.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0599%  | 0.0000% | $50000000.00       | $765761.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7099%  | 0.0000% | $38461541.00       | $1497633.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7599%  | 0.0000% | $250000000.00      | $9876501.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.6099%  | 0.0000% | $5170476.00        | $530529.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1141070.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.2099%  | 0.0000% | $27543477.00       | $3376436.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.6099%  | 0.0000% | $25548986.00       | $2649876.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.2445%  | 0.0000% | $50308129.00       | $4061167.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1466771.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 2.7099%  | 0.0000% | $10000000.00       | $138773.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.3599%  | 0.0000% | $50000000.00       | $666845.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3386595.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3599%  | 0.0000% | $42880594.00       | $1213968.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2099%  | 0.0000% | $50000000.00       | $863283.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3099%  | 0.0000% | $136017000.00      | $4892183.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5599%  | 0.0000% | $19318398.00       | $2076146.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5599%  | 0.0000% | $100000000.00      | $1204285.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6099%  | 0.0000% | $50000000.00       | $636536.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $2840954.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3599%  | 0.0000% | $56217753.00       | $3170323.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3599%  | 0.0000% | $75000000.00       | $3584192.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2499%  | 0.0000% | $46010169.00       | $1608530.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7599%  | 0.0000% | $100500000.00      | $2421958.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3599%  | 0.0000% | $92914366.00       | $3228575.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | N/A      | 0.0000% | $3500000.00        | $2067387.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $125000000.00      | $95885.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 2.0282%  | 0.0000% | $17964000.00       | $182517.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $10944000.00       | $165581.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-25      | N/A      | 0.0000% | $14554164.00       | $13067878.22       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-25      | N/A      | 0.0000% | $136567319.00      | $1850612.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 0.5495%  | 0.0000% | $97500000.00       | $2563860.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4719370.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $422692.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4277322.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227997.00      | $1156379.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4523147.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $900039.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $855512.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $47631911.00       | $2608428.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-15      | 3.0000%  | 0.0000% | $100619124.00      | $4552580.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $17402676.00       | $1502601.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $916500.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1072588.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 5.5000%  | 0.0000% | $1000.00           | $9.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $136.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $126.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $221.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $258.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $105.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $113.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $714.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $694.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $7858058.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $85000000.00       | $11890868.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.0000%  | 0.0000% | $1000.00           | $169.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $28251856.00       | $74169.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.2404%  | 0.0000% | $23179427.00       | $1200907.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $26646000.00       | $2958529.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 2.3404%  | 0.0000% | $14861349.00       | $613626.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $15277695.00       | $1522613.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-01-25      | 2.5000%  | 0.0000% | $17707234.00       | $1664954.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224105.00       | $1221001.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 3.0000%  | 0.0000% | $16433000.00       | $1892975.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $788095.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $10000000.00       | $874512.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $20385395.00       | $2431798.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $12011000.00       | $1220187.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $69118523.00       | $6971189.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $5355094.00        | $673135.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $285510.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 2.0000%  | 0.0000% | $24382365.00       | $2598233.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 2.1548%  | 0.0000% | $79000000.00       | $1866976.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.8048%  | 0.0000% | $109913370.00      | $2048862.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.4548%  | 0.0000% | $20712357.00       | $1734971.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4548%  | 0.0000% | $75000000.00       | $2004744.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.6048%  | 0.0000% | $43100000.00       | $2238129.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5548%  | 0.0000% | $65821733.00       | $3474600.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 2.2548%  | 0.0000% | $75991008.00       | $5469855.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.1048%  | 0.0000% | $115000000.00      | $2579663.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5048%  | 0.0000% | $50000000.00       | $872432.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2548%  | 0.0000% | $32116539.00       | $1029289.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6048%  | 0.0000% | $55425000.00       | $1204069.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.3548%  | 0.0000% | $43700638.00       | $3227885.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7548%  | 0.0000% | $51051278.00       | $2971244.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.5548%  | 0.0000% | $50000000.00       | $440536.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.5048%  | 0.0000% | $100094.00         | $935.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 6.0000%  | 0.0000% | $5461958.00        | $685867.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.3548%  | 0.0000% | $130000000.00      | $2069883.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4548%  | 0.0000% | $182000000.00      | $2740497.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4048%  | 0.0000% | $55000000.00       | $802410.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4548%  | 0.0000% | $72319325.00       | $2971200.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 2.4048%  | 0.0000% | $96565078.00       | $2156765.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7548%  | 0.0000% | $50018224.00       | $1150071.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7048%  | 0.0000% | $88175674.00       | $4946439.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 2.3548%  | 0.0000% | $139195380.00      | $5558615.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5048%  | 0.0000% | $36110024.00       | $1432182.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.3548%  | 0.0000% | $162505387.00      | $3260814.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.3548%  | 0.0000% | $250827200.00      | $4916126.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.6048%  | 0.0000% | $241325752.00      | $7518228.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4548%  | 0.0000% | $23953010.00       | $984846.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.6048%  | 0.0000% | $95725046.00       | $5465939.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 6.0000%  | 0.0000% | $4586146.00        | $516697.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.3548%  | 0.0000% | $50000000.00       | $433819.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.6548%  | 0.0000% | $35699600.00       | $1605770.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.1509%  | 0.0000% | $3357000.00        | $50524.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $71871602.00       | $4895788.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 4.0000%  | 0.0000% | $6000000.00        | $713686.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.5000%  | 0.0000% | $5000000.00        | $541021.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $29881272.00       | $2321758.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $7000000.00        | $737146.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3633588.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $74976000.00       | $6593876.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $46834814.00       | $4829225.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 4.5000%  | 0.0000% | $6690069.00        | $785114.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $24348000.00       | $3092557.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $21453737.00       | $2745300.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $29357312.00       | $1778406.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.6548%  | 0.0000% | $100672.00         | $5491.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 2.3048%  | 0.0000% | $100000000.00      | $2540778.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7048%  | 0.0000% | $63461538.00       | $2870816.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 3.2048%  | 0.0000% | $75000000.00       | $2373411.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.8248%  | 0.0000% | $16027128.00       | $559131.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 3.3548%  | 0.0000% | $30000000.00       | $1119424.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $13767072.00       | $2327561.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.6048%  | 0.0000% | $62000000.00       | $2029457.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.5048%  | 0.0000% | $38559235.00       | $1591973.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.1548%  | 0.0000% | $96642475.00       | $2179706.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.5048%  | 0.0000% | $45000000.00       | $2716813.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.4548%  | 0.0000% | $74000000.00       | $1613141.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4548%  | 0.0000% | $45216576.00       | $1329992.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4548%  | 0.0000% | $86329406.00       | $7220368.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4548%  | 0.0000% | $42366825.00       | $1598833.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.5048%  | 0.0000% | $67109208.00       | $2481658.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.6048%  | 0.0000% | $40465471.00       | $2183612.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3548%  | 0.0000% | $37412568.00       | $3163082.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.7548%  | 0.0000% | $86843196.00       | $4806845.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3848%  | 0.0000% | $37376491.00       | $1545460.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1448%  | 0.0000% | $66300000.00       | $2473615.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.6548%  | 0.0000% | $30000000.00       | $1714566.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.5048%  | 0.0000% | $8104064.00        | $667883.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3548%  | 0.0000% | $64884819.00       | $3927550.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.7548%  | 0.0000% | $15102383.00       | $318563.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0548%  | 0.0000% | $174753955.00      | $2948798.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7548%  | 0.0000% | $31906599.00       | $1402772.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.7548%  | 0.0000% | $44300000.00       | $1499433.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4048%  | 0.0000% | $212994.00         | $3494.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.2048%  | 0.0000% | $75000000.00       | $2684575.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.4048%  | 0.0000% | $200000000.00      | $2985995.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.8548%  | 0.0000% | $100000000.00      | $2183137.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.2048%  | 0.0000% | $14599152.00       | $761931.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5048%  | 0.0000% | $118949880.00      | $2385532.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2548%  | 0.0000% | $75010223.00       | $4755311.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.5548%  | 0.0000% | $50000000.00       | $2178815.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.6048%  | 0.0000% | $204158667.00      | $6138206.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.3548%  | 0.0000% | $100000000.00      | $883259.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $3599666.00        | $2352777.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.9048%  | 0.0000% | $28822756.00       | $4398320.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.4048%  | 0.0000% | $140000000.00      | $6347013.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4548%  | 0.0000% | $61553285.00       | $5763646.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-01      | 5.5000%  | 0.0000% | $1000.00           | $4.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $55.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 4.5000%  | 0.0000% | $1006.00           | $9.99              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $120.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $62.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $150.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $133.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $163636363.00      | $96923.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $870314.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $46683000.00       | $2022765.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9599%  | 0.0000% | $50000000.00       | $3808221.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.9399%  | 0.0000% | $30000000.00       | $945925.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.2099%  | 0.0000% | $100000000.00      | $2733031.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1875000.00        | $371589.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.3599%  | 0.0000% | $120000000.00      | $1777069.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4599%  | 0.0000% | $250000000.00      | $2183360.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4599%  | 0.0000% | $231680063.00      | $1645368.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9599%  | 0.0000% | $40792500.00       | $3484956.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8099%  | 0.0000% | $105910000.00      | $5749561.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8099%  | 0.0000% | $166984000.00      | $6954155.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.8099%  | 0.0000% | $100000000.00      | $4435478.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $500000.00         | $32491.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.3599%  | 0.0000% | $270000000.00      | $2669592.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.8599%  | 0.0000% | $100000000.00      | $5713850.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.6099%  | 0.0000% | $50000000.00       | $707902.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.1599%  | 0.0000% | $123000000.00      | $2099272.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.7099%  | 0.0000% | $120000000.00      | $1521056.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $409090.00         | $76832.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3545454.00        | $665889.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0500%  | 0.0000% | $13000000.00       | $17470.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.3999%  | 0.0000% | $28919445.00       | $1293595.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0100%  | 0.0000% | $254945910.00      | $68575.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0700%  | 0.0000% | $71377367.00       | $126850.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.9099%  | 0.0000% | $111377367.00      | $4963497.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0500%  | 0.0000% | $91377367.00       | $115944.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.1500%  | 0.0000% | $50000000.00       | $181375.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.1099%  | 0.0000% | $82008296.00       | $5948474.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3727273.00        | $434880.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.0599%  | 0.0000% | $30398000.00       | $2135452.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6099%  | 0.0000% | $55983823.00       | $4749210.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.9999%  | 0.0000% | $116613500.00      | $4557920.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6999%  | 0.0000% | $75000000.00       | $1011255.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0600%  | 0.0000% | $100000000.00      | $165215.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $32000000.00       | $21872.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $83000000.00       | $94663.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.7099%  | 0.0000% | $293000000.00      | $4155634.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $73000000.00       | $83766.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.7099%  | 0.0000% | $32000000.00       | $452680.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4099%  | 0.0000% | $70000000.00       | $3502765.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1000.00           | $913.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4599%  | 0.0000% | $106301607.00      | $3583378.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5245%  | 0.0000% | $53612214.00       | $6734552.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.3099%  | 0.0000% | $66666667.00       | $2647900.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1599%  | 0.0000% | $25000000.00       | $3267098.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.4099%  | 0.0000% | $61151125.00       | $2151856.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.8599%  | 0.0000% | $100000000.00      | $1752646.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0500%  | 0.0000% | $61725670.00       | $119705.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.4099%  | 0.0000% | $36827187.00       | $1492740.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.5999%  | 0.0000% | $50000000.00       | $640582.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2057-02-25      | 1.0048%  | 0.0000% | $42127000.00       | $1630214.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 4.0000%  | 0.0000% | $15842693.00       | $191747.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7346%  | 0.0000% | $2893000.00        | $352372.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 2.8353%  | 0.0000% | $2357000.00        | $248630.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $11099121.00       | $917731.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.6548%  | 0.0000% | $10500000.00       | $904162.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $6250000.00        | $533441.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.6548%  | 0.0000% | $9600000.00        | $959163.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7166%  | 0.0000% | $655000.00         | $68296.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $71184515.00       | $5461562.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $23860201.00       | $2263630.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 0.6348%  | 0.0000% | $29991137.00       | $332252.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $10000000.00       | $1099461.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7095%  | 0.0000% | $786000.00         | $82878.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $35000000.00       | $2692597.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-15      | 2.4457%  | 0.0000% | $11498631.00       | $172301.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 2.2404%  | 0.0000% | $31600000.00       | $1351508.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $33100000.00       | $2613052.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $17500000.00       | $1844125.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $12600000.00       | $1078505.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $53714422.00       | $3373183.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $25000000.00       | $2235555.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3404%  | 0.0000% | $8900000.00        | $791458.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3404%  | 0.0000% | $10000000.00       | $579336.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.0000%  | 0.0000% | $300000.00         | $21484.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 2.0000%  | 0.0000% | $23155000.00       | $1577053.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.9660%  | 0.0000% | $13478000.00       | $1450384.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $61.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1926.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $85.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $284277.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-11-16      | 1.0000%  | 0.0000% | $2500000.00        | $80293.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3099%  | 0.0000% | $100000000.00      | $4937702.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0099%  | 0.0000% | $44894518.00       | $3902198.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3099%  | 0.0000% | $100000000.00      | $2232225.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8599%  | 0.0000% | $17214656.00       | $615021.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2863%  | 0.0000% | $170000000.00      | $2986895.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5745%  | 0.0000% | $54503825.00       | $5631555.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.8995%  | 0.0000% | $21566888.00       | $2680037.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2745%  | 0.0000% | $44500075.00       | $4130310.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5599%  | 0.0000% | $268702694.00      | $6804667.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3599%  | 0.0000% | $100000000.00      | $3119585.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0599%  | 0.0000% | $100000000.00      | $3328247.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0599%  | 0.0000% | $80000000.00       | $2203829.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.4099%  | 0.0000% | $75000000.00       | $3846470.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0599%  | 0.0000% | $66820527.00       | $5761604.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7401%  | 0.0000% | $1000.00           | $766.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3599%  | 0.0000% | $37500000.00       | $1931219.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8599%  | 0.0000% | $200000000.00      | $3198120.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.7599%  | 0.0000% | $100000000.00      | $764274.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8599%  | 0.0000% | $150000000.00      | $1523828.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8099%  | 0.0000% | $50000000.00       | $370308.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.5899%  | 0.0000% | $100000000.00      | $588364.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2599%  | 0.0000% | $100000000.00      | $1962158.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1329488.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7599%  | 0.0000% | $100000000.00      | $1911418.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 3.0099%  | 0.0000% | $36513000.00       | $2540741.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6399%  | 0.0000% | $320000000.00      | $5393552.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.4099%  | 0.0000% | $17000000.00       | $1194408.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8010%  | 0.0000% | $253000000.00      | $2136711.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.7099%  | 0.0000% | $100000000.00      | $2466172.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2599%  | 0.0000% | $252401152.00      | $16506377.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5799%  | 0.0000% | $100000000.00      | $1283530.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2702718.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6399%  | 0.0000% | $190000000.00      | $5996901.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5399%  | 0.0000% | $62279838.00       | $2828985.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6099%  | 0.0000% | $200000000.00      | $2378899.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.6099%  | 0.0000% | $200000000.00      | $1223928.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3599%  | 0.0000% | $17658206.00       | $1915573.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.3599%  | 0.0000% | $13438826.00       | $1411508.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7099%  | 0.0000% | $93000000.00       | $4331051.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.4599%  | 0.0000% | $75000000.00       | $5197035.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7799%  | 0.0000% | $102625101.00      | $4542253.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.5599%  | 0.0000% | $57771867.00       | $3816873.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7599%  | 0.0000% | $292500000.00      | $2304824.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3099%  | 0.0000% | $50000000.00       | $2658281.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2745%  | 0.0000% | $60176659.00       | $5830732.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7099%  | 0.0000% | $53000000.00       | $426434.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.2599%  | 0.0000% | $100000000.00      | $5375605.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2901%  | 0.0000% | $1000.00           | $711.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.7599%  | 0.0000% | $100000000.00      | $3606820.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2799%  | 0.0000% | $1000000000.00     | $8408705.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0000%  | 0.0000% | $1000000.00        | $40193.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 1.0067%  | 0.0000% | $37200000.00       | $545175.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5456%  | 0.0000% | $94824477.00       | $2174756.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9871%  | 0.0000% | $67699000.00       | $1770484.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 1.7941%  | 0.0000% | $22900000.00       | $1680159.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.3041%  | 0.0000% | $18200000.00       | $1132989.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.0401%  | 0.0000% | $62643333.00       | $3441116.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $545916.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $733280.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $319002.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.8245%  | 0.0000% | $56774729.00       | $931751.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4245%  | 0.0000% | $22045674.00       | $360185.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4245%  | 0.0000% | $93201901.00       | $1212987.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $76994.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9311%  | 0.0000% | $55000000.00       | $3537845.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2877%  | 0.0000% | $37994480.00       | $3364418.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.9252%  | 0.0000% | $8840000.00        | $556339.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9823%  | 0.0000% | $33296039.00       | $2264697.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.9079%  | 0.0000% | $20254243.00       | $1231964.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8926%  | 0.0000% | $4571000.00        | $320934.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1970347.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $656516.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $115439.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.2500%  | 0.0000% | $2000000.00        | $18653.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7357%  | 0.0000% | $125000000.00      | $8313712.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $64948216.00       | $11747844.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $11313769.00       | $7808974.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7599%  | 0.0000% | $6141094.00        | $550129.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.5099%  | 0.0000% | $102572408.00      | $4244134.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2599%  | 0.0000% | $145036036.00      | $5824984.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8599%  | 0.0000% | $50435334.00       | $4672863.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8599%  | 0.0000% | $300000000.00      | $2022794.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.9599%  | 0.0000% | $4807468.00        | $675618.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $636364.00         | $255406.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5299%  | 0.0000% | $174849189.00      | $6491708.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5599%  | 0.0000% | $25758393.00       | $1169687.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2099%  | 0.0000% | $35920941.00       | $2790044.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6599%  | 0.0000% | $130000000.00      | $5202082.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9099%  | 0.0000% | $6000000.00        | $330309.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2599%  | 0.0000% | $100000000.00      | $4763135.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5499%  | 0.0000% | $8000000.00        | $266975.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2899%  | 0.0000% | $15400000.00       | $738863.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2745%  | 0.0000% | $655000.00         | $19640.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.8245%  | 0.0000% | $27000000.00       | $606039.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2745%  | 0.0000% | $33304063.00       | $612183.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.2745%  | 0.0000% | $45523277.00       | $1402212.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.7645%  | 0.0000% | $50000000.00       | $773119.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.9599%  | 0.0000% | $120000000.00      | $3278630.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3099%  | 0.0000% | $27000000.00       | $929053.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2899%  | 0.0000% | $125000249.00      | $5979790.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6599%  | 0.0000% | $90000000.00       | $4028375.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 2.3245%  | 0.0000% | $96097941.00       | $2305485.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $30926454.00       | $671349.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.9599%  | 0.0000% | $10191270.00       | $1444881.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9901%  | 0.0000% | $1000.00           | $1000.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3199%  | 0.0000% | $60000000.00       | $3224178.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2599%  | 0.0000% | $75000000.00       | $1656268.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1599%  | 0.0000% | $45000000.00       | $1344375.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1099%  | 0.0000% | $47000000.00       | $1237122.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.2099%  | 0.0000% | $11232602.00       | $139875.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5599%  | 0.0000% | $50000000.00       | $1934928.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.3099%  | 0.0000% | $18000000.00       | $1029943.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.1599%  | 0.0000% | $100085.00         | $4289.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6599%  | 0.0000% | $50000000.00       | $4177587.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6599%  | 0.0000% | $57020300.00       | $4633034.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6099%  | 0.0000% | $150000000.00      | $2913313.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9099%  | 0.0000% | $34231517.00       | $2066095.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6099%  | 0.0000% | $50000068.00       | $712592.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.2745%  | 0.0000% | $104562819.00      | $8700317.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $25071526.00       | $3282564.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $43659442.00       | $8972846.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3599%  | 0.0000% | $100000000.00      | $2624110.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 0.2500%  | 0.0000% | $17039936.00       | $420450.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 0.2500%  | 0.0000% | $17039936.00       | $420450.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $284277.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3245%  | 0.0000% | $19160664.00       | $450198.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $17927522.00       | $754751.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5505432.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.3245%  | 0.0000% | $34167000.00       | $758961.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2245%  | 0.0000% | $15292399.00       | $491768.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $381280.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $4848179.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $355832.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $6021688.00        | $433849.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2745%  | 0.0000% | $96961925.00       | $4212117.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3245%  | 0.0000% | $47654869.00       | $2008403.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3245%  | 0.0000% | $36250000.00       | $2464634.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2745%  | 0.0000% | $10560142.00       | $471651.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2745%  | 0.0000% | $41545861.00       | $1469524.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $29290500.00       | $2182332.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3245%  | 0.0000% | $44539807.00       | $1045301.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2522061.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2731245.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4245%  | 0.0000% | $75209809.00       | $3955751.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1300919.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4245%  | 0.0000% | $3037000.00        | $192376.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $43167996.00       | $1777507.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.4245%  | 0.0000% | $66473586.00       | $2244105.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4245%  | 0.0000% | $49592185.00       | $2611829.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6569402.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $2014115.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.4245%  | 0.0000% | $3823000.00        | $190661.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5245%  | 0.0000% | $8000000.00        | $567425.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5245%  | 0.0000% | $15000000.00       | $841347.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5245%  | 0.0000% | $33000000.00       | $2399887.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5245%  | 0.0000% | $29319249.00       | $2139974.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1880696.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5245%  | 0.0000% | $1611000.00        | $107070.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5245%  | 0.0000% | $2848000.00        | $209290.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3446817.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $72000000.00       | $504783.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $161465.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $176455.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2737003.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5245%  | 0.0000% | $7559000.00        | $548368.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $11695000.00       | $1062575.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $7383315.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6206361.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032727.00        | $192785.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4108023.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1705726.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $39654744.00       | $3808227.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $25775329.00       | $2754849.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2272384.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2745%  | 0.0000% | $54440000.00       | $2404338.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $932641.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 0.0099%  | 0.0000% | $191853621.00      | $1298473.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5245%  | 0.0000% | $43783865.00       | $1454802.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $13335146.00       | $1021425.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.7099%  | 0.0000% | $16250000.00       | $1246072.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $37945748.00       | $2851418.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $183570.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $2884126.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $24000000.00       | $2362590.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31370483.00       | $3922279.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1645000.00        | $172717.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $52218480.00       | $4459255.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2080593.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $8082783.00        | $652538.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $7938185.00        | $960495.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $46851424.00       | $4528799.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $36981568.00       | $4325292.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6081596.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5245%  | 0.0000% | $500000.00         | $41824.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $133283250.00      | $8787461.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5095684.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5245%  | 0.0000% | $57775180.00       | $7376697.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4606824.00        | $497460.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $8572930.00        | $599033.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.5099%  | 0.0000% | $303311770.00      | $2306418.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $15713581.00       | $2403263.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $16666752.00       | $2576625.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $687777.00         | $90864.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2374474.00        | $280016.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $909351.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.0599%  | 0.0000% | $131151583.00      | $5998009.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0999%  | 0.0000% | $100000000.00      | $2897950.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0307%  | 0.0000% | $60000000.00       | $2238480.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0789%  | 0.0000% | $105000000.00      | $2984817.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.1099%  | 0.0000% | $100000000.00      | $2790242.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $36694272.00       | $6245005.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $5566968.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $181368.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4774193.00        | $351413.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $100001000.00      | $151001.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $50825.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1639570.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $153460.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $67000000.00       | $543283.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $178946548.00      | $10637733.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6243492.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $275497.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $12546.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $173016666.00      | $8627210.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.4245%  | 0.0000% | $53766308.00       | $4168092.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.3245%  | 0.0000% | $16980859.00       | $1291800.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4554982.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $50000000.00       | $14586.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $31000000.00       | $38268.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.3245%  | 0.0000% | $50920532.00       | $3559280.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2745%  | 0.0000% | $54720340.00       | $3884158.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.4599%  | 0.0000% | $30000000.00       | $395889.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.3599%  | 0.0000% | $20000000.00       | $234708.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1209337.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4672956.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3255991.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6099%  | 0.0000% | $200000000.00      | $5338310.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3209984.45        | Agency Collateralized Mortgage Obligation |

### Security 198: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: N/A, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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 | 2028-02-29      | 1.1250%  | 0.0000% | $244850900.00      | $233438842.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $196457600.00      | $174561196.82      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2ET4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E2ET4_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 Strip | 2037-02-15      | N/A      | 0.0000% | $15555000.00       | $9660494.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $48945800.00       | $30079886.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $11929400.00       | $7042139.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $423900.00         | $246362.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $8426200.00        | $4683467.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $2300.00           | $2971.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $7996000.00        | $7759366.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $17294800.00       | $16387826.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $150500.00         | $152139.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $234865000.00      | $238328046.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $494600.00         | $481715.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $398033300.00      | $396124609.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $98383031.00       | $61538684.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $29520817.00       | $17959579.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $16214300.00       | $10287324.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $51638939.00       | $31854718.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $11038299.00       | $6624502.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $2419764.00        | $1430755.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $75843577.00       | $43555828.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $15069599.00       | $8778734.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $59619661.00       | $33729167.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $20562574.00       | $11463223.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $78476059.00       | $42464808.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $20266723.00       | $11136077.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $52942687.00       | $28227452.43       | U.S. Treasuries (including strips) |

### Security 200: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: N/A, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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 | 2031-03-31      | 4.1250%  | 0.0000% | $107308300.00      | $108059151.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $14545200.00       | $14562817.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $132000000.00      | $132378037.85      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E3ZT9_3.68_0713
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 | 2054-02-20      | 7.0000%  | 0.0000% | $810889.00         | $261843.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $376755466.00      | $200000000.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1008.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $85814.00          | $64011.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $2324318.00        | $1624637.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $2514094.00        | $2197702.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1893374.00        | $1849884.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1722.00           | $912.67            | Agency Mortgage-Backed Securities |

### Security 202: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.500000%
- **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: ARP1E41M9, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1E41M9_3.50_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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? 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.      | 2053-08-01      | 5.5000%  | 0.0000% | $30888173.00       | $22729909.73       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $16520282.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $16993112.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $17123272.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $16683949.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $15926583.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $15016698.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $17381029.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $60219138.00       | $15645674.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3827180.00        | $3290055.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $16981795.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $21386848.00       | $20540681.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $2734715.00        | $2749713.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $21750640.00       | $17561273.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $26277216.00       | $22158020.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $18591977.00       | $13942956.54       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-25      | N/A      | 0.0000% | $628000.00         | $624524.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-28      | N/A      | 0.0000% | $12906700.00       | $12793908.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $1700.00           | $1739.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $24654600.00       | $16047616.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $12247700.00       | $9304370.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $13029500.00       | $9543582.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $16098000.00       | $12741382.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $26348000.00       | $15293180.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $26279800.00       | $16347815.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $23655100.00       | $14942094.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $23666400.00       | $16382186.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $21239400.00       | $12045785.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 1.7500%  | 0.0000% | $40863700.00       | $27296761.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $19717900.00       | $13980574.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $14715700.00       | $13499440.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $14733800.00       | $13112069.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $15272100.00       | $14721534.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $13712200.00       | $14096116.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-02-15      | 4.7500%  | 0.0000% | $7876500.00        | $7668709.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $20511300.00       | $20750891.24       | U.S. Treasuries (including strips) |

### Security 203: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP1E6S86, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S86_3.76_0730
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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? 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.         | 2030-04-25      | 13.2667% | 0.0000% | $40374500.00       | $23647162.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-25      | 3.4700%  | 0.0000% | $2200000.00        | $1059469.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.5000%  | 0.0000% | $893989.00         | $39702.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2246005.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.7596%  | 0.0000% | $2000000.00        | $291376.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3443964.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-25      | 4.3796%  | 0.0000% | $3500000.00        | $1770503.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 2.6093%  | 0.0000% | $17450000.00       | $11348076.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-11-25      | 2.8689%  | 0.0000% | $37202752.00       | $24571079.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 3.0000%  | 0.0000% | $50000000.00       | $3107687.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.3750%  | 0.0000% | $4892992.00        | $5609489.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2058-10-25      | 3.5000%  | 0.0000% | $3073000.00        | $3376729.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $1834370.00        | $2028498.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $36550.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12494.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 4.4952%  | 0.0000% | $350000.00         | $324854.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $28084224.00       | $24547301.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 5.5000%  | 0.0000% | $9211808.00        | $8154636.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 6.0000%  | 0.0000% | $8121472.00        | $4887464.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $15238080.00       | $14604492.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.4633%  | 0.0000% | $339341.00         | $24500.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6689870.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-15      | 2.0000%  | 0.0000% | $12634000.00       | $1047198.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $17844639.00       | $59823.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 2.2500%  | 0.0000% | $27570624.00       | $1806779.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6170952.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.2500%  | 0.0000% | $73920999.00       | $1308125.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1481384.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-08-15      | 4.0000%  | 0.0000% | $4346936.00        | $3708362.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.7500%  | 0.0000% | $10000000.00       | $1260396.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $11340560.00       | $10457706.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6288865.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8628096.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $5986212.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.0000%  | 0.0000% | $2037872.00        | $2214010.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.5920%  | 0.0000% | $11000000.00       | $9987344.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-25      | 1.7790%  | 0.0000% | $11000000.00       | $10042252.91       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 1.1320%  | 0.0000% | $26000.00          | $12090.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2874260.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5245%  | 0.0000% | $50000000.00       | $4182453.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $2000000.00        | $1190614.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.5000%  | 0.0000% | $3000000.00        | $1588042.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $6176992.00        | $3959638.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $61960.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4901%  | 0.0000% | $100000000.00      | $48753691.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.9099%  | 0.0000% | $30000000.00       | $934058.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $4481271.00        | $4603813.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6799%  | 0.0000% | $42559232.00       | $285803.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.6401%  | 0.0000% | $86902656.00       | $75628999.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3901%  | 0.0000% | $92016900.00       | $52906496.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $99999744.00       | $39769.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2500%  | 0.0000% | $2291328.00        | $2296169.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $33407296.00       | $27402066.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.6401%  | 0.0000% | $100000.00         | $88204.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $25074.00          | $24652.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.3901%  | 0.0000% | $140896256.00      | $140510450.62      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.6901%  | 0.0000% | $112348288.00      | $111453119.19      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.6401%  | 0.0000% | $100000000.00      | $94606552.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $3981024.00        | $3601485.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4946236.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 3.3900%  | 0.0000% | $55000.00          | $42636.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10772789.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-05-25      | 4.1340%  | 0.0000% | $9099840.00        | $8918800.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-07-25      | 4.5922%  | 0.0000% | $5440752.00        | $5321444.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $2522304.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 4.1922%  | 0.0000% | $500000.00         | $499517.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-02-15      | 3.0000%  | 0.0000% | $114954880.00      | $107481885.33      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1053438.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $593549.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-25      | 3.0000%  | 0.0000% | $8000000.00        | $6244581.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-09-25      | 4.7500%  | 0.0000% | $3000000.00        | $764893.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.3245%  | 0.0000% | $13613295.00       | $70813.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 2.5000%  | 0.0000% | $2500000.00        | $85184.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 4.0793%  | 0.0000% | $13954112.00       | $1697092.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-16      | 4.0789%  | 0.0000% | $4446736.00        | $1015338.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1588%  | 0.0000% | $17314496.00       | $17968.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-07-16      | 5.0000%  | 0.0000% | $630000.00         | $607170.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 5.0000%  | 0.0000% | $3000000.00        | $2927198.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.3201%  | 0.0000% | $96308300.00       | $68422616.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $22530305.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6560883.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568639.00       | $72504.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 1.0000%  | 0.0000% | $10000000.00       | $5297969.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $9385.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5549296.27        | Agency Collateralized Mortgage Obligation |

### Security 204: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6S94, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S94_3.67_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2028-02-25      | 3.3700%  | 0.0000% | $3000000.00        | $1142379.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 12.7667% | 0.0000% | $79736000.00       | $24789046.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 3.0920%  | 0.0000% | $9222000.00        | $4057127.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 2.9610%  | 0.0000% | $2540000.00        | $1838566.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 1.5000%  | 0.0000% | $100000000.00      | $36609069.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.2952%  | 0.0000% | $36467900.00       | $24464916.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 5.5000%  | 0.0000% | $32954200.00       | $11044323.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 4.8952%  | 0.0000% | $18615000.00       | $12287070.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 4.4952%  | 0.0000% | $225000.00         | $153991.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.1452%  | 0.0000% | $50000000.00       | $46143217.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.7500%  | 0.0000% | $30570016.00       | $29161325.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 4.4419%  | 0.0000% | $57660928.00       | $57642414.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.7500%  | 0.0000% | $68778624.00       | $67735279.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 4.5000%  | 0.0000% | $15238096.00       | $13906956.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1759090.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-25      | 3.6000%  | 0.0000% | $43162000.00       | $42482417.25       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-25      | 1.5000%  | 0.0000% | $9312500.00        | $4373342.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-03-25      | 1.5260%  | 0.0000% | $10000000.00       | $9018992.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 5.0252%  | 0.0000% | $8090500.00        | $5861793.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 4.4780%  | 0.0000% | $999999.00         | $1008591.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 4.3452%  | 0.0000% | $196064.00         | $192857.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 8.5328%  | 0.0000% | $1481000.00        | $132336.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-07-15      | 4.5791%  | 0.0000% | $1314286.00        | $102368.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 17.5440% | 0.0000% | $10000000.00       | $902412.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-15      | 10.4343% | 0.0000% | $9680562.00        | $144721.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6587307.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.8755%  | 0.0000% | $351272448.00      | $7871.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.1255%  | 0.0000% | $118646143.00      | $4690984.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-03-20      | 3.0000%  | 0.0000% | $4488000.00        | $3937009.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-09-16      | 1.5000%  | 0.0000% | $4492752.00        | $2574047.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-16      | 4.0000%  | 0.0000% | $6389000.00        | $4950452.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $17695817.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $35455182.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7901%  | 0.0000% | $50000000.00       | $43619230.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.4855%  | 0.0000% | $100000000.00      | $20779077.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 4.5000%  | 0.0000% | $13500000.00       | $13061362.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $97248256.00       | $22250636.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.2500%  | 0.0000% | $52648896.00       | $21365340.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10004634.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.9001%  | 0.0000% | $30000000.00       | $21112340.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5401%  | 0.0000% | $200000000.00      | $56181364.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $7424472.00        | $2764128.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-16      | 4.7500%  | 0.0000% | $50000000.00       | $49365169.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-16      | 4.5000%  | 0.0000% | $18178000.00       | $16152170.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2901%  | 0.0000% | $100000000.00      | $57370791.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6901%  | 0.0000% | $100000000.00      | $84328570.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.2500%  | 0.0000% | $86524288.00       | $72066738.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.5000%  | 0.0000% | $25568384.00       | $25348622.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6401%  | 0.0000% | $30000000.00       | $29420491.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 4.5000%  | 0.0000% | $6281584.00        | $6259485.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $26608400.00       | $26294394.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $1266940.00        | $1045466.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.0000%  | 0.0000% | $2153040.00        | $1577576.90        | Agency Collateralized Mortgage Obligation |

### Security 205: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6SA1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6SA1_3.63_0507
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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% | $16400000.00       | $12329930.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 5.5000%  | 0.0000% | $3407920.00        | $20482.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $226907.00         | $20863.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.5000%  | 0.0000% | $451173.00         | $20680.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $83363.00          | $9572.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.5000%  | 0.0000% | $468902.00         | $20755.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $466096.00         | $20909.57          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-06-01      | 4.3392%  | 0.0000% | $5000000.00        | $5092077.62        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-11-13      | 3.8000%  | 0.0000% | $100000.00         | $100873.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 2.0000%  | 0.0000% | $46795000.00       | $21980224.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $72323.00          | $70259.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $13082010.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 6.0000%  | 0.0000% | $6017997.00        | $8630.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $10305536.00       | $6793.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $88980.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $35889152.00       | $13721.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $3890000.00        | $1161532.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 6.0000%  | 0.0000% | $4600064.00        | $118799.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $9405792.00        | $3456024.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $539666.00         | $457600.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $13267184.00       | $10409623.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1418004.00        | $1022681.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $953131.00         | $625657.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3980252.00        | $3365950.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1335550.00        | $1396934.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 6.5000%  | 0.0000% | $1003622.00        | $844991.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $9071072.00        | $8251113.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $54169.00          | $6294.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $1966776.00        | $595478.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $8099984.00        | $2312359.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $637295.00         | $423566.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $499662.00         | $293356.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $13826304.00       | $13677225.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1287008.00        | $1240333.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $5766408.00        | $5567974.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $4785240.00        | $4859972.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1148600.00        | $1189786.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $2152796.00        | $2083077.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1576062.00        | $1523802.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $1426612.00        | $1467752.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $4584949.00        | $4660039.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $14931008.00       | $14815199.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $15148700.00       | $12885492.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $59883520.00       | $59244908.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $2867310.00        | $290020.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $500000.00         | $260851.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $283770.00         | $148956.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $4995832.00        | $3364185.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $47392256.00       | $47867076.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $59827072.00       | $60078068.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $361529855.00      | $2213716.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 4.0000%  | 0.0000% | $565000.00         | $52892.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $40572.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $101904768.00      | $77872716.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $32616192.00       | $32258646.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $3570288.00        | $3461597.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 3.0000%  | 0.0000% | $1342640.00        | $24564.01          | Agency Mortgage-Backed Securities |

### Security 206: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6WU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E6WU2_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 | 2039-02-15      | N/A      | 0.0000% | $100.00            | $55.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $6400.00           | $3485.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $17170700.00       | $9174425.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $64855400.00       | $34101358.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $6384300.00        | $3310048.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $7458200.00        | $3809663.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $708400.00         | $356335.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $2602300.00        | $1289642.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $101749400.00      | $49693084.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $5174300.00        | $2489873.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $328000.00         | $155407.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $5795000.00        | $2700383.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $8292900.00        | $3802908.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $81021500.00       | $36631683.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $76688900.00       | $34133462.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $184000.00         | $80620.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $5686800.00        | $2452665.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $6440700.00        | $2737497.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $6328300.00        | $2647526.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $57801400.00       | $23838511.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $22737200.00       | $9238351.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $58016900.00       | $23276960.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $933700.00         | $369139.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $21517400.00       | $8387116.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $1713000.00        | $871010.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1373000.00        | $687496.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $32680300.00       | $16114852.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $1629500.00        | $792168.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $26920700.00       | $12897142.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $4920400.00        | $2321798.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $2671600.00        | $1223411.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $53460000.00       | $22102662.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $116900.00         | $45604.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $237900.00         | $231702.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $207.00            | $110.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $342884.00         | $179907.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $62372397.00       | $32223950.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $75548133.00       | $38406404.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $41601481.00       | $20833189.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $77394767.00       | $38148035.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $53416880.00       | $25935444.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $92379750.00       | $44128882.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $112939150.00      | $53107037.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $14311430.00       | $6627108.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $58768581.00       | $26845487.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $39206356.00       | $17609064.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $104573240.00      | $46363591.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $53950266.00       | $23505321.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $184544369.00      | $79266973.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $49028333.00       | $20718245.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $87319480.00       | $36389694.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $73804266.00       | $30250154.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $98233029.00       | $39697735.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $2220827.00        | $883826.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $87559499.00       | $34348190.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $63312364.00       | $24474660.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $95180971.00       | $36294217.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $84606623.00       | $31794745.89       | U.S. Treasuries (including strips) |

### Security 207: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1EAG49, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EAG49_3.70_0715
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: 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 | 2054-02-20      | 7.0000%  | 0.0000% | $306389.00         | $98935.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $470944332.00      | $249999999.70      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $1079820.00        | $787780.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $7309179.00        | $4868757.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1771503.00        | $908069.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $90819.00          | $73715.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $4122.00           | $2881.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1000.00           | $977.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $758882.79         | Agency Mortgage-Backed Securities |

### Security 208: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1EBT84, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EBT84_3.70_0716
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $817073.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 3.5000%  | 0.0000% | $22300940.00       | $16088241.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $2533008.00        | $2020144.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $7285953.00        | $5081794.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $55166192.00       | $29265594.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $112063203.00      | $42854995.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $695.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $15698.00          | $13250.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1104066.00        | $699449.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1096069.00        | $976585.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $5590504.00        | $4727544.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $465183.00         | $454629.92         | Agency Mortgage-Backed Securities |

### Security 209: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH51_3.65_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 Strip | 2040-02-15      | N/A      | 0.0000% | $2211700.00        | $1146693.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $12901600.00       | $19237620.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $38693400.00       | $43328145.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $262878400.00      | $145314677.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $86225525.09       | $45972863.21       | U.S. Treasuries (including strips) |

### Security 210: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH69_3.61_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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:** 2026-07-16
- **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 Strip | 2046-02-15      | N/A      | 0.0000% | $21522900.00       | $7836272.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $142319800.00      | $45942254.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $51000.00          | $25537.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $52411200.00       | $28972013.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $12355104.00       | $3286951.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $281986660.40      | $143353558.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $148840.95         | $48438.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $6356387.72        | $1916069.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $29414560.00       | $6957308.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $38188900.00       | $8860741.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $10425000.00       | $2375086.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2056-02-15      | N/A      | 0.0000% | $24055400.00       | $5425767.64        | U.S. Treasuries (including strips) |

### Security 211: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **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: ARP1EDSY4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1EDSY4_3.53_0507
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 5.5000%  | 0.0000% | $37273.00          | $375.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $5865.00           | $103.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $2292.00           | $87.96             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $58043.00          | $720.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $5459.00           | $805.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1236.00           | $168.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $17085000.00       | $2481278.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $111825659.00      | $11460562.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $691.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1001.00           | $824.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $827.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $4850664.00        | $3696346.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $8797238.00        | $6652175.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $817.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1285568.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $32885248.00       | $25008564.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $26003808.00       | $22010288.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $34614720.00       | $24929733.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $18093226.00       | $14303113.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $244.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $221.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $334.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $188.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $7322391.00        | $4859684.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $724.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $843976.00         | $615280.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $807000.00         | $618503.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $702.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $50000.00          | $42938.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $674.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 1.5000%  | 0.0000% | $130500.00         | $76074.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1001632.00        | $851758.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $19614163.00       | $17024904.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $82000.00          | $61083.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $18112448.00       | $13873856.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $860.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $826.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $847.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $929.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $912.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $1008.00           | $704.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $62700.00          | $47993.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2309852.00        | $2257937.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $936.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1024.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $300318335.00      | $225222174.78      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1114884.00        | $982235.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $98000000.00       | $92335284.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $100000000.00      | $98046553.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $33313.00          | $23900.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $100000000.00      | $97286686.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $100000000.00      | $96726211.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $6534318.00        | $6406433.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2207505.00        | $2241997.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $7848775.00        | $8115480.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1899160.00        | $951052.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17082627.00       | $12891060.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $12037413.00       | $12685890.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5504136.00        | $3093583.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $938.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $2571200.00        | $2074528.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $894.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $951.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $947.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3301128.00        | $2362852.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $905.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $424556.00         | $424293.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1055.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2287934.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2166923.00        | $2184010.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1321955.00        | $1337546.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4055499.00        | $4088794.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2511416.00        | $2589149.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $74129.00          | $77442.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $725233.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2648965.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2133762.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $1961002.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $964.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1895119.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1362044.00        | $1312600.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $5334026.00        | $5246847.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $236.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $175.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $1024.00           | $252.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $614000.00         | $326259.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1623193.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $958.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $757.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $745.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $720.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $21073301.00       | $16791860.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4462992.00        | $3308341.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $15314640.00       | $10087036.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $906.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $58991494.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $145.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $128.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $492.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $29722048.00       | $7348550.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $575.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $684.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $700.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 4.5000%  | 0.0000% | $198000.00         | $109801.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $33717960.00       | $24535615.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $802.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $8096.00           | $5706.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $8739280.00        | $6421597.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $768.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $237660.00         | $214115.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $861.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $804.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2773328.00        | $1655935.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $861.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $737.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $30673651.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $5585829.00        | $4770180.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15240512.00       | $13770234.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $18181.00          | $16596.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $917.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1044.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1665440.00        | $1640622.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3740712.00        | $3706994.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $652850.00         | $643996.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $731.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $5553152.00        | $4058834.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $970.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8509584.00        | $7619213.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6209000.00        | $4623664.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $885.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $4599136.00        | $3870960.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $812.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $3477350.00        | $3190617.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3712.00           | $2994.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $864.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $5426296.00        | $4995997.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2829888.00        | $2838351.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $801.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $917.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $13000000.00       | $11674346.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.5000%  | 0.0000% | $5076910.00        | $4881690.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $108226400.00      | $104742179.15      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $26232043.00       | $22983296.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $310.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $360000.00         | $83058.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $350.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1003.00           | $188.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $431.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $222.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $6165420.00        | $1426788.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2605000.00        | $1230348.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $1135000.00        | $383126.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $341.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $406.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $144513.00         | $28485.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $222.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $426.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $424570.00         | $263456.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $547000.00         | $355254.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $4530000.00        | $2366870.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $4790992.00        | $2156952.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $482.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1220370.00        | $748086.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $611.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $557.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $695.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $390.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $820.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $31269536.00       | $21527399.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $8395168.00        | $5048539.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $13689745.00       | $9051333.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $652.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $770.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $109000.00         | $71553.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $6963.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1279000.00        | $1009448.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $658.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $4513623.00        | $3345630.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $685.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $5579336.00        | $4456055.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $5733112.00        | $4051610.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1004.00           | $745.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $385000.00         | $256516.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $76496384.00       | $62067423.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $21000.00          | $15073.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $885.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $9524591.00        | $8753693.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $26808133.00       | $25580838.18       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $3938355.95        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-05-14      | N/A      | 0.0000% | $3876600.00        | $3871591.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-01      | N/A      | 0.0000% | $14900700.00       | $14674149.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-25      | N/A      | 0.0000% | $24847000.00       | $24709496.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-16      | N/A      | 0.0000% | $5784300.00        | $5740431.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-30      | N/A      | 0.0000% | $210639800.00      | $208748675.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-20      | N/A      | 0.0000% | $23589600.00       | $23328769.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-23      | N/A      | 0.0000% | $42260200.00       | $42035291.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2027-03-18      | N/A      | 0.0000% | $51348500.00       | $49718595.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-21      | N/A      | 0.0000% | $12172700.00       | $12074721.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-04      | N/A      | 0.0000% | $9606000.00        | $9514781.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-11      | N/A      | 0.0000% | $13203500.00       | $13068679.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-25      | N/A      | 0.0000% | $12689100.00       | $12541246.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-08-15      | 6.7500%  | 0.0000% | $17000000.00       | $17388217.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-02-15      | 6.6250%  | 0.0000% | $664800.00         | $689331.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $898000.00         | $882922.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $28022600.00       | $27844625.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 4.7500%  | 0.0000% | $2775300.00        | $2797058.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $7626700.00        | $6214991.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $821500.00         | $630672.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $41517500.00       | $33257307.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $13921100.00       | $9749649.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $6315100.00        | $4110482.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-05-15      | 3.1250%  | 0.0000% | $21982600.00       | $16699809.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $20094600.00       | $12465513.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $673300.00         | $320102.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $27502800.00       | $22258894.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $26571800.00       | $23274832.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $6136500.00        | $6036277.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $6059700.00        | $5772981.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $4242800.00        | $4176950.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $7221500.00        | $7411628.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $67455600.00       | $68300630.84       | U.S. Treasuries (including strips) |

### Security 212: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **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: ARP1EH371, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1EH371_3.65_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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                   | 2027-12-10      | 4.2500%  | 0.0000% | $20000.00          | $20431.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2040-07-02      | 5.9000%  | 0.0000% | $5050000.00        | $5147838.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2040-12-11      | 5.3000%  | 0.0000% | $12010000.00       | $12077098.54       | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2032-02-02      | 4.2700%  | 0.0000% | $30370000.00       | $30347671.30       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 3.0000%  | 0.0000% | $185000.00         | $23073.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $2688268.00        | $182087.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-20      | 2.5000%  | 0.0000% | $3951212.00        | $69309.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $1070000.00        | $108661.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-20      | 6.0000%  | 0.0000% | $200000.00         | $7907.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 4.0000%  | 0.0000% | $4025000.00        | $110010.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $2049972.00        | $190936.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $143622.00         | $945.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $872491.00         | $67472.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $5626272.00        | $31874.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $9172448.00        | $17486.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $200100.00         | $5014.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $16000000.00       | $197779.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $6500352.00        | $3858.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $2703360.00        | $1333.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $194163712.00      | $320446.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 6.0000%  | 0.0000% | $48258624.00       | $410680.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-03-20      | 2.5000%  | 0.0000% | $66098.00          | $313.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $697565.00         | $2920.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $3879796.00        | $31292.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $1568767.00        | $1068.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $5672630.00        | $62519.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $527625.00         | $5475.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-10-15      | 7.0000%  | 0.0000% | $316553.00         | $4156.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-15      | 7.0000%  | 0.0000% | $501342.00         | $12082.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 7.0000%  | 0.0000% | $671433.00         | $979.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 7.0000%  | 0.0000% | $700100.00         | $1858.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 7.0000%  | 0.0000% | $3393944.00        | $6800.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $103743.00         | $960.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $529048.00         | $2411.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $2554432.00        | $99735.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-01-15      | 7.0000%  | 0.0000% | $295864.00         | $381.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-15      | 7.0000%  | 0.0000% | $765990.00         | $1096.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $1409024.00        | $814.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 7.0000%  | 0.0000% | $13690448.00       | $76092.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-15      | 7.0000%  | 0.0000% | $348160.00         | $236.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $233797.00         | $5569.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-15      | 7.0000%  | 0.0000% | $27653.00          | $103.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-15      | 7.5000%  | 0.0000% | $11534328.00       | $246.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 7.5000%  | 0.0000% | $1458174.00        | $299.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-20      | 7.0000%  | 0.0000% | $91857792.00       | $179036.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 7.0000%  | 0.0000% | $11554175.00       | $20773.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $258441.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.2520%  | 0.0000% | $23946272.00       | $23358144.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $67647232.00       | $70027632.88       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $67847.00          | $2147.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $40837100.00       | $12579435.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $488173.00         | $3941.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $567814.00         | $1800.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $3563520.00        | $2172.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $413391.00         | $14384.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $4999700.00        | $51628.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $5350056.00        | $28122.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $1000100.00        | $9926.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 7.0000%  | 0.0000% | $241664.00         | $132.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1590176.00        | $1648211.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1872910.00        | $1872699.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2522276.00        | $2521992.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $4217072.00        | $4460881.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 5.7200%  | 0.0000% | $55699904.00       | $54591073.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2588824.00        | $2628808.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1007130.00        | $1053170.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1463010.00        | $1551051.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1467426.00        | $1555732.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1061490.00        | $1132408.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1120570.00        | $1149365.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5377168.00        | $5492768.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1219420.00        | $1264810.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1122916.00        | $1143186.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $936843.00         | $978534.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1148868.00        | $1218002.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-04-15      | 5.3400%  | 0.0000% | $7600000.00        | $7723611.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1244618.00        | $1277570.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $10199424.00       | $10198289.60       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $10115136.00       | $10114010.97       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $6406664.00        | $6152402.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2450244.00        | $2494479.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1101450.00        | $1121335.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $242575.00         | $699.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $9567264.00        | $20655.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $372237.00         | $1587.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $17000000.00       | $140938.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $571453.00         | $15370.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $3544104.00        | $9475.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $9409650.00        | $63198.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $232616.00         | $7184.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 7.0000%  | 0.0000% | $27865952.00       | $229005.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 5.5000%  | 0.0000% | $876017.00         | $6449.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $1772742.00        | $81964.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-15      | 7.0000%  | 0.0000% | $2445312.00        | $2290.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $1875000.00        | $9126.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 7.0000%  | 0.0000% | $2272516.00        | $7417.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 7.0000%  | 0.0000% | $1646592.00        | $1292.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $14359888.00       | $1687771.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1642304.00        | $123612.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $458075.00         | $37509.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $371364.00         | $44990.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $12000000.00       | $4354433.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $5325624.00        | $3548521.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $110020736.00      | $60790008.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $57976512.00       | $33466537.47       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $48198464.00       | $28564939.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $13397968.00       | $10696658.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $238776.00         | $188435.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $541000.00         | $360780.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $84039552.00       | $61415801.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $955998.00         | $534298.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $10263184.00       | $7142625.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $80657.00          | $42838.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1186200.00        | $965071.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $655949.00         | $559221.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $581536.00         | $174177.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $28742.00          | $7648.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $100000.00         | $1453.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $74114.00          | $44868.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-06-15      | 3.0000%  | 0.0000% | $150000.00         | $34438.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $717246.00         | $284751.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $20724200.00       | $18400592.04       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $308258.00         | $323254.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2020724.00        | $1978580.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $23753120.00       | $24349086.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1354170.00        | $1387654.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2075-09-20      | 6.2790%  | 0.0000% | $3558750.00        | $3780557.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1442468.00        | $1490437.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1450538.00        | $1485593.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1167938.00        | $1192987.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $5777336.00        | $6076355.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2402484.00        | $2383512.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2503056.00        | $2641929.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1211398.00        | $1231276.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1161412.00        | $1183373.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1424622.00        | $1451560.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1437896.00        | $1461656.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1261806.00        | $1337736.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4212784.00        | $4197466.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1801746.00        | $1849698.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1418646.00        | $1439779.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $820885.00         | $850056.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1526320.00        | $1281071.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1451806.00        | $1451644.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2377896.00        | $2458478.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $677374.00         | $704903.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1009654.00        | $1008441.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $9473728.00        | $9646839.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $5757304.00        | $5748518.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1108452.00        | $1142309.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1022520.00        | $1044171.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2209444.00        | $2295273.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1271462.00        | $1278223.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1144868.00        | $1111276.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2565936.00        | $2567965.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1176047.00        | $1209145.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $9036944.00        | $9200065.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1827640.00        | $1861328.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $818380.00         | $856160.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 3.5000%  | 0.0000% | $2899912.00        | $2598774.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $634559.00         | $660280.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $4734170.00        | $4716754.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $4094464.00        | $4340836.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5618488.00        | $5719916.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 3.5000%  | 0.0000% | $229072.00         | $206524.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $46198400.00       | $42459213.74       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $698354.00         | $644408.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1847686.00        | $1821907.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 3.5000%  | 0.0000% | $23793280.00       | $22879960.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $34692864.00       | $34583691.53       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 3.5000%  | 0.0000% | $20081728.00       | $19576837.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $73192600.00       | $71973374.60       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $8970736.00        | $8596568.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $539274.00         | $525267.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $137412.00         | $132551.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $185219840.00      | $182093740.64      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $430823.00         | $451883.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5000000.00        | $4982444.64        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH4L9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EH4L9_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $38933000.00       | $21943.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $4735000.00        | $1448.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $2500045.00        | $10213.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $49930332.00       | $63132.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1340000.00        | $3303.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.0000%  | 0.0000% | $488000.00         | $2916.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.5000%  | 0.0000% | $3000000.00        | $5968.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $386000.00         | $1898.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $3425000.00        | $2170.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $16584000.00       | $29191.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $523.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $125000.00         | $614.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $24687000.00       | $77428.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $22736000.00       | $58510.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 3.0000%  | 0.0000% | $12000000.00       | $16315.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $150000.00         | $1228.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $117000.00         | $389.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $60012.00          | $602.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3979389.00        | $19798.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $375000.00         | $6339.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $110000.00         | $3162.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $113000.00         | $2223.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $100000.00         | $718.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.5000%  | 0.0000% | $20000.00          | $493.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.0000%  | 0.0000% | $22990.00          | $689.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $267964.00         | $2250.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $4050000.00        | $47827.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $235000.00         | $648.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $410347.00         | $1796.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $40000.00          | $2374.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $783434.00         | $11711.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $118000.00         | $603.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1545000.00        | $9903.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $489000.00         | $3830.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1127.00           | $20.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $100000.00         | $468.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2000000.00        | $30287.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $500000.00         | $11609.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $530841.00         | $5385.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $120000.00         | $8253.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $1735107.00        | $25186.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $75000.00          | $838.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $12560932.00       | $674332.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $27000.00          | $289.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $14739906.00       | $158282.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $252000.00         | $4516.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $25000.00          | $223.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 6.5000%  | 0.0000% | $46000.00          | $223.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $1433510.00        | $23696.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 5.0000%  | 0.0000% | $71000.00          | $6119.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $155260896.00      | $183677.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 6.2500%  | 0.0000% | $8761.00           | $146.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $1250000.00        | $8276.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $5032.00           | $141.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $227154.00         | $5212.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.6250%  | 0.0000% | $382978.00         | $4400.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.5000%  | 0.0000% | $45000.00          | $7243.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 5.0000%  | 0.0000% | $847113.00         | $9508.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.0000%  | 0.0000% | $1751213.00        | $33037.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $12300000.00       | $12774427.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $5187972.00        | $5338757.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $320146.00         | $329602.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $700234.00         | $720917.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $299115.00         | $307814.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $414259.00         | $418045.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $1808331.00        | $1825851.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $290966.00         | $293786.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4503852.00        | $4631564.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $309711.00         | $324341.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $175001.00         | $174584.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $203203.00         | $209291.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $204561.00         | $215358.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $822864.00         | $830605.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $894422.00         | $937980.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $472110.00         | $485811.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $30294920.00       | $30787963.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $3224877.00        | $3134067.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10724028.00       | $11217939.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1186530.00        | $1240990.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2002785.00        | $2094377.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1354157.00        | $1418018.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $8366504.00        | $8760235.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1174400.00        | $1231208.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 5.5000%  | 0.0000% | $226267.00         | $228558.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $1404353.00        | $1419566.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $585900.00         | $617037.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $286161.00         | $299933.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $2525740.00        | $2656935.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $4400608.00        | $4621150.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1651441.00        | $1729210.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $34944805.00       | $35532910.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $32769168.00       | $33320658.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $5903786.00        | $5896605.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1671071.00        | $1758553.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $5091490.00        | $5346800.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2641393.00        | $2773465.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $2685659.00        | $2677827.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $163141.00         | $171339.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191482.00         | $197051.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $816180.00         | $857456.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $142071.00         | $149261.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $272151.00         | $285422.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $115989.00         | $121543.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $391835.00         | $409744.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1275913.00        | $1337409.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $1246611.00        | $1310190.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $409158.00         | $428912.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $2002013.00        | $2104573.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $5161100.00        | $5299554.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1961402.00        | $2064644.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $11666457.00       | $12277414.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3506634.00        | $3609943.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $972770.00         | $1018579.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $2238443.00        | $2305514.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $398545.00         | $410318.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $4294361.00        | $4423034.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $2469311.00        | $2601557.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $2737183.00        | $2763852.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $726783.00         | $748559.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $114479.00         | $119933.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1732190.00        | $1782592.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $5452242.00        | $5733635.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $575136.00         | $592117.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1418173.00        | $1460666.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1637103.00        | $1686156.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $556873.00         | $573296.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-11-20      | 7.0000%  | 0.0000% | $33988.00          | $35255.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $542029.00         | $557427.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $625578.00         | $658564.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $30326528.00       | $30289644.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.5000%  | 0.0000% | $131978.00         | $126634.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $31517120.00       | $32086116.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $30676503.00       | $30673091.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $270110.00         | $284576.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1100037.00        | $1157880.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $151828.00         | $159893.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $460548.00         | $485014.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $311165.00         | $327703.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $2169048.00        | $2285218.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $5586800.00        | $5754199.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $126717.00         | $133503.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $2440305.00        | $2512368.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $2832878.00        | $2917760.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $8705422.00        | $8969939.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $15800000.00       | $16521428.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $656822.00         | $662690.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $614764.00         | $632032.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1559446.00        | $1639400.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $729346.00         | $736207.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $19266841.00       | $20131160.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4565508.00        | $4876143.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3700000.00        | $3873247.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6700000.00        | $7034802.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6000000.00        | $6299166.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $202639.00         | $212836.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1592702.00        | $1637960.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $905018.00         | $930685.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3500000.00        | $3675454.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $667337.00         | $698856.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1147411.00        | $1179766.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1900000.00        | $1997031.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $708987.00         | $745836.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $317022.00         | $314023.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $12851724.00       | $13068012.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $35605912.00       | $36205143.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $3841486.00        | $4037755.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $178735.00         | $187316.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $372376.00         | $391996.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $34387489.00       | $35060842.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $503177.00         | $499672.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $550576.00         | $575138.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $319127.00         | $333713.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $863722.00         | $747042.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $910616.00         | $705752.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $291370.00         | $306859.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $245229.00         | $253960.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $916697.00         | $904602.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1694514.00        | $1110792.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $142181.00         | $149185.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $3461244.00        | $3311098.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1357583.00        | $1293769.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $635467.00         | $507037.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $686344.00         | $718016.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $4579854.00        | $4635503.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $719109.00         | $751906.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $237758.00         | $249688.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1141625.00        | $1201270.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1803865.00        | $1886814.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 5.5000%  | 0.0000% | $210092.00         | $211492.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $256832.00         | $254540.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $309403.00         | $322370.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $306328.00         | $321773.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $815773.00         | $853049.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $642137.00         | $661377.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $795540.00         | $820620.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $91207.00          | $93773.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $585168.00         | $284172.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $652387.00         | $682260.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $2226442.00        | $2100106.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2406997.00        | $2281351.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1348655.00        | $1355833.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $5091116.00        | $5152468.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $196883.00         | $195847.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $7707679.00        | $7915670.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $10900000.00       | $7072020.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $7500000.00        | $7784939.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $434821.00         | $454878.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $350449.00         | $367924.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191012.00         | $196570.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $403395.00         | $278478.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $420939.00         | $289703.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $524332.00         | $537231.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $286374.00         | $301592.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $227211.00         | $239380.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $30417798.00       | $32782418.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2312896.00        | $1423391.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $2822907.00        | $2929869.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $6541540.00        | $4904207.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3036741.00        | $2082614.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $927479.00         | $970958.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1112591.00        | $1162080.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3222326.00        | $2818881.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $912988.00         | $814841.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1856373.00        | $1156788.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $11562410.00       | $8069321.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1564646.00        | $556646.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2143029.00        | $2241409.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $7645272.00        | $7735198.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $955000.00         | $992297.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $617407.00         | $612919.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $4714791.00        | $4727638.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $3562735.00        | $3126433.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $15546826.00       | $10763039.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1154567.00        | $1104381.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 6.5000%  | 0.0000% | $216137.00         | $226742.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $708266.00         | $506553.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $488535.00         | $500934.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $611970.00         | $633034.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2675192.00        | $2802156.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1212841.00        | $876661.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17737537.00       | $12660995.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $150684.00         | $149311.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $141786.00         | $146876.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $197694.00         | $206447.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $215508.00         | $226187.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $5936740.00        | $3813406.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $276383.00         | $291185.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1480.00           | $748.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2319290.00        | $533915.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $2049.00           | $530.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $38102.00          | $11860.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $1545.00           | $646.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $73255.00          | $75951.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 7.0000%  | 0.0000% | $229879.00         | $239858.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $173287.00         | $91240.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $1293498.00        | $776964.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $280710.00         | $291887.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $520628.00         | $384525.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1572352.00        | $197631.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $21609.00          | $12164.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.5000%  | 0.0000% | $35882.00          | $7163.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-02-20      | 7.0000%  | 0.0000% | $42679.00          | $44138.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $10520.00          | $9456.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $467685.00         | $96556.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $122259.00         | $126980.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $135396.00         | $141408.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $672076.00         | $702863.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $44642.00          | $8057.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $1531257.00        | $155301.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $155843.00         | $162227.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1045425.00        | $1100969.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 8.0000%  | 0.0000% | $100386.00         | $104574.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $51058.00          | $52474.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $11003916.00       | $5934757.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $34455983.00       | $16547167.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $148043.00         | $154867.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $3638242.00        | $2320082.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $2944188.00        | $1606489.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $3753845.00        | $1351935.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.5000%  | 0.0000% | $370022.00         | $382022.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $363486.00         | $378320.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $820077.00         | $639922.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $2579843.00        | $1448969.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $12450432.00       | $3020266.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $4618134.00        | $3586021.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $8092806.00        | $5059614.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $3073.00           | $3201.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $14557171.00       | $10489572.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1633590.00        | $1344719.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $299446.00         | $257201.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $901010.00         | $708096.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $9918444.00        | $1573908.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.0000%  | 0.0000% | $6902659.00        | $4202701.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $8435485.00        | $6187353.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $817617.00         | $853835.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1221674.00        | $1076992.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $3426703.00        | $3223092.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1088770.00        | $841026.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1314922.00        | $1062045.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1538445.00        | $903372.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3283221.00        | $2999432.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3522511.00        | $3135640.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1702902.00        | $1369517.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $257678.00         | $160279.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $240791.00         | $252965.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $747089.00         | $400531.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $313390.00         | $50021.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $1811991.00        | $1928280.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $5262359.00        | $5528804.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1547842.00        | $1594220.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $12845486.00       | $11063702.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $169886.00         | $54749.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $12064581.00       | $8891531.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $5538004.00        | $4664029.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6284883.00        | $4935507.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $233187.00         | $240173.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $248416.00         | $250955.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $359785.00         | $370565.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $276670.00         | $284688.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $144083.00         | $148400.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $6131901.00        | $6312659.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $455325.00         | $477196.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $99592.00          | $102576.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $103758.00         | $106866.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2300513.00        | $2411791.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $11341814.00       | $11294217.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $453437.00         | $465405.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $34843747.00       | $35894530.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2176676.00        | $2075604.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $13409444.00       | $13202804.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1393893.00        | $1387503.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $819188.00         | $601113.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1486000.00        | $1403010.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1031220.00        | $99321.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1111828.00        | $580550.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $933236.00         | $387104.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1054707.00        | $833948.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1533048.00        | $1446829.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $828723.00         | $466131.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $832000.00         | $561074.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $26519802.00       | $15435743.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2106432.00        | $1594949.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1988211.00        | $1808736.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1142400.00        | $1084003.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $8495418.00        | $7727230.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $76657221.00       | $74836055.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2441747.00        | $2375691.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $39893478.00       | $35674300.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1947690.00        | $1914088.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $30664386.00       | $30253070.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $930249.00         | $955326.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1170409.00        | $1144267.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $893517.00         | $908499.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $36637296.00       | $32855885.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $30890432.00       | $31416040.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1215700.00        | $1200340.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1923379.00        | $1942042.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $5706560.00        | $5468546.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1235173.00        | $1236540.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1387654.00        | $1331374.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2500000.00        | $2514943.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $6325832.00        | $6394480.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1018489.00        | $1049957.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $862119.00         | $854531.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $10426095.00       | $9989815.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $38505327.00       | $38264583.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $12028473.00       | $12113160.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $30265973.00       | $30343054.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1441999.00        | $1263334.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $99922.00          | $103609.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $154647.00         | $161326.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $210792.00         | $220118.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $9904826.00        | $7637916.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $4316048.00        | $4049260.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1958510.00        | $1250958.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1346268.00        | $1359840.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1243242.00        | $1210118.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 5.0000%  | 0.0000% | $362266.00         | $359783.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 4.5000%  | 0.0000% | $624921.00         | $597324.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $865274.00         | $771908.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $5480351.00        | $1781423.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $4923589.00        | $1998758.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $61592.00          | $64314.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $521075.00         | $546707.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $126717.00         | $132373.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $1620607.00        | $1527425.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1932496.00        | $1632911.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1401937.00        | $1247491.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3413233.00        | $2708883.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2091184.00        | $1370482.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $288845.00         | $301446.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $138616.00         | $144731.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.0000%  | 0.0000% | $339107.00         | $336681.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $491894.00         | $513850.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 5.0000%  | 0.0000% | $675646.00         | $671218.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 4.0000%  | 0.0000% | $82866.00          | $8691.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 4.2500%  | 0.0000% | $1009.00           | $190.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 3.5000%  | 0.0000% | $870844.00         | $157230.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $325000.00         | $19685.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 3.5000%  | 0.0000% | $2217574.00        | $8381.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 2.5000%  | 0.0000% | $595410.00         | $22512.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $25730.00          | $1317.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 3.0000%  | 0.0000% | $681000.00         | $13620.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 5.0000%  | 0.0000% | $25000.00          | $2018.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 3.5000%  | 0.0000% | $742500.00         | $14478.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 5.1250%  | 0.0000% | $6030000.00        | $117304.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $429084.00         | $17033.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $124864.00         | $28271.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $552800.00         | $11587.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1110155.00        | $16045.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $607862.00         | $45245.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1098392.00        | $27323.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $650000.00         | $28297.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $500000.00         | $4794.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $250000.00         | $18285.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $705000.00         | $22334.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $15000.00          | $5914.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $500000.00         | $25597.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $24844.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $545244.00         | $46309.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1000.00           | $539.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $40000.00          | $20207.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $52947915.00       | $30263194.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $56919361.00       | $35162269.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $721.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $721.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $2012.00           | $1140.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 3.5000%  | 0.0000% | $1000.00           | $611.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $18276.00          | $8422.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3010.00           | $600.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $2444129.00        | $1221120.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $4438000.00        | $687300.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $909040.00         | $101603.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $823782.00         | $745968.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $2259.00           | $398.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $5895.00           | $1472.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1100000.00        | $682485.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $9470210.00        | $6384310.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 3.5000%  | 0.0000% | $1815060.00        | $1166153.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $2489095.00        | $1659913.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $235604.00         | $247371.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $45072.00          | $31432.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1009485.00        | $350985.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 4.0000%  | 0.0000% | $1702278.00        | $850279.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2883494.00        | $986060.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $1001.00           | $325.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1029340.00        | $391667.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $2028437.00        | $1051790.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1386283.00        | $489882.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $2050771.00        | $573220.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $12969.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $11574.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $50000.00          | $25578.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $2666941.00        | $1331358.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $1230158.00        | $531574.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1275505.00        | $270907.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $25000.00          | $15040.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $25000.00          | $11237.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $10440.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1218.00           | $760.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1021691.00        | $758770.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $25000.00          | $10579.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $25000.00          | $12600.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $25000.00          | $13496.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $25000.00          | $13312.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $25000.00          | $14260.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $50000.00          | $24494.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $32428.00          | $20012.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $1262313.00        | $696257.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $12833.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $25000.00          | $9004.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $10492.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25000.00          | $10966.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $14061.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $25000.00          | $10762.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $28401.00          | $15350.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $8052820.00        | $5931833.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $25000.00          | $13910.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $11429.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25000.00          | $14110.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $719000.00         | $12395.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $45000.00          | $554.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $20285.00          | $801.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $25000.00          | $568.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $510000.00         | $603.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $2496827.00        | $6359.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $13915000.00       | $7160.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $40560680.00       | $85459.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $545157.00         | $4009.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $225000.00         | $1305.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $3186950.00        | $4693.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $32180299.00       | $12512.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $6641000.00        | $17716.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $1414471.00        | $8312.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $28742000.00       | $110954.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $87130000.00       | $93797.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.0000%  | 0.0000% | $598000.00         | $9160.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $5781672.00        | $7250.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $34585316.00       | $32052689.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $741062.00         | $530570.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1322686.00        | $686844.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $333049.00         | $86071.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $3223573.00        | $2603853.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1948858.00        | $1667555.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $236752.00         | $248571.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $3752187.00        | $3855749.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $25000000.00       | $25468796.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $13400000.00       | $13937753.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $422864.00         | $412943.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1666652.00        | $1716590.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $341648.00         | $345024.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $3270543.00        | $3364268.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $731242.00         | $769482.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $705554.00         | $743033.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $567131.00         | $597263.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $426303.00         | $448230.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $559582.00         | $587851.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $386981.00         | $406712.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $541947.00         | $556017.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $514427.00         | $528916.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1704041.00        | $1819853.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $4132839.00        | $4319366.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2469003.00        | $2579587.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9560315.00        | $9551835.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $12727626.00       | $13310802.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2509381.00        | $2682728.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $167035.00         | $172039.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1744001.00        | $1836262.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $558900.00         | $574902.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $301966.00         | $316353.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $205403.00         | $216225.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1122891.00        | $1145440.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $23600000.00       | $24486628.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $19176730.00       | $19087904.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $241040.00         | $252531.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $13686964.00       | $14068961.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $819544.00         | $857204.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $15398883.00       | $15927550.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1103596.00        | $1155724.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $229429.00         | $217032.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $3087251.00        | $3233453.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3012154.00        | $3147785.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1794355.00        | $1876908.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1066280.00        | $1139531.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1785319.00        | $1865891.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1971552.00        | $2064336.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1850882.00        | $1936336.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $565310.00         | $592251.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $5588176.00        | $5884592.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $5883454.00        | $6059736.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $12000000.00       | $12585190.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $280298.00         | $288696.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $781566.00         | $821688.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $8360929.00        | $8790012.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1060852.00        | $1112182.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $30925973.00       | $31454020.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $55349691.00       | $57008152.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $21969299.00       | $22627572.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $1134107.00        | $1168089.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $342384.00         | $352642.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $4794289.00        | $4937941.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $84661.00          | $87197.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $9879666.00        | $10157712.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1126015.00        | $1159754.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 3.5000%  | 0.0000% | $1001.00           | $467.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $353508.00         | $358552.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $40000.00          | $34.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $32450649.00       | $41002.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 6.5000%  | 0.0000% | $40000.00          | $19.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.4500%  | 0.0000% | $2125000.00        | $68751.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 6.5000%  | 0.0000% | $5580304.00        | $24360.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 5.0000%  | 0.0000% | $900000.00         | $29285.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $487596.00         | $5853.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $2650000.00        | $3707.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.0000%  | 0.0000% | $100000.00         | $7761.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $50000.00          | $2556.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $500000.00         | $2395.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $11563.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $17101.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $12969.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $12016.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $25000.00          | $10957.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $25000.00          | $14585.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $171650.00         | $115381.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $12615.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $163646.00         | $97213.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $75000.00          | $40499.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $14594.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $96800.00          | $57354.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $1003.00           | $236.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $25000.00          | $13415.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $2064.00           | $1277.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $127531.00         | $83118.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $14926.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.0000%  | 0.0000% | $25000.00          | $17126.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $1476501.00        | $1307624.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $213936.00         | $223374.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $5002342.00        | $3097437.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1069616.00        | $542411.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $153108.00         | $159976.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $25926501.00       | $9159772.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $674903.00         | $236997.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $6837.00           | $1406.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $626061.00         | $135329.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $5214716.00        | $1433350.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $991809.00         | $72748.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $987353.00         | $225950.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-09-20      | 7.0000%  | 0.0000% | $2332.00           | $2419.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $1168172.00        | $103355.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $963307.00         | $106653.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2385275.00        | $1623092.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $714601.00         | $73858.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $1581690.00        | $46277.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $4207099.00        | $1172277.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $3999737.00        | $630808.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.5000%  | 0.0000% | $11975.00          | $12320.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2173.00           | $1113.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $873980.00         | $412229.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $955664.00         | $123410.35         | Agency Mortgage-Backed Securities |

### Security 214: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **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: ARP1EJJ96, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJ96_3.61_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $289619763.00      | $159050050.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $5594969.00        | $1133044.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 3.5000%  | 0.0000% | $17284161.00       | $12231674.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $216100.00         | $187395.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $639661.00         | $545863.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $730982.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $693.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $142211.00         | $96728.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $217682.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2252188.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $214176.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1356934.00        | $815656.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $808262.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $4121666.00        | $3053043.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $231100.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $651018.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $192093.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $15141333.00       | $11763213.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $2022199.00        | $1657897.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $4369.00           | $2209.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $7873351.00        | $5493152.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $3582938.00        | $3321024.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1856493.00        | $1350846.19        | Agency Mortgage-Backed Securities |

### Security 215: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.530000%
- **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: ARP1EJQ15, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJQ15_3.53_0507
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $967.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1043.00           | $1017.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $651641.00         | $650928.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2048.00           | $2076.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $12992.00          | $13037.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $3234868.00        | $3197161.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $968.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $44878177.00       | $43999855.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $325580.00         | $320966.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1922.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1616682.00        | $1626903.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1006.00           | $1063.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2823511.00        | $2729334.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2369090.00        | $2351192.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $952.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4864056.00        | $4819823.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $2034.00           | $1992.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $6136155.00        | $6274455.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4231504.00        | $4219037.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $56588.00          | $57631.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $65489.00          | $65255.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $20800576.00       | $396152.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $1374.00           | $124.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $11872.00          | $4497.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $66782.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $213.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $11865063.00       | $10673839.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $340578.00         | $257493.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $996828.00         | $26508.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 4.0000%  | 0.0000% | $1000.00           | $114.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $593.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1008.00           | $945.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $1008.00           | $990.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9028736.00        | $9167875.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $3000.00           | $3084.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1008.00           | $929.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 6.0000%  | 0.0000% | $1002.00           | $993.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $880.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-15      | 7.5000%  | 0.0000% | $29856.00          | $30436.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-15      | 7.5000%  | 0.0000% | $4165440.00        | $4333504.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3785.00           | $2978.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3501372.00        | $2654326.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $17847.00          | $14494.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1043.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $3000.00           | $3124.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1003.00           | $1053.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $776.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $4284.00           | $4506.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2252428.00        | $2289257.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2008.00           | $1533.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $232532.00         | $242863.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1232657.00        | $1044638.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1951.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.6810%  | 0.0000% | $262321.00         | $262016.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $699000.00         | $290193.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $42889.00          | $24287.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 2.0700%  | 0.0000% | $1000.00           | $834.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.2600%  | 0.0000% | $1017.00           | $767.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-07-01      | 4.0900%  | 0.0000% | $2000.00           | $1929.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $515.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.5000%  | 0.0000% | $37966.00          | $22398.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $8423700.00        | $5113950.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $45889391.00       | $29677598.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $242992.00         | $176842.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $784624.00         | $724395.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $52171.00          | $33013.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $3436691.00        | $2150398.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1023194.00        | $760720.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $652.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $253999.00         | $239683.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1318632.00        | $1417670.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $4434.00           | $4395.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $4985418.00        | $4833390.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $995722.00         | $258178.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $362.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $464.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.5000%  | 0.0000% | $1038546.00        | $470035.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $70000.00          | $30161.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1186559.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1112.00           | $540.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $8482688.00        | $4342763.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $40000.00          | $24599.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $16610848.00       | $10891441.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $615.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $580.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1010.00           | $607.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $694.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $5012810.00        | $5241645.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $133198.00         | $119039.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $2150.00           | $2049.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $666.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1075.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2026.00           | $2136.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1063.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1083.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1880.00           | $2030.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1019.00           | $1088.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $731241.00         | $774027.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $8961.00           | $9486.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $352057.00         | $373372.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2001.00           | $2088.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1922.00           | $2063.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $39417.00          | $42321.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $670656.00         | $710344.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1010.00           | $1050.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1081.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $7094.00           | $7334.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1001.00           | $1027.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $28167661.00       | $27691305.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1558.00           | $1533.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2080.00           | $2047.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $985.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $13169552.00       | $13356962.05       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $2163.00           | $2126.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4173968.00        | $2271389.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $198.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1075.00           | $507.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $419355.00         | $314401.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $64957.00          | $69212.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1001.00           | $305.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1046.00           | $5.75              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $219924.00         | $10781.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1001.00           | $70.26             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $40398000.00       | $13040878.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $192.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $402.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $12992100.00       | $13733677.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $195.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.3750%  | 0.0000% | $113179200.00      | $113804026.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $2.63              | $1.58              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-08-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $238.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $70073.00          | $9535.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $88673.00          | $19185.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $101137.00         | $23337.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $660.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $66119100.00       | $45245729.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $629866.00         | $389113.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $35996.00          | $11515.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $3000.00           | $1600.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2929.00           | $1586.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3000.00           | $1523.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $98462.00          | $23098.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $2000.00           | $1077.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $28000.00          | $11341.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $19425.00          | $10970.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $2000.00           | $1116.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $410.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $4390728.00        | $2543843.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3016.00           | $1784.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $306043.00         | $182659.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $776.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1024.00           | $794.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $687.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $4000.00           | $2750.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $5033.00           | $3483.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $718.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $4582464.00        | $3239429.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $7060.00           | $4961.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1053.00           | $752.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $2040.00           | $1460.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $246000.00         | $151678.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $30000.00          | $14006.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $6186.00           | $2957.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $4969.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $3048.00           | $2210.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $4104.00           | $2551.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $629.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $1000.00           | $467.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $11990356.00       | $7614278.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $5036.00           | $2321.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $669.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $11002.00          | $10114.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $3152208.00        | $2198596.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2000.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $18519510.00       | $5784421.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $5000.00           | $2434.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $445510.00         | $335802.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1486.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50781120.00       | $35029090.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $2024.00           | $792.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $902.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $19200.00          | $10192.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $435.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $835.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-15      | 7.0000%  | 0.0000% | $4000.00           | $3015.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $5000.00           | $5064.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $941.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $2025092.00        | $514010.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-15      | 4.5000%  | 0.0000% | $1090152.00        | $463791.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $300.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $177.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $596.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $404.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1001.00           | $352.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1007.00           | $1066.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $921.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1003.00           | $904.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1012.00           | $704.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1041.00           | $932.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $774.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $427616.00         | $390961.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2971704.00        | $2330214.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2024.00           | $1870.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $89487288.00       | $76754553.93       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $655.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $8661990.00        | $8270655.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3359718.00        | $2945493.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $9002.00           | $8780.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $248000.00         | $243603.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 6.1710%  | 0.0000% | $348000.00         | $99075.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 3.0000%  | 0.0000% | $1659.00           | $152.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1224381.00        | $554141.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $1014.00           | $227.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $9996300.00        | $722102.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 2.5000%  | 0.0000% | $6498.00           | $462.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $138.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 2.5000%  | 0.0000% | $2621074.00        | $1539134.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 2.5000%  | 0.0000% | $2039.00           | $1229.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1347.00           | $857.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $140000.00         | $91901.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $669.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1019.00           | $804.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $54813953.00       | $38310169.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1442990.00        | $1109129.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1600.00           | $1136.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.5000%  | 0.0000% | $5457928.00        | $4062467.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $3420.00           | $2417.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $9018032.00        | $5613460.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $19340000.00       | $15146817.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4688884.00        | $4194499.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $2388327.00        | $2014843.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $9569207.00        | $7761853.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1445676.00        | $492882.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $357166.00         | $110122.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1001.00           | $428.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $34770.00          | $17995.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1004.00           | $544.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $6261176.00        | $2773704.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $171430.00         | $98882.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $87161.00          | $51507.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $17000.00          | $10360.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $172982.00         | $104911.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $87055.00          | $60924.08          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $143105.00         | $108790.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1638000.00        | $1038857.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $614.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $25000.00          | $18284.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $813343.00         | $735174.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $826.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $2274000.00        | $1620100.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1037.00           | $727.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 4.3000%  | 0.0000% | $7955120.00        | $7714508.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-02-02      | 4.0000%  | 0.0000% | $1001.00           | $985.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1046.00           | $908.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $148190.00         | $23312.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 7.0000%  | 0.0000% | $2980418.00        | $338651.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $43265273.00       | $17936512.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 5.0000%  | 0.0000% | $15133.00          | $8172.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2850241.00        | $1679541.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 4.0000%  | 0.0000% | $26000.00          | $17507.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $605.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $3501532.00        | $2180346.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $554.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.0000%  | 0.0000% | $450000.00         | $274794.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1461267.00        | $1130007.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1096234.00        | $1132863.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $212421.00         | $204142.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $821.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $6211590.00        | $5104918.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $919.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $173204.00         | $136280.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $114859.00         | $113571.82         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-05-16      | 3.6700%  | 0.0000% | $346000.00         | $349742.65         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-06-04      | 1.8000%  | 0.0000% | $559000.00         | $446657.77         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $266000.00         | $213982.64         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $168000.00         | $140707.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1105640.00        | $299297.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $67301442.00       | $20692323.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $22438843.00       | $8841995.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $105540.00         | $47782.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $659.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2250000.00        | $1664609.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $35816.00          | $22427.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $10000.00          | $7094.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3692920.00        | $2524052.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $742.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $16673408.00       | $13238418.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1525102.00        | $1173649.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $218998.00         | $86457.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $41730480.00       | $29015784.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 2.5000%  | 0.0000% | $1000.00           | $740.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $597.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 2.5000%  | 0.0000% | $1063205.00        | $644157.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $692.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $113000.00         | $79017.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $6000.00           | $4754.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $21631003.00       | $21099133.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1693480.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 6.0000%  | 0.0000% | $1183.00           | $53.66             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $1025.00           | $135.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.8800%  | 0.0000% | $3678816.00        | $2751267.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $2034.00           | $285.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $6481000.00        | $1533274.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $28776074.00       | $8970141.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $2195906.00        | $480512.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $312291.00         | $335213.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $954.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $7035.00           | $7585.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6680.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2135018.00        | $1757781.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $300308.00         | $237133.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $409430.00         | $268779.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1568451.00        | $1485365.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $890.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1970708.00        | $1663276.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $998.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $955.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $188389.00         | $162292.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $901.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1603672.00        | $1738631.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $41725858.00       | $39980786.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $4017374.00        | $3836380.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $2379472.00        | $2518031.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $6562407.00        | $6553185.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $3000000.00        | $2771357.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $1877.00           | $1737.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1004.00           | $200.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1060.00           | $255.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1641645.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.7650%  | 0.0000% | $20952271.00       | $20993808.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1008.00           | $975.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1008.00           | $232.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $1498000.00        | $603847.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $8311064.00        | $4701088.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1364020.00        | $928508.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $12124000.00       | $9211767.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $2498000.00        | $1789685.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $643.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5523.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1006.00           | $664.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 2.5000%  | 0.0000% | $4186183.00        | $2520009.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $10118624.00       | $7821034.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $714.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1231000.00        | $987478.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $12899194.00       | $11301962.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $35000.00          | $24712.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $2044377.00        | $1515498.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $4695712.00        | $3763244.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $34816940.00       | $27629923.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $752184.00         | $652911.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $14195584.00       | $13974846.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $961.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $10624.00          | $10685.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1050.00           | $1051.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $28761452.00       | $775343.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 2.5000%  | 0.0000% | $1007.00           | $90.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2455000.00        | $1480804.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $8124.00           | $661.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1472000.00        | $606622.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $323.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $6368648.00        | $3335191.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $32401021.00       | $18445361.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $532.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $41973959.00       | $22370140.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1056613.00        | $479473.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $500000.00         | $304596.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6587000.00        | $4100609.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $709.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1016.00           | $603.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 2.5000%  | 0.0000% | $66081.00          | $41961.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $621.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $968418.00         | $726260.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $554.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $459781.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $9605521.00        | $6618949.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $27259045.00       | $11669763.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $7499000.00        | $4696885.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1575757.00        | $890696.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $8216.00           | $6217.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 5.5000%  | 0.0000% | $1364000.00        | $943314.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $37915.00          | $34278.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $868.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 5.5000%  | 0.0000% | $1000.00           | $919.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $980465.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1750760.00        | $1716559.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $300000.00         | $298523.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1120.00           | $1112.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $4826904.00        | $2136198.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1388652.00        | $806444.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $963.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1001.00           | $864.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $106365.00         | $98955.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2026232.00        | $2019059.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $4124685.00        | $4017832.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $5070464.00        | $4830135.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1004.00           | $718.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $19771062.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $169203.00         | $146213.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1420504.00        | $1246705.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10093243.00       | $9131030.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2848000.00        | $2599491.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1100420.00        | $1091746.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2718409.00        | $2389691.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1943.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1043.00           | $1060.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $878.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $30000.00          | $26996.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $777.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1082.00           | $868.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $953.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $37476739.00       | $35960041.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $26360.00          | $24472.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $728349.00         | $723478.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $19594310.00       | $18812188.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $4171181.00        | $3368113.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $1003.00           | $1004.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $705.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $30435232.00       | $22458634.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $37524816.00       | $32482053.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $564637.00         | $512190.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1001.00           | $105.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $1003.00           | $51.89             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $123.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1609674.00        | $208572.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $1001.00           | $87.47             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $1000.00           | $64.39             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 6.0000%  | 0.0000% | $2000.00           | $74.89             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $3043.00           | $103.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $54.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $1000.00           | $53.38             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $3000.00           | $157.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $1012.00           | $58.08             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $169000.00         | $9647.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $1007.00           | $62.12             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $977945.00         | $64134.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $628000.00         | $46050.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $3231.00           | $298.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $108.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $420983.00         | $29616.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $1000.00           | $67.92             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $96341.00          | $6017.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $5068.00           | $609.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $90000.00          | $5346.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1072.00           | $74.34             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1004.00           | $72.25             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $102.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1028.00           | $82.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $85000.00          | $12034.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 2.5000%  | 0.0000% | $1000.00           | $81.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $440034.00         | $37237.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $591584.00         | $57074.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $3000.00           | $338.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $252242.00         | $21125.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 6.0000%  | 0.0000% | $1000.00           | $120.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $2000.00           | $266.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $2025.00           | $295.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $85407.00          | $7890.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $98000.00          | $6739.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $1077.00           | $134.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1000.00           | $129.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $92.13             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $2002.00           | $166.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $1847.00           | $151.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1001.00           | $115.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $1000.00           | $111.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $10478500.00       | $1191924.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $117.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1000.00           | $93.93             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 5.5000%  | 0.0000% | $1306112.00        | $158693.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1024.00           | $115.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $2078.00           | $209.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1001.00           | $124.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $225318.00         | $37332.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1002.00           | $130.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $2000.00           | $150.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1035.00           | $90.34             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1000.00           | $57.40             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $3201.00           | $280.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $2007.00           | $256.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1001.00           | $74.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 6.0000%  | 0.0000% | $87000.00          | $5705.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $2000.00           | $137.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $76.57             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3003.00           | $243.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $1153.00           | $83.07             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2000.00           | $229.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $1000.00           | $108.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $2000.00           | $199.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $2009.00           | $169.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $2005.00           | $153.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $190000.00         | $23107.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $5043.00           | $598.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $27526.00          | $5107.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $6153.00           | $2897.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2000.00           | $508.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $3000.00           | $1056.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $5485.00           | $666.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $8059.00           | $1409.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $1018.00           | $141.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $101.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 6.5000%  | 0.0000% | $184000.00         | $28978.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $38769.00          | $8489.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $20581472.00       | $14000207.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1355.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $710.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1626060.00        | $1245205.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $975000.00         | $682918.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4493186.00        | $3088006.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $360560.00         | $201824.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $49193037.00       | $40381145.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $8264160.00        | $7721607.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $16697254.00       | $16382569.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $7714124.00        | $7667613.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $194841.00         | $187618.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4710409.00        | $4807992.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $9177837.00        | $9096849.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $109192721.00      | $81396365.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1008.00           | $777.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1053377.00        | $880629.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $30884.00          | $25093.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $21808713.00       | $18717780.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $850.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $23730.00          | $17675.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1036.00           | $869.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $42844992.00       | $40194639.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1012.00           | $956.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $833.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $26642432.00       | $26684174.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1068.00           | $1069.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $27388034.00       | $26859122.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $16432521.00       | $16765124.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $12494956.00       | $12054275.71       | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Bank of America Securities, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ELAO7_3.68_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **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 Note | 2027-11-30      | 3.3750%  | 0.0000% | $78007100.00       | $78437752.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $178038400.00      | $176562324.72      | U.S. Treasuries (including strips) |

### Security 217: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENW19, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1ENW19_3.69_0727
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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? 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.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12244816.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $825.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13229109.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $11981269.00       | $11346471.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9048366.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1020.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $878.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424810.00        | $6696976.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.04            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $1200.00           | $926.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $19595500.00       | $19604352.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $73481200.00       | $96934361.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $984.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $345500.00         | $329092.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $400.00            | $378.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.5000%  | 0.0000% | $1200.00           | $1176.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $2967800.00        | $3007334.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $29089000.00       | $29799997.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $2265500.00        | $2260758.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1005.52           | U.S. Treasuries (including strips) |

### Security 218: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ERDR4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1ERDR4_3.69_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:** 3.6900%
- **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? 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 | 2028-11-15      | 5.2500%  | 0.0000% | $14500.00          | $15300.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $759100.00         | $780589.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $60857300.00       | $61297964.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $102600.00         | $99927.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $300.00            | $301.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $39733300.00       | $39805889.69       | U.S. Treasuries (including strips) |

### Security 219: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.600000%
- **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: ARP1ERDT0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1ERDT0_3.60_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? 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.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $8522510.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2345848.00        | $1763759.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $5570195.00        | $4593083.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $20438957.00       | $15484635.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $8092220.00        | $6681954.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2022720.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $700000.00         | $664248.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1694417.00        | $1356529.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3983338.00        | $2750011.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $9426702.00        | $7268995.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $10940044.00       | $9160422.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7961621.00        | $7289160.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $8918756.00        | $6004778.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $19070338.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $57234334.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $79481694.00       | $9245417.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $26701636.00       | $2284445.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $421135.00         | $411290.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1225327.00        | $1165088.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1120300.00        | $1134091.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485159.00      | $72513877.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6368424.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $7605356.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $9922329.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $32795619.00       | $8520706.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $57200546.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $8517103.00        | $6110482.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $25340397.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $79455166.00       | $42483604.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $232041.00         | $171358.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $50868288.00       | $40617082.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1045250.00        | $1061101.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1011070.00        | $1030271.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $800830.00         | $733509.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4366813.00        | $4065112.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $15651721.00       | $15698529.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $3301606.00        | $2995866.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $2583436.00        | $1800378.31        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $8700100.00        | $7004092.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $7507000.00        | $6584480.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $10670100.00       | $7948035.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $8658100.00        | $4116260.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $7296900.00        | $4596542.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $8332300.00        | $6973869.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $9493300.00        | $8977048.37        | U.S. Treasuries (including strips) |

### Security 220: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EUKV0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EUKV0_3.69_0804
- **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:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 | 2054-02-20      | 6.5000%  | 0.0000% | $30453013.00       | $11922787.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $52460499.00       | $27848566.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $1111815.00        | $811122.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $35467.00          | $23625.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $811.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $185144.00         | $128385.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $795313.00         | $650651.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $25809600.00       | $17390972.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $25343686.00       | $19365691.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $31737738.00       | $24857385.85       | Agency Mortgage-Backed Securities |

### Security 221: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.68_0507
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **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               | 2026-06-11      | N/A      | 0.0000% | $140882100.00      | $140291663.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-07-30      | N/A      | 0.0000% | $20105500.00       | $19922539.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-16      | N/A      | 0.0000% | $32234700.00       | $32083325.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2027-04-15      | N/A      | 0.0000% | $231975000.00      | $223846596.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $900.00            | $346.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $52605100.00       | $16741573.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $900.00            | $728.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.8252%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $155200.00         | $157677.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $6208250.98        | $4541708.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $244573718.10      | $174412855.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $30.08             | $20.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $12.80             | $8.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips) |

### Security 222: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.510000%
- **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: ARP1EZN61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EZN61_3.51_0209
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-09
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **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? 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 | 2053-07-20      | 3.5000%  | 0.0000% | $1000.00           | $721.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $6896430.00        | $5595529.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 3.0000%  | 0.0000% | $17042059.00       | $11138900.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $3286309.00        | $2706081.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1831573.00        | $1471966.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $84825244.00       | $44723125.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $63501.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $18111139.00       | $4870034.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $776678.00         | $154879.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $446917.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $139000.00         | $90559.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $4030000.00        | $3267060.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $834000.00         | $445709.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $41968434.00       | $16671610.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $18537525.00       | $5158627.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $92738547.00       | $26871981.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $768944.00         | $678561.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8593678.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $17542994.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $864260.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $899756.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1157786.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $65561.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1382958.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $25002061.00       | $1897549.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $910109.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1716584.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $6623.00           | $4195.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1025411.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $5550701.00        | $4945612.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1289239.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1056454.00        | $336296.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $94248.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $170341.00         | $144046.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $200680.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1011717.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1204843.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1439346.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2898190.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1888027.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1089017.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3161151.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $86404.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3692400.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $299341.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1600000.00        | $1279475.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3260138.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1764548.00        | $723888.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $4141178.00        | $1822959.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2086210.00        | $953216.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2803335.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $123455.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1037590.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $628447.00         | $377996.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2421538.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $233753.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $200000.00         | $156266.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $3484000.00        | $2653250.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $2600000.00        | $2009608.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $216202.00         | $196836.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2469819.00        | $1749509.53        | Agency Mortgage-Backed Securities |

### Security 223: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.65_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **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        | $1097316.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $47.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $5763600.00        | $2312413.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $200.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2380200.00        | $915527.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $40297400.00       | $15287785.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $16346400.00       | $6032475.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $100.00            | $35.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $300.00            | $104.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $300.00            | $102.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $547200.00         | $178961.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $500.00            | $157.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $100.00            | $31.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $200.00            | $58.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $491800.00         | $131482.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $700.00            | $176.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $800.00            | $198.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $100.00            | $24.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $20205000.00       | $4894459.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 4.6250%  | 0.0000% | $1700.00           | $1659.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1043.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $2400.00           | $2342.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-09-30      | 3.6250%  | 0.0000% | $800.00            | $783.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 4.1250%  | 0.0000% | $43600000.00       | $44550730.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $117499200.00      | $119338462.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $900.00            | $888.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $74.42             | $54.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $145.20            | $103.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $80942.10          | $56290.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $1.24              | $0.84              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $88.33             | $56.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $221225.41         | $159866.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $187.43            | $187.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $92.78             | $62.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $35311987.14       | $23023415.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $25.03             | $21.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $21.78             | $17.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $27.45             | $16.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $65706156.87       | $36629868.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $26.61             | $14.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $26.56             | $6.99              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $454.56            | $238.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $78.99             | $40.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $782700.00         | $380023.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2334.72           | $1035.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $2.56              | $1.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $38.50             | $14.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $374.34            | $129.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $292.02            | $97.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $45.32             | $14.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $35.36             | $11.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $63.52             | $19.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $57.90             | $17.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $136.63            | $40.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $23.42             | $6.80              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $44.10             | $12.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $131.08            | $35.28             | U.S. Treasuries (including strips) |

### Security 224: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1F2OW5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F2OW5_3.54_0212
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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? 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 | 2053-11-20      | 7.0000%  | 0.0000% | $80047393.00       | $46038619.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $4311541.00        | $2371673.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $39372617.00       | $29866694.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $7899645.00        | $3223455.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $7960923.00        | $2733993.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $3991391.00        | $3512314.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $830061.00         | $421212.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $3546777.00        | $1266965.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $15931081.00       | $4281295.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3753086.00        | $1076805.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1367839.00        | $959493.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $450192.00         | $261131.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $312520.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $931578.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1122824.00        | $992763.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1111219.00        | $260954.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1663329.00        | $997607.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000587.00        | $421367.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $210884.00         | $126762.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $2363619.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $2631466.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1971330.00        | $711670.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1474410.00        | $1390935.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $764056.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $5336080.00        | $3375219.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2657271.00        | $1585804.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1066877.00        | $490051.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $278195.00         | $153171.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1045214.00        | $547632.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $1303661.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2274911.00        | $1508255.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $428523.00         | $78223.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $776.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $4504.00           | $3692.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2086856.00        | $1126782.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2020447.00        | $507131.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3282369.00        | $1841238.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $543087.00         | $316945.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2348165.00        | $1247833.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1682111.00        | $518636.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $278231.00         | $159649.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1236199.00        | $634948.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $55085383.00       | $26023481.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $21169244.00       | $14769554.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $69155791.00       | $41888350.30       | Agency Mortgage-Backed Securities |

### Security 225: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0507
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $279000.00         | $193947.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $46824200.00       | $34085440.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $84.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $2508800.00        | $2368666.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 4.6250%  | 0.0000% | $155700.00         | $152914.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $526800.00         | $477861.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $503400.00         | $479254.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $78592900.00       | $105223187.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $2226000.00        | $2936477.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $2000.00           | $1969.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $16511400.00       | $22440088.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $634100.00         | $601733.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $51300.00          | $48640.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $6169300.00        | $6088235.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $800.00            | $751.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $1349100.00        | $1346337.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $10026400.00       | $10088715.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $33000.00          | $33089.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $319200.00         | $307308.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $202.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $1018800.00        | $1027352.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $172200.00         | $169414.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $1500.00           | $1528.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 4.8750%  | 0.0000% | $153000.00         | $156310.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $2015700.00        | $2042551.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $9640700.00        | $9746480.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $83200.00          | $90538.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $400000.00         | $408855.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $1600.00           | $1579.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $59564000.00       | $60567173.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $5834400.00        | $5992411.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $1411900.00        | $1503143.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1028.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $1342100.00        | $1361495.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $46200.00          | $46809.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $15976500.00       | $15969538.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8332%  | 0.0000% | $983800.00         | $984685.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $80.42             | $63.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32827699.75       | $24015432.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1032233.65        | $736116.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304423.98        | $907148.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $160956.27         | $100678.31         | 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              | 2034-05-15      | N/A      | 0.0000% | $5938995.20        | $4184734.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $31.00             | $30.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $331.89            | $315.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $2481952.72        | $1618233.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $22848031.89       | $20447640.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $846475.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $6903.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $848125.00         | $494071.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $3388125.00        | $1888811.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $2801786.77        | $1516097.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $11435376.83       | $5552207.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2600936.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $2119.68           | $910.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $2.54              | $1.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.10            | $122.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $10302017.93       | $3928344.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1001937.14        | $283307.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $41.24             | $11.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10863905.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $11867462.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1703900.00        | $655393.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $75495.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $82000.00          | $30671.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20488300.00       | $6982617.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $33.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $57.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $211800.00         | $52513.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $10514000.00       | $2569621.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-11-15      | 6.1250%  | 0.0000% | $746200.00         | $791677.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 3.1250%  | 0.0000% | $157600.00         | $130117.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $1426300.00        | $1249133.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $6300.00           | $7338.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $3219200.00        | $2225961.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $600.00            | $578.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $294.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 1.0000%  | 0.0000% | $18900000.00       | $17419713.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-09      | N/A      | 0.0000% | $1426800.00        | $1421092.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $181.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $8982800.00        | $5883356.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903200.00       | $15197475.98       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.600000%
- **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: ARP1F5HC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HC0_3.60_1016
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $565133199.00      | $300000000.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1000.00           | $522.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $987686.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $572337.00         | $356006.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $5247477.00        | $2780430.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4095067.00        | $1569565.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $13890.00          | $10206.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $546442.00         | $350416.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $1765612.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1343520.00        | $1179554.41        | Agency Mortgage-Backed Securities |

### Security 227: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.65_0507
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 Bill | 2026-10-29      | N/A      | 0.0000% | $95934600.00       | $94185712.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-25      | N/A      | 0.0000% | $240333900.00      | $237500363.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-04-15      | 3.8750%  | 0.0000% | $500.00            | $1075.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $376852100.00      | $382312938.82      | U.S. Treasuries (including strips) |

### Security 228: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **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: ARP1F92L8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F92L8_3.58_1119
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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? 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 | 2054-02-20      | 6.0000%  | 0.0000% | $376755466.00      | $200000000.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1084217.00        | $1093146.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1194785.00        | $891228.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $2308973.00        | $2018395.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2265249.00        | $1409034.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2256.00           | $1195.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $107075.00         | $41039.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1030039.00        | $545923.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1000.00           | $877.96            | Agency Mortgage-Backed Securities |

### Security 229: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0507
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 | 2045-02-15      | N/A      | 0.0000% | $13065900.00       | $5025706.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8217800.00        | $3032696.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $900.00            | $302.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $657500.00         | $212247.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $541002800.00      | $508265943.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $313228300.00      | $340855750.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $429985.96         | $372822.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $94.36             | $77.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $17874095.48       | $9234436.94        | U.S. Treasuries (including strips) |

### Security 230: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.65_0507
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 Bill  | 2026-07-21      | N/A      | 0.0000% | $669500.00         | $664016.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $49714600.00       | $12042864.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $326720900.00      | $425960016.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 3.8750%  | 0.0000% | $28385600.00       | $28623905.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $438976400.00      | $435134807.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $17638171.64       | $12578309.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $5799202.62        | $2996088.44        | U.S. Treasuries (including strips) |

### Security 231: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FIZH1_3.67_0507
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 | 2027-08-15      | N/A      | 0.0000% | $163800.00         | $155824.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $996400.00         | $348640.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $178499200.00      | $49428213.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $386400.00         | $385822.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 1.8750%  | 0.0000% | $228500.00         | $229195.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $22468200.00       | $22422669.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $21848900.00       | $21641055.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $23147900.00       | $25972117.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $292836000.00      | $293218142.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $22481865.02       | $19698317.87       | U.S. Treasuries (including strips) |

### Security 232: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.65_0507
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 Bill  | 2026-06-02      | N/A      | 0.0000% | $3000000.00        | $2990100.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-13      | N/A      | 0.0000% | $28870000.00       | $28566287.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-10-15      | N/A      | 0.0000% | $266000.00         | $261520.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-11      | N/A      | 0.0000% | $75192100.00       | $74414388.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $39812100.00       | $20641260.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $200.00            | $76.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $148500000.00      | $56337039.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $946700.00         | $318072.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $300.00            | $98.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $500.00            | $161.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $91452000.00       | $29104599.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $57.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10642780.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $200.00            | $50.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $96380700.00       | $23555443.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $5348000.00        | $3894855.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $2582400.00        | $1255384.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-05-15      | 2.2500%  | 0.0000% | $48011100.00       | $35202107.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $200000.00         | $150190.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $873.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1013.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $101695000.00      | $103229360.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-15      | 4.3750%  | 0.0000% | $5872100.00        | $5991145.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $800.00            | $790.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $195.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $1600.00           | $1615.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $1600.00           | $1611.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $23856000.00       | $23937037.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1293450.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $12609424.70       | $10588348.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1164227.44        | $601484.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341586.46        | $518617.08         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **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: ARP1FKM23, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKM23_3.64_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **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? 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 | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $773083.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $5138949.00        | $1809391.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1547065.00        | $752926.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1151362.00        | $794725.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1058429.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $1743110.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $976943.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $199513.00         | $154209.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1140932.00        | $995757.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1091862.00        | $242494.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $189856.00         | $131652.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4687.00           | $3834.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $19998704.00       | $13382208.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $783.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $11545134.00       | $4520084.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $23360000.00       | $20611048.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $41495237.00       | $20888111.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1365882.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $7629569.00        | $625385.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $31982663.00       | $22804720.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50601904.00       | $36818841.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $132105.00         | $55121.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $918651.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $243315.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $199936.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $60831.00          | $61438.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1577312.00        | $1392411.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1058208.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $902854.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $941676.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $805480.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149168.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1328181.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1657452.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $707555.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $75377.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1180325.00        | $732459.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $147798.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4143691.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1271850.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $5832884.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2103935.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1878634.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1032491.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1056137.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1036948.00        | $904534.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2022548.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $286028.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1530450.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1036039.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4175309.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3575007.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $444877.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $831514.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1558648.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1518835.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $1979670.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1465198.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $999429.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $4005773.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1603001.00        | $886735.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1093466.00        | $1014555.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $393492.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $607708.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $213882.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $932029.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162059.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1022166.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $526596.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $236447.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1324039.00        | $651496.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $714763.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $809282.00         | $422452.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $651222.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $1598839.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1018383.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $689663.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $4816689.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $86630.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $1727152.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1091031.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1052461.42        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FKMO5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKMO5_3.62_1203
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **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? 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 | 2054-05-20      | 7.0000%  | 0.0000% | $8826900.00        | $3223040.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1233437.00        | $1113291.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $242301.00         | $219366.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $233676.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $706582.00         | $534146.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $48173547.00       | $30107923.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $126041675.00      | $42074639.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 2.5000%  | 0.0000% | $773524.00         | $546546.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 3.5000%  | 0.0000% | $199980.00         | $148978.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $6842373.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $187000.00         | $171122.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $708535.00         | $632196.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $149450.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $144774.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $636779.00         | $442609.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $6909758.00        | $6370312.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $8372886.00        | $2047557.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1346679.00        | $1202895.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $37129.00          | $37500.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1237.00           | $1091.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7083440.00        | $7238520.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1141012.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1644257.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $241812.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $2466423.00        | $1287495.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8765304.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2204990.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1840543.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1794773.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1173909.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $3569361.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119307.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $694515.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $641845.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $90130.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5170283.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53608.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1456281.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2240950.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $872.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $611158.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $257610.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $787734.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $726715.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1188528.00        | $1054935.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1231924.00        | $604695.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $961998.00         | $591935.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $153704.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $409767.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $471409.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $941723.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $118075.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $983998.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2423200.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $1897067.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3329103.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $188836.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $159603.00         | $147650.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $823541.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1473986.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $50115383.00       | $50389878.92       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FLSE9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FLSE9_3.62_0304
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **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? 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 | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $712965.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $597053.00         | $445306.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6142108.00        | $6444405.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $6298433.00        | $5701583.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2364041.00        | $2111013.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16222044.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $1814243.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1165181.00        | $943831.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1756464.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $999799.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $857264.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1024989.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $849210.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $935759.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1191406.00        | $880295.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $969610.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $913935.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $4914275.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $3530046.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7028102.00        | $6606684.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $38243140.00       | $34918177.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $77747.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $528016.00         | $553115.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $370792.00         | $331597.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1095635.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1087891.00        | $767109.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1138955.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $8393113.00        | $8973896.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $5258823.00        | $4848266.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1445083.00        | $769184.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5237277.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1111678.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1210853.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1698570.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1520261.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7122996.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1125355.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1346595.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1444724.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1112288.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $887.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $8379.00           | $4112.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $229494.00         | $141212.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $500188.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $3346099.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2735375.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $9207725.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $12797814.00       | $10934510.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1917180.00        | $1824778.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6351149.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9095421.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5408865.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $1943632.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $13742225.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1008026.00        | $1028907.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $443026.00         | $391584.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $2805065.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $820216.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $680024.77         | Agency Mortgage-Backed Securities |

### Security 236: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR2E4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FR2E4_3.66_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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                   | 2028-11-16      | 3.2500%  | 0.0000% | $10000.00          | $9990.56           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-10-29      | 4.7800%  | 0.0000% | $26000000.00       | $25554952.22       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-11-10      | 3.7200%  | 0.0000% | $25000000.00       | $25297916.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 6.0000%  | 0.0000% | $50967.00          | $2011.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $7500000.00        | $680416.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $29897900.00       | $16885651.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $3275000.00        | $2399745.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $222978.00         | $141598.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $195223.00         | $141673.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $5298650.00        | $765769.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6000%  | 0.0000% | $19585.00          | $20589.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1595800.00        | $1145202.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 4.8500%  | 0.0000% | $2573116.00        | $2565759.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 4.9400%  | 0.0000% | $3087868.00        | $3102471.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1162354.00        | $1162224.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $16451584.00       | $16827486.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $148072.00         | $149325.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.2190%  | 0.0000% | $2108848.00        | $2204524.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1307884.00        | $1341493.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $566698.00         | $588117.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4196176.00        | $4192181.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.0700%  | 0.0000% | $9540000.00        | $9524327.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 3.5000%  | 0.0000% | $55746624.00       | $49784714.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $62895.00          | $55890.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $63201.00          | $57001.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 3.0000%  | 0.0000% | $121615.00         | $112561.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $95937279.00       | $98445269.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $12233728.00       | $11441988.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $479835.00         | $502848.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5830856.00        | $5960636.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1331956.00        | $1412109.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2460284.00        | $2500939.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1015986.00        | $1047094.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $5280960.00        | $5280372.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $16090780.00       | $16420617.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1961220.00        | $2004781.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 5.5000%  | 0.0000% | $6022328.00        | $6450.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $22056064.00       | $201682.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 7.0000%  | 0.0000% | $6457560.00        | $41631.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $245535.00         | $2436.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 7.0000%  | 0.0000% | $496311.00         | $1977.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1940756.00        | $18753.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $5162920.00        | $50311.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $1000846.00        | $39258.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.0000%  | 0.0000% | $80814080.00       | $48561.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $35241408.00       | $53487.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 6.5000%  | 0.0000% | $214829568.00      | $564981.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 7.0000%  | 0.0000% | $14684160.00       | $11099.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.5000%  | 0.0000% | $79297400.00       | $426043.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 5.0000%  | 0.0000% | $159168000.00      | $1278194.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $463696.00         | $4061.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $2396736.00        | $24167.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $4000000.00        | $39669.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $26336608.00       | $192184.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $6533631.00        | $22887.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $2192776.00        | $58840.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 7.0000%  | 0.0000% | $747466.00         | $1724.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-15      | 7.0000%  | 0.0000% | $2719960.00        | $3089.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $97497.00          | $542.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $109227.00         | $606.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $74446000.00       | $78313635.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $63710720.00       | $62342546.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $58309568.00       | $60948609.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-15      | 6.0000%  | 0.0000% | $1972070.00        | $73654.20          | Agency Mortgage-Backed Securities |

### Security 237: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FTDK4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FTDK4_3.63_0507
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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 Note               | 2027-08-15      | 2.2500%  | 0.0000% | $564243000.00      | $555475480.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $778144800.00      | $774733434.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $1990172800.00     | $2013557836.10     | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $1587500800.00     | $1596054254.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2028-04-30      | 3.7462%  | 0.0000% | $434709000.00      | $434750297.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-15      | 1.2500%  | 0.0000% | $1279283200.00     | $1275545293.75     | U.S. Treasuries (including strips) |

### Security 238: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1FYCM0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FYCM0_3.70_0316
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-16
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $5055130.00        | $2951960.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $5074573.00        | $2096053.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1432467.00        | $1119669.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1701560.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4695.00           | $4926.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $6415294.00        | $5807370.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $1000.00           | $892.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2112468.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2080908.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $831856.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1470487.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $208816.00         | $169147.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1065862.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1004171.00        | $614626.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1015720.00        | $783241.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2679792.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1300712.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $3450000.00        | $3243719.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $78162.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $2800474.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2210906.00        | $2368181.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $2001683.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $18660953.00       | $18486227.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $77529214.00       | $34736026.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $299165.00         | $266549.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $106405160.00      | $60661501.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $5794896.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $4088764.00        | $3758855.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $1017996.00        | $879517.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $30764236.00       | $17193847.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $50478617.00       | $19102387.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1297515.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4316108.00        | $2385538.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1254614.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $881407.00         | $929633.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2488038.00        | $1969131.65        | Agency Mortgage-Backed Securities |

### Security 239: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP1G1AB7, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1AB7_3.73_0918
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $104.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $1300.00           | $946.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $325800.00         | $320157.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 4.7500%  | 0.0000% | $1400.00           | $1400.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $53500.00          | $52712.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $14556000.00       | $19201871.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $4999700.00        | $4911855.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $1000.00           | $1248.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $2295000.00        | $3119057.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $1704700.00        | $1697828.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $1000.00           | $994.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $921100.00         | $1125347.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $387.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $1409400.00        | $1342468.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $500.00            | $604.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.2500%  | 0.0000% | $5033400.00        | $4986959.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $10663000.00       | $10092023.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $268000.00         | $252992.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $600.00            | $602.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $1268500.00        | $1244017.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $1200.00           | $1155.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-15      | 4.3750%  | 0.0000% | $37246800.00       | $38001910.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $39759500.00       | $40047396.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $11910000.00       | $12068655.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $772000.00         | $780410.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 3.7500%  | 0.0000% | $1327300.00        | $1335338.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $518600.00         | $526094.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $2536000.00        | $2520420.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2036-01-15      | 1.8750%  | 0.0000% | $900.00            | $904.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 3.7500%  | 0.0000% | $2955100.00        | $2943337.56        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2032-08-01      | 3.0000%  | 0.0000% | $1953.00           | $152.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $624567.00         | $442844.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $6515010.00        | $6283479.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $366000.00         | $369701.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2056-04-01      | 4.5000%  | 0.0000% | $14675599.00       | $14189234.98       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $1430300.00        | $1423305.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $600.00            | $240.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-08-15      | 4.5000%  | 0.0000% | $28230900.00       | $28002198.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $1100.00           | $849.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $10000000.00       | $6914640.88        | U.S. Treasuries (including strips) |

### Security 240: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP1G1L33, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1L33_3.70_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? 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                | 2029-10-24      | 4.0000%  | 0.0000% | $1815000.00        | $1813767.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 3.7300%  | 0.0000% | $3484200.00        | $3333291.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $131085.00         | $109071.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.0900%  | 0.0000% | $1000105.00        | $857352.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.8700%  | 0.0000% | $1693825.00        | $1623859.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $1798205.00        | $1513379.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $1767178.00        | $1699185.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $998.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $1062.00           | $1050.36           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $14999900.00       | $14727426.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 0.8750%  | 0.0000% | $16833600.00       | $16221932.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $400.00            | $316.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $43895900.00       | $31451574.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $46882400.00       | $22263141.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $186.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $104.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $11123700.00       | $10473077.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $20998700.00       | $20080403.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $311900.00         | $305577.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $12889000.00       | $17002811.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $994.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 0.3750%  | 0.0000% | $147402700.00      | $200330050.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $77267000.00       | $77258485.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $5419100.00        | $5243819.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $16999100.00       | $16191826.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $3600.00           | $3425.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $27213000.00       | $27043887.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $12822400.00       | $12679394.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $514300.00         | $447669.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $284.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $83304000.00       | $73893386.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $1000.00           | $1003.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $192.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $82491800.00       | $82987451.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $200.00            | $204.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $8726900.00        | $8855576.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $27247300.00       | $27913282.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $500.00            | $513.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $4999200.00        | $5127865.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $69210000.00       | $70001179.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $21800.00          | $21685.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $11360700.00       | $11380681.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $16723200.00       | $16957957.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $85406000.00       | $86221425.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $77386000.00       | $78150492.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.8750%  | 0.0000% | $2203800.00        | $2219017.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-31      | 3.8750%  | 0.0000% | $37000000.00       | $36577209.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $10589000.00       | $10523665.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $26927500.00       | $26575626.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |

### Security 241: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G2OM6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1G2OM6_3.65_0507
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 Strip              | 2028-11-15      | N/A      | 0.0000% | $1591000.00        | $1440177.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $3104300.00        | $2033186.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $5583500.00        | $2852062.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $60774600.00       | $26628755.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $300.00            | $102.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $600.00            | $201.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $2800.00           | $915.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $400.00            | $127.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $31900.00          | $9340.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $8849600.00        | $2550631.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $1844800.00        | $524255.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $3143400.00        | $859374.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $383800.00         | $102608.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $1200.00           | $306.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $791800.00         | $196318.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $18230000.00       | $13920383.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $23458800.00       | $27324865.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 1.0000%  | 0.0000% | $20366900.00       | $18771722.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $107000000.00      | $69044344.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $11000000.00       | $7646663.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $75204300.00       | $45118778.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $8924000.00        | $6496180.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $38700000.00       | $35104859.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 4.6250%  | 0.0000% | $4128400.00        | $4030839.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 4.6250%  | 0.0000% | $75706000.00       | $72979404.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $260657200.00      | $343851750.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 2.1250%  | 0.0000% | $10500.00          | $10575.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $200.00            | $200.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $62986112.00       | $50621497.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $1295.97           | $948.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $83698231.53       | $59687719.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $61.44             | $42.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $34.11             | $23.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-11-15      | N/A      | 0.0000% | $0.41              | $0.31              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $23603199.32       | $17056663.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $0.38              | $0.38              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $10.82             | $7.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $13.61             | $8.87              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $36081336.44       | $31613997.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $308992.00         | $267913.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $1071709.13        | $919271.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $95.92             | $80.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $300.94            | $177.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $194384.08         | $98819.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $51970384.94       | $25233129.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $1.49              | $0.64              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $4.23              | $1.61              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $223.41            | $83.96             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.900000%
- **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: ARP1GCQA8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GCQA8_3.90_0325
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **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? 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 | 2054-08-20      | 5.5000%  | 0.0000% | $42115000.00       | $30795091.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1975430.00        | $710385.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $31427463.00       | $22886199.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $13526316.00       | $7627201.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $24159563.00       | $18265770.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $288191449.00      | $167219389.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1032284.00        | $1108321.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $9263244.00        | $1007198.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $6717836.00        | $3005234.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1380738.00        | $1405685.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2798321.00        | $2678682.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $5245318.00        | $4775382.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10296379.00       | $8943265.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1152580.00        | $953919.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $329136.00         | $347144.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1000.00           | $791.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4960545.00        | $2620230.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $162974.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1421267.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $4244576.00        | $3820177.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3686056.00        | $3911336.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1194519.00        | $1229280.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1321851.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1931120.00        | $644274.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $1718307.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3061194.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3236495.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1656981.00        | $1758143.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2225400.00        | $1679396.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1544416.00        | $1053338.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $10514546.00       | $8243747.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4840424.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3446616.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $197324.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1106268.00        | $720244.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $12031294.00       | $11918642.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4090548.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1828626.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2246293.00        | $1157342.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3477743.00        | $3264626.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3045975.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $1577361.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1633235.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1275944.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $142985.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10099252.00       | $7524620.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $6012618.00        | $4527065.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1753341.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1040402.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $438617.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1914366.00        | $1996739.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1207324.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $319992.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1471621.00        | $1092789.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $1790617.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $7565198.00        | $6036390.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2252330.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1501155.00        | $1291747.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1080483.00        | $1066752.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $6399014.00        | $5384525.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1253667.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $6965181.00        | $6418463.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1524766.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3945045.00        | $3483717.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1961405.00        | $2077311.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $2159364.00        | $2067320.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $9795122.00        | $9447782.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1103151.00        | $721790.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $2697987.00        | $2612110.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $8090498.00        | $8234718.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $22763264.00       | $23366123.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 8.0000%  | 0.0000% | $2788282.00        | $2580113.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 8.0000%  | 0.0000% | $2303960.00        | $2449075.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $211937829.00      | $188991815.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $7290079.00        | $4511662.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $70643956.00       | $61430218.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $2000000.00        | $1783483.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $55788592.00       | $33322019.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $14526594.00       | $8839754.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $25273400.00       | $19337793.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2007795.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2000000.00        | $1553547.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $13113.00          | $10111.69          | Agency Mortgage-Backed Securities |

### Security 243: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFRA0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GFRA0_3.69_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3483196.00        | $3445172.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $15000000.00       | $7178150.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $40000000.00       | $18548582.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $94100840.00       | $47123368.14       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1019.00           | $471.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $10879509.00       | $6127881.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $60000000.00       | $34828386.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $27359840.00       | $19145851.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $9240352.00        | $7747074.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $39627840.00       | $36533884.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $5296040.00        | $3542426.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $3009000.00        | $2662956.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8295830.00        | $7554975.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $4748416.00        | $4647231.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $4160696.00        | $4296998.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $4570000.00        | $4319838.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $7462600.00        | $7363651.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $530949.00         | $523301.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $5117584.00        | $5067722.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $18833632.00       | $18678316.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $5284.00           | $555.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $939157.00         | $851176.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $5301056.00        | $3467363.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1395758.00        | $1026226.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $4549088.00        | $3397562.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $1214709.00        | $210797.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.5000%  | 0.0000% | $1353198.00        | $620691.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.0000%  | 0.0000% | $4011360.00        | $3698240.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $832.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $44866469.00       | $30317981.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $32433664.00       | $26588890.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $20977280.00       | $15696150.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1676945.00        | $1425242.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $551.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $25387168.00       | $24062315.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $64848257.00       | $8637246.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $86973952.00       | $17343743.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $227025408.00      | $23424842.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $12995000.00       | $1979519.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $87868480.00       | $17147622.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $8911952.00        | $2027589.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $3462416.00        | $844915.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $89732160.00       | $15296303.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $2140028.00        | $2070548.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $13484986.00       | $9674624.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $747000.00         | $509283.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $4871000.00        | $4396562.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 5.0600%  | 0.0000% | $2620000.00        | $2594987.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 4.0000%  | 0.0000% | $2600668.00        | $508915.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $2210884.00        | $569893.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $2668092.00        | $963723.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1697000.00        | $865226.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $1588700.00        | $831380.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1640000.00        | $1152019.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $65449.00          | $35132.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $2250750.00        | $1569627.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2302860.00        | $2283856.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1100136.00        | $1090874.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $3255596.00        | $3225676.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1450272.00        | $1434462.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1070372.00        | $1058489.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $1120.00           | $869.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $2496818.00        | $2218879.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $11587904.00       | $9634014.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $840.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $22378976.00       | $20019651.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $26719200.00       | $26551231.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $11489960.00       | $11204488.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $25910208.00       | $16530248.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1024.00           | $692.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2114000.00        | $1559263.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $760.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $7064430.00        | $5993756.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $126533583.00      | $102587607.65      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1047.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3581000.00        | $3362206.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1455000.00        | $1326070.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $22273280.00       | $20162429.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.0000%  | 0.0000% | $6601688.00        | $5968670.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $6922432.00        | $6963551.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 7.0000%  | 0.0000% | $1000.00           | $929.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $13951600.00       | $14337408.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $3748856.00        | $3842973.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $5600504.00        | $5677229.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $3009980.00        | $2801670.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $6201264.00        | $6100855.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $1992264.00        | $1916834.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2611704.00        | $2526698.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1691676.00        | $1746584.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1119278.00        | $1168975.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1338830.00        | $1385923.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1586670.00        | $1669834.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1547100.00        | $1538644.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $1226516.00        | $1260736.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $3687836.00        | $3667569.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $1316000.00        | $1351809.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $1247418.00        | $1307150.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $13970992.00       | $13895363.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $859904.00         | $790305.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $123191867.00      | $117552058.40      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $33007200.00       | $27262842.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $63045900.00       | $30678688.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $48184800.00       | $33539765.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $39107000.00       | $27329328.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $5363700.00        | $4773324.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $13830500.00       | $14194631.54       | U.S. Treasuries (including strips) |

### Security 244: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGWA2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GGWA2_3.66_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 Home Loan Mortgage Corp.      | 2053-02-01      | 6.5000%  | 0.0000% | $16350995.00       | $10464540.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $51509376.00       | $32852488.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7380723.00        | $5430889.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $100413547.00      | $73828708.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 5.0000%  | 0.0000% | $19461980.00       | $18680102.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-12-25      | 3.5000%  | 0.0000% | $8647807.00        | $5348707.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $240465152.00      | $34637247.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $117126656.00      | $17302141.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-05-01      | 3.8300%  | 0.0000% | $8100000.00        | $6702543.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-03-01      | 2.6100%  | 0.0000% | $8000000.00        | $6561700.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $7160772.00        | $5137400.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-03-01      | 4.8000%  | 0.0000% | $6863000.00        | $6973691.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 4.8200%  | 0.0000% | $6800000.00        | $6913626.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 4.3500%  | 0.0000% | $7460000.00        | $7412727.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 4.5900%  | 0.0000% | $6914000.00        | $6955107.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $36723857.00       | $19635750.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $134714440.00      | $108674759.29      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $663833.00         | $608029.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $2166378.00        | $2047932.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $24994000.00       | $15512946.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $55161984.00       | $41008240.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $19006464.00       | $17885453.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $132025460.00      | $104251058.70      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $114629961.00      | $110669179.66      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $87542465.00       | $86867934.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $14116960.00       | $13917045.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $12408703.00       | $12478755.11       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $436400.00         | $444956.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $245489600.00      | $248357149.10      | U.S. Treasuries (including strips) |

### Security 245: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP1GLD53, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GLD53_3.77_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? 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.         | 2035-02-01      | 5.5000%  | 0.0000% | $22254.00          | $329.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $1053.00           | $16.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-11-01      | 2.5000%  | 0.0000% | $5059.00           | $86.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 2.5000%  | 0.0000% | $2902.00           | $354.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $1006.00           | $142.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $2492.00           | $114.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $1034.00           | $8.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1001.00           | $70.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 2.5000%  | 0.0000% | $1004.00           | $258.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 5.0000%  | 0.0000% | $1077.00           | $110.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1001.00           | $663.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 2.5000%  | 0.0000% | $4190.00           | $119.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.0000%  | 0.0000% | $1001.00           | $126.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1008.00           | $131.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $1058.00           | $78.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 4.5000%  | 0.0000% | $1467.00           | $99.71             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $1001.00           | $73.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $3032.00           | $364.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $5000.00           | $465.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 2.5000%  | 0.0000% | $7335.00           | $1778.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-10-20      | 7.5000%  | 0.0000% | $4250.00           | $4417.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $4303.00           | $4403.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $4192.00           | $4372.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4001.00           | $4080.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $5000.00           | $5121.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $4000.00           | $4143.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $5489.00           | $5773.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $6398.00           | $6589.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $79870.00          | $252.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1002.00           | $11.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-04-15      | 4.5000%  | 0.0000% | $4224800.00        | $68025.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $70865.00          | $111.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $1988.00           | $0.54              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 3.0000%  | 0.0000% | $21744.00          | $1213.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $14235.00          | $856.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $2054.00           | $46.49             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-16      | 4.0289%  | 0.0000% | $3681670.00        | $171.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-16      | 4.1789%  | 0.0000% | $3782.00           | $76.02             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5456%  | 0.0000% | $153115.00         | $3511.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7473%  | 0.0000% | $130450000.00      | $7447802.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8551%  | 0.0000% | $119993468.00      | $7818955.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8074%  | 0.0000% | $249910528.00      | $17385344.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.9475%  | 0.0000% | $96176688.00       | $7797710.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5599%  | 0.0000% | $212000000.00      | $8688652.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $11545119.00       | $2088283.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5099%  | 0.0000% | $200000000.00      | $6980505.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9580%  | 0.0000% | $109198355.00      | $8784932.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-16      | 1.0425%  | 0.0000% | $11874082.00       | $1103159.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.1099%  | 0.0000% | $263000000.00      | $8519556.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9127846.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $7914959.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $36838131.00       | $3937234.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $6878527.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $9699743.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055571.00       | $8168721.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5245%  | 0.0000% | $24329427.00       | $3106365.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2745%  | 0.0000% | $77721551.00       | $8528448.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5599%  | 0.0000% | $378246575.00      | $8310449.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7154269.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6814486.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $20485022.00       | $1044938.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.8877%  | 0.0000% | $91775922.00       | $6042303.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8520490.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7441456.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2745%  | 0.0000% | $87954727.00       | $7103106.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.2745%  | 0.0000% | $97582703.00       | $7839200.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2745%  | 0.0000% | $113975590.00      | $9494589.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2745%  | 0.0000% | $109490422.00      | $8967796.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2745%  | 0.0000% | $73151725.00       | $6280647.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2745%  | 0.0000% | $93915748.00       | $8654637.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8099%  | 0.0000% | $170000000.00      | $8303674.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9599%  | 0.0000% | $136289332.00      | $8296665.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.3999%  | 0.0000% | $245785957.00      | $10994246.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.3599%  | 0.0000% | $68293247.00       | $1986528.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0499%  | 0.0000% | $75509654.00       | $5813954.61        | Agency Collateralized Mortgage Obligation |

### Security 246: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GLNO1, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1GLNO1_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 Bill  | 2026-08-25      | N/A      | 0.0000% | $251632000.00      | $248665258.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $759600.00         | $370978.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $763128000.00      | $678253873.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $420539200.00      | $395941946.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $75441100.00       | $72630656.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $9700000.00        | $10302529.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $271229571.10      | $169654368.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $359079608.30      | $209180389.50      | U.S. Treasuries (including strips) |

### Security 247: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GNEW9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GNEW9_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 Bond | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $105.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $3872200.00        | $5002435.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $765379800.00      | $742729167.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $97300.00          | $98004.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $252217200.00      | $254964918.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $1020000.00        | $993429.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $1900.00           | $1903.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $16288100.00       | $16209993.62       | U.S. Treasuries (including strips) |

### Security 248: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1GOXK2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GOXK2_3.75_1209
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 | 2054-01-20      | 6.5000%  | 0.0000% | $8862495.00        | $4526193.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $25885430.00       | $18942875.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $3247585.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $400567.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1460868.00        | $831807.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $195451.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $574811.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1153153.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $640525.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $473165.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79470.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $159916.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $267449.00         | $78693.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2164588.00        | $1606210.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $81763.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1218592.00        | $636406.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $593113.00         | $631791.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $284399.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $20761334.00       | $14033760.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $137313.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1236334.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1742185.00        | $194012.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $1601684.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $306426.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1804790.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $587413.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1379360.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 4.5000%  | 0.0000% | $194190.00         | $170789.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $5553000.00        | $4029153.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $53425986.00       | $25736508.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $7969946.00        | $1405013.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 2.5000%  | 0.0000% | $621650.00         | $389872.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 3.5000%  | 0.0000% | $18746776.00       | $12662517.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $30224590.00       | $10015602.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $460413.00         | $119892.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $55857021.00       | $29651604.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2489353.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $599012.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1587396.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $159725.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11654062.00       | $9691439.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $536263.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $24883.00          | $5843.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $599.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $474241.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $404344.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $275173.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1232463.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2071046.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1354021.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $517932.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1160659.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1082279.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $119330.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $442367.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1116199.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $1974276.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2195408.00        | $1543205.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2271782.00        | $1632556.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1421428.00        | $850515.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $317166.00         | $200616.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4617026.00        | $2423776.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3852156.00        | $2070103.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $11541672.00       | $6887830.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1114910.00        | $346241.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2114431.00        | $1314979.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $460522.00         | $232940.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $531719.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $1623301.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $5070424.00        | $2152667.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $2685537.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $575466.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1166683.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1376481.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $386714.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $85552.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $253165.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $332333.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1040055.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $55507.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $414956.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1040404.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $564212.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $726178.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3040287.00        | $2233919.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1538569.00        | $986636.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $982648.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1333589.00        | $809072.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $1173203.46        | Agency Mortgage-Backed Securities |

### Security 249: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GPUS5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GPUS5_3.63_0507
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 Bill | 2026-08-06      | N/A      | 0.0000% | $18943000.00       | $18757737.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $7300.00           | $7233.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-13      | N/A      | 0.0000% | $24958300.00       | $24695738.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-10      | N/A      | 0.0000% | $291674900.00      | $287792707.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-21      | N/A      | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-04      | N/A      | 0.0000% | $371400.00         | $367823.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-11      | N/A      | 0.0000% | $12874100.00       | $12740943.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-18      | N/A      | 0.0000% | $64287500.00       | $63576480.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $62800.00          | $61164.06          | U.S. Treasuries (including strips) |

### Security 250: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GR5K6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GR5K6_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $1610796.00        | $24545.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $60608.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $69444.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.0000%  | 0.0000% | $3163824.00        | $361268.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2406084.00        | $455581.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 2.5000%  | 0.0000% | $103450.00         | $65753.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $26805.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $629059.00         | $69075.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $983135.00         | $68396.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $10720114.00       | $1289447.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $1003.00           | $131.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.0000%  | 0.0000% | $65281.00          | $9536.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $675.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $40724525.00       | $25245014.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $158391722.00      | $72595380.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $59632064.00       | $31818388.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $193179957.00      | $106738162.17      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $220993660.00      | $127567050.02      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $241530078.00      | $143143400.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $295423121.00      | $178176879.77      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1008.00           | $629.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 5.0000%  | 0.0000% | $34971.00          | $1001.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $422846.00         | $69644.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $3633750.00        | $2157809.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $1083.00           | $445.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $1008.00           | $1010.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1008.00           | $621.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.1000%  | 0.0000% | $333680.00         | $330266.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1300%  | 0.0000% | $5418000.00        | $5476485.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $725027.00         | $762781.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1008.00           | $1027.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1500%  | 0.0000% | $2291471.00        | $2329985.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1008.00           | $1040.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $401569.00         | $411933.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $6773384.00        | $6920139.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $19685152.00       | $20260863.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $6764300.00        | $6960569.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $2165213.00        | $2228077.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $18772838.00       | $18756786.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $8185295.00        | $8422376.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $6787512.00        | $6855716.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $17313461.00       | $17832229.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9119274.00        | $8372545.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $52599421.00       | $52069076.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1008.00           | $1011.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $22353997.00       | $22570903.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $65172348.00       | $64669762.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1018.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1024.00           | $1033.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1227784.00        | $1271902.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $6991159.00        | $7322240.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $32436.00          | $33191.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $37919.00          | $365.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $1999.00           | $90.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $1640.00           | $1005.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1539.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1007.00           | $1044.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $35665893.00       | $34423534.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $55287894.00       | $53469321.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $3511092.00        | $103746.97         | Agency Mortgage-Backed Securities |

### Security 251: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GRVG6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GRVG6_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? 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.         | 2046-11-01      | 3.5000%  | 0.0000% | $766513.00         | $283590.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 3.0000%  | 0.0000% | $1797063.00        | $240578.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $26494000.00       | $4444443.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 5.0000%  | 0.0000% | $356867.00         | $36523.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $241144.00         | $79662.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $551953.00         | $10876.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $658289.00         | $98648.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1231816.00        | $117949.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $680737.00         | $113257.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $38995999.00       | $6739381.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $7731712.00        | $5424727.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $4659392.00        | $3544975.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $25975997.00       | $1491031.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $416713313.00      | $95998365.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1681926.00        | $325274.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $215124.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $274476032.00      | $167596577.03      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $13064359.00       | $4903951.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $40237760.00       | $20836322.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $1351938.00        | $776609.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $33735825.00       | $18000711.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $39141445.00       | $22677262.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $68870324.00       | $41675719.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $80000.00          | $47873.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $11523000.00       | $10166999.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $956316.00         | $46135.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $8449266.00        | $675605.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $526750.00         | $43362.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-15      | 4.3500%  | 0.0000% | $47674.00          | $46668.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $58706.00          | $5062.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-15      | 3.0000%  | 0.0000% | $4090.00           | $1181.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $22949.00          | $9504.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3468304.00        | $2138154.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $14277941.00       | $8850480.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.7000%  | 0.0000% | $7926458.00        | $8264043.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.2300%  | 0.0000% | $39500.00          | $39747.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.1700%  | 0.0000% | $183000.00         | $183413.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-15      | 5.5100%  | 0.0000% | $625000.00         | $635278.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $31628.00          | $31400.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1000%  | 0.0000% | $1318000.00        | $1319618.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $4963216.00        | $4971331.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $3299000.00        | $3124577.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 3.7800%  | 0.0000% | $5000000.00        | $4581329.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3700%  | 0.0000% | $582565.00         | $597856.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $725000.00         | $745641.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $725000.00         | $746178.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $725000.00         | $746178.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.4400%  | 0.0000% | $624999.00         | $645384.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $5885621.00        | $6192106.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $10198023.00       | $10212102.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $755447.00         | $762971.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $11534752.00       | $11659312.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1500%  | 0.0000% | $2915050.00        | $2953268.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3012456.00        | $3104477.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $18295232.00       | $19170360.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $6221296.00        | $6067205.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $5358834.00        | $5412766.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $10011514.00       | $9968513.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $9287168.00        | $9457982.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $29592.00          | $30461.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $19887430.00       | $20474240.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $11019984.00       | $11610204.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $36045895.00       | $36652531.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $43990.00          | $22260.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $35303.00          | $18156.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $3572756.00        | $11310.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 6.0000%  | 0.0000% | $822516.00         | $8263.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $995000.00         | $13999.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $9545771.00        | $113236.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $2726580.00        | $31188.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 6.0000%  | 0.0000% | $758972.00         | $9475.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $4024464.00        | $122405.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 4.5000%  | 0.0000% | $191197.00         | $7660.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $2259000.00        | $108647.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2999990.00        | $124087.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $3499000.00        | $337002.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $50000000.00       | $210941.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 6.5000%  | 0.0000% | $409929.00         | $21389.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $2513.00           | $708.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $1181704.00        | $409955.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $4194080.00        | $3212747.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-15      | 5.0000%  | 0.0000% | $4331623.00        | $127823.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 6.0000%  | 0.0000% | $139430.00         | $12729.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $3758100.00        | $80539.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $224978.00         | $9737.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1974.00           | $2032.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $8065059.00        | $8252824.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $9893117.00        | $10354078.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $4260295.00        | $4383232.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2928232.00        | $3133071.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2631688.00        | $2591026.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $7404072.00        | $7622560.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $26058535.00       | $26815110.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2314626.00        | $2365406.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $2242566.00        | $2360723.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3826012.00        | $3939018.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $6277120.00        | $6459410.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3986028.00        | $4078819.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2581424.00        | $2640139.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $880868.00         | $907261.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $36300.00          | $34860.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $68321072.00       | $67632210.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $7529472.00        | $6714273.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $23343665.00       | $18277485.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $114915000.00      | $95114771.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $14802075.00       | $14252872.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2132711.00        | $2096643.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $92487664.00       | $91774433.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $17331473.00       | $17127697.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2995381.00        | $3027887.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1125022.00        | $1157147.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.2200%  | 0.0000% | $3800000.00        | $3866691.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.2200%  | 0.0000% | $3780000.00        | $3846340.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $724013.00         | $745854.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $30504.00          | $31187.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5663032.00        | $5796875.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $1614670.00        | $1698226.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $9413490.00        | $9695549.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $46350.00          | $47254.09          | Agency Mortgage-Backed Securities |

### Security 252: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **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: ARP1GTTE0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1GTTE0_3.64_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $606276.00         | $1258.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1713180.00        | $55067.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $655260.00         | $1147.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $2000000.00        | $28381.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $1465538.00        | $15414.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $139004160.00      | $1676190.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $3257610.00        | $147247.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $1263312.00        | $11977.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $1484900.00        | $167677.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1000652.00        | $14734.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-15      | 7.0000%  | 0.0000% | $1312116.00        | $19901.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $5800000.00        | $5720694.67        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $24994875.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-11-23      | 1.4300%  | 0.0000% | $13000000.00       | $12909343.06       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-12-14      | 1.6000%  | 0.0000% | $20000000.00       | $19845888.89       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31843203.29       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-02-09      | 4.0000%  | 0.0000% | $25000000.00       | $24754750.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-12-08      | 4.7500%  | 0.0000% | $50000000.00       | $50528905.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-16      | 3.8400%  | 0.0000% | $20000000.00       | $19910466.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-27      | 3.5600%  | 0.0000% | $24000000.00       | $23765920.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-02-11      | 3.5700%  | 0.0000% | $23000000.00       | $23008513.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-05-21      | 1.4000%  | 0.0000% | $25000000.00       | $22609333.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20167022.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-12-08      | 3.6250%  | 0.0000% | $12000000.00       | $12058819.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $7085000.00        | $843691.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $299994.00         | $38109.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $29868.00          | $9372.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1929730.00        | $1167948.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $437121.00         | $311358.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $45398016.00       | $24261788.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $3151490.00        | $2976319.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 3.5000%  | 0.0000% | $12472704.00       | $11138828.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.1800%  | 0.0000% | $129073.00         | $130897.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1061708.00        | $1061589.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5441944.00        | $5423240.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $1193220.00        | $1249931.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3521112.00        | $3632823.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $8065120.00        | $8149025.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1011555.00        | $1036002.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $11849200.00       | $12055856.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $6736792.00        | $6891337.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $7207904.00        | $7361717.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $604657.00         | $627454.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2206080.00        | $2336612.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $394180.00         | $345353.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $50263872.00       | $49510263.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $51906304.00       | $52168083.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $1201288.00        | $1157188.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $3554556.00        | $3523274.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $68992.00          | $69973.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1199580.00        | $1255869.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 4.0000%  | 0.0000% | $1205242.00        | $1130619.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1444662.00        | $1472510.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $10404912.00       | $10592757.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3210524.00        | $3331423.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2446044.00        | $2418740.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $153870.00         | $153852.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $330967.00         | $5343.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $4081224.00        | $40204.20          | Agency Mortgage-Backed Securities |

### Security 253: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **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: ARP1GWNP4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GWNP4_3.65_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $2719000.00        | $2381648.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $2442000.00        | $1776786.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1367495.00        | $910108.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $3683527.00        | $3168335.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $6713255.00        | $4853509.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $18781248.00       | $12963493.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $40141408.00       | $40429668.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $65010756.00       | $51014368.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $44623025.00       | $43913796.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $43594539.00       | $42005497.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $72430.00          | $68814.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1361359.00        | $1235132.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2347688.00        | $2251339.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1217831.00        | $1193996.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2242639.00        | $2215138.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $138609.00         | $139147.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $5113579.00        | $5067611.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $19871519.00       | $20109193.42       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $7574.00           | $4266.05           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-30      | N/A      | 0.0000% | $248700.00         | $247200.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-05-15      | 5.0000%  | 0.0000% | $14900.00          | $16009.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $795600.00         | $783252.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $284467500.00      | $267516526.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $97471600.00       | $97307986.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $26200.00          | $25321.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.1250%  | 0.0000% | $331700.00         | $330245.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $7066000.00        | $7182050.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 4.5000%  | 0.0000% | $275773100.00      | $285443520.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $88018200.00       | $86930850.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 3.5000%  | 0.0000% | $27475000.00       | $27416529.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-01-31      | 4.0000%  | 0.0000% | $13409000.00       | $13387106.51       | U.S. Treasuries (including strips) |

### Security 254: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **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: ARP1GWSA2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GWSA2_3.64_0507
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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? 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 | 2028-11-15      | 5.2500%  | 0.0000% | $182100.00         | $192157.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $102.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $9524700.00        | $9794335.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $540700.00         | $526614.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $3800.00           | $3819.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $498572100.00      | $499482952.90      | U.S. Treasuries (including strips) |

### Security 255: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GZYL4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GZYL4_3.63_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? 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 | 2038-03-20      | 6.0000%  | 0.0000% | $644413.00         | $21879.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $3421476.00        | $250893.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1534284.00        | $168814.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $1008.00           | $65.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $1008.00           | $112.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $562170880.00      | $343264635.83      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1024.00           | $469.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $157931285.00      | $93425097.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1008.00           | $629.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $103792444.00      | $62808254.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $191794944.00      | $134346990.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $140657408.00      | $124916499.33      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $1008.00           | $734.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.5200%  | 0.0000% | $1001.00           | $1022.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $574176.00         | $563253.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 5.6000%  | 0.0000% | $655106.00         | $674600.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6500%  | 0.0000% | $472873.00         | $489305.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1016.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $722013.00         | $743794.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1036.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1019.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1008.00           | $1055.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $1007.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $912120.00         | $933353.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2749196.00        | $2750610.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1024.00           | $1043.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $913.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $73728.00          | $68054.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1004.00           | $899.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2048.00           | $1491.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $10395024.00       | $8151092.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $829321.00         | $543732.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $106210.00         | $101821.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $59833926.00       | $55602782.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1048.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1008.00           | $1003.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $129219584.00      | $125083911.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $54385664.00       | $54283678.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2107.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2003.00           | $2046.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $7637864.00        | $7891711.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2003.00           | $2043.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $4966512.00        | $5084499.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1240.00           | $1300.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5807984.00        | $5921271.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $2721895.00        | $2787234.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1202563.00        | $76837.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 4.5000%  | 0.0000% | $1999.00           | $96.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $5892.00           | $38.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-15      | 4.0000%  | 0.0000% | $602010.00         | $55675.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1200.00           | $11.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $67969.00          | $4580.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.0000%  | 0.0000% | $1024.00           | $57.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $988.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $95988.00          | $1340.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $1024.00           | $2.84              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $1919.00           | $16.69             | Agency Mortgage-Backed Securities |

### Security 256: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP1H1D80, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H1D80_3.73_1022
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $38691616.00       | $6935831.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $1032.00           | $287.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $54590572.00       | $8914725.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1027.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1020.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $963.13            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2046-02-15      | N/A      | 0.0000% | $100.00            | $36.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $800.00            | $1055.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $4079300.00        | $4983857.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-30      | 3.5000%  | 0.0000% | $16250300.00       | $15936669.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $9428300.00        | $9309115.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $6003800.00        | $6108070.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $49998400.00       | $49959901.23       | U.S. Treasuries (including strips) |

### Security 257: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H57D7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1H57D7_3.64_0507
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 Bill               | 2026-09-03      | N/A      | 0.0000% | $5500.00           | $5430.70           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $7949800.00        | $4121708.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $200.00            | $94.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $200.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $100.00            | $38.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $200.00            | $65.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $555200.00         | $176692.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $1500.00           | $439.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $25100.00          | $7234.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-11-15      | 6.5000%  | 0.0000% | $500.00            | $522.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $113000.00         | $121253.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $154.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $12500.00          | $12407.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $400.00            | $404.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.8252%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 3.8750%  | 0.0000% | $831143500.00      | $830643246.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $38387897.77       | $27375561.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $9.92              | $6.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $183.28            | $117.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $26.54             | $16.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8641470.53        | $4534093.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $18.13             | $8.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $142.02            | $56.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $158.77            | $58.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $74.61             | $25.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $155.16            | $51.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $77.51             | $24.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $9.55              | $3.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $241.11            | $70.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $31.99             | $9.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $264.48            | $71.19             | U.S. Treasuries (including strips) |

### Security 258: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1H5C74, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H5C74_3.69_0507
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? 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                | 2029-10-22      | 4.1500%  | 0.0000% | $5490000.00        | $5471236.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1945.00           | $151.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.9600%  | 0.0000% | $3932655.00        | $3791103.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1117637.00        | $1124952.49        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-18      | N/A      | 0.0000% | $84995100.00       | $84579473.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $20609600.00       | $20442639.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 0.8750%  | 0.0000% | $19802800.00       | $19083243.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $7999900.00        | $4638569.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $10000.00          | $6452.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $20563000.00       | $17845240.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $3999600.00        | $3575473.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $9999700.00        | $9414819.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 4.6250%  | 0.0000% | $5459300.00        | $5262680.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 1.5000%  | 0.0000% | $15972100.00       | $15914605.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $18078300.00       | $17785620.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $15943100.00       | $21031695.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $47042000.00       | $46335737.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-15      | 0.1250%  | 0.0000% | $2851900.00        | $3938484.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $147015000.00      | $191669745.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $46057800.00       | $46052724.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 1.5000%  | 0.0000% | $3999600.00        | $3662538.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $9875600.00        | $9556173.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 0.3750%  | 0.0000% | $21999000.00       | $21078363.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $5000000.00        | $4758162.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $10000000.00       | $11464966.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 0.1250%  | 0.0000% | $1673100.00        | $2021771.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $13551900.00       | $11796186.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 1.3750%  | 0.0000% | $11457200.00       | $10768714.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $6568600.00        | $6220940.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $21704300.00       | $21431802.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $300.00            | $290.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $4957700.00        | $4680087.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $600.00            | $602.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 2.7500%  | 0.0000% | $9100000.00        | $9034808.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $6448200.00        | $6415997.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $11999700.00       | $12167354.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $24064600.00       | $24238850.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $293300.00         | $313613.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $10694300.00       | $10891502.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $2096000.00        | $2149945.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $10557800.00       | $10791532.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $62300.00          | $62949.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $4995200.00        | $5025451.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $18037200.00       | $17942664.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $5427800.00        | $5539126.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $26805000.00       | $27256448.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $1000.00           | $1064.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $4758100.00        | $4732644.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $20000000.00       | $20831608.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $106115200.00      | $107163506.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $900.00            | $913.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $6614400.00        | $6717937.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $19997800.00       | $20261531.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $169300.00         | $171206.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $1195000.00        | $1192499.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 3.6250%  | 0.0000% | $18184000.00       | $17990682.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 3.5000%  | 0.0000% | $1999000.00        | $1980698.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $5090300.00        | $4957697.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 3.5000%  | 0.0000% | $19314100.00       | $19285359.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-01-15      | 1.8750%  | 0.0000% | $44989100.00       | $45190367.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-15      | 3.5000%  | 0.0000% | $5250100.00        | $5209070.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.7500%  | 0.0000% | $7149700.00        | $7124533.06        | U.S. Treasuries (including strips) |

### Security 259: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP1H92D4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1H92D4_3.79_0428
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-28
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **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? 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 | 2054-10-20      | 4.5000%  | 0.0000% | $4825000.00        | $4268453.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-15      | 6.3800%  | 0.0000% | $8229069.00        | $8745520.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $7119.00           | $5360.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $378506.00         | $393458.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $176432.00         | $184023.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $729728009.00      | $650722063.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $47171775.00       | $42450694.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $7265783.00        | $6318143.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1926796.00        | $1765258.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $64918475.00       | $56515134.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $837000.00         | $757207.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 3.0000%  | 0.0000% | $488320.00         | $373664.97         | Agency Mortgage-Backed Securities |

### Security 260: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HAG53, C.3 - LEI: N/A, C.5 - Other ID: ARP1HAG53_3.68_0521
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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.: 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 | 2032-08-15      | 2.7500%  | 0.0000% | $157615000.00      | $146226299.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $35553700.00       | $35802474.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $72591200.00       | $72971263.46       | U.S. Treasuries (including strips) |

### Security 261: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HAJ84, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1HAJ84_3.72_0501
- **C.18 - Value (incl. sponsor support):** $890296862.75
- **C.18.a - Value (excl. sponsor support):** $890296862.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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      | $262600800.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $580000000.00      | $570952000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $100000000.00      | $74550000.00       | U.S. Treasuries (including strips) |

### Security 262: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBSU3, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1HBSU3_3.67_0501
- **C.18 - Value (incl. sponsor support):** $430093750.00
- **C.18.a - Value (excl. sponsor support):** $430093750.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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       | $13923000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $50000000.00       | $16957500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $70000000.00       | $43375500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $75000000.00       | $43509375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $48768750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49725000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | N/A      | 0.0000% | $130000000.00      | $68289000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2032-11-30      | 3.7500%  | 0.0000% | $75000000.00       | $74205000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $150000000.00      | $79942500.00       | U.S. Treasuries (including strips) |

### Security 263: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBUM8, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBUM8_3.70_0507
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2032-02-25      | 8.0710%  | 0.0000% | $56887844.00       | $20024372.13       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $886322.29         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-04-01      | 3.5000%  | 0.0000% | $3400000.00        | $2389078.48        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $10019000.00       | $8717027.93        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $1000000.00        | $12192.74          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $1950000.00        | $26030.79          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $2540000.00        | $2029088.22        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $181330000.00      | $140065575.41      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4935000.00        | $4108678.51        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $7545128.35        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $25000.00          | $2898.75           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2500000.00        | $710301.13         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-08-01      | 2.7500%  | 0.0000% | $25000.00          | $8441.10           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $16746638.18       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $19561360.72       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1329309.40        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $20260000.00       | $14704299.38       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $67280593.45       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $152805000.00      | $114659050.20      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $75000000.00       | $75248874.50       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-10      | 4.6260%  | 0.0000% | $71150000.00       | $71196434.63       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 5.5000%  | 0.0000% | $1550000.00        | $324712.14         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.0290%  | 0.0000% | $47512561.00       | $11379597.45       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-04-25      | 4.1500%  | 0.0000% | $20000000.00       | $17042568.87       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 5.8050%  | 0.0000% | $21275000.00       | $22003941.20       | Agency Mortgage-Backed Securities |

### Security 264: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: ARP1HBUN6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBUN6_3.71_0507
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $125.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0085%  | 0.0000% | $1840000.00        | $1256.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5864%  | 0.0000% | $7250000.00        | $36266.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.0115%  | 0.0000% | $160000000.00      | $3519.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $210.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5857%  | 0.0000% | $70404789.00       | $157943.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1677%  | 0.0000% | $32327393.00       | $5193.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0309%  | 0.0000% | $186970000.00      | $1952.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0247%  | 0.0000% | $150896202.00      | $6820.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.2745%  | 0.0000% | $24000000.00       | $132491.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.3745%  | 0.0000% | $13861142.00       | $15142.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.9330%  | 0.0000% | $3154000.00        | $12127.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.0190%  | 0.0000% | $32519064.00       | $50757.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.4245%  | 0.0000% | $43933666.00       | $71309.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $9471.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $244000.00         | $558.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2193%  | 0.0000% | $15280000.00       | $16071.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.1066%  | 0.0000% | $44160000.00       | $20115.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1461%  | 0.0000% | $5550000.00        | $14.10             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2505%  | 0.0000% | $40670000.00       | $57732.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4618%  | 0.0000% | $4500000.00        | $12065.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8716%  | 0.0000% | $1315000.00        | $3955.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.5493%  | 0.0000% | $5915000.00        | $23364.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $96.78             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1221%  | 0.0000% | $67275564.00       | $32132.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1790%  | 0.0000% | $2369000.00        | $1123.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3750%  | 0.0000% | $53026847.00       | $14068.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $49799.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.4211%  | 0.0000% | $81620726.00       | $411276.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7060%  | 0.0000% | $212570560.00      | $119512.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 4.0000%  | 0.0000% | $26831725.00       | $517.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 1.3285%  | 0.0000% | $73086544.00       | $1092.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3245%  | 0.0000% | $72207000.00       | $99497.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-20      | 4.0000%  | 0.0000% | $11049609.00       | $11953.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $65225.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $376496.00         | $495229.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-20      | 4.0000%  | 0.0000% | $11166508.00       | $10391.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $4773.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $29898.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.3211%  | 0.0000% | $11167583.00       | $2443.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $17360904.00       | $66322.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.8245%  | 0.0000% | $59403599.00       | $414319.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2455%  | 0.0000% | $2689000.00        | $4178.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 1.0096%  | 0.0000% | $2368000.00        | $79397.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.1068%  | 0.0000% | $534000.00         | $19249.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8507%  | 0.0000% | $2000000.00        | $57859.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8023%  | 0.0000% | $34788000.00       | $979484.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $44060.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $15191.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.4808%  | 0.0000% | $7384000.00        | $38853.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $21349.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3985%  | 0.0000% | $6230000.00        | $77456.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.2723%  | 0.0000% | $44717000.00       | $310520.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.8525%  | 0.0000% | $34000000.00       | $618294.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.3692%  | 0.0000% | $1100000.00        | $1361.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $262509.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.7503%  | 0.0000% | $2420000.00        | $47657.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-07-25      | 1.1375%  | 0.0000% | $5930000.00        | $293726.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.3690%  | 0.0000% | $9719789.00        | $67067.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5092%  | 0.0000% | $1411000.00        | $67140.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.2206%  | 0.0000% | $88898767.00       | $3382800.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $3858.35           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.4085%  | 0.0000% | $49886810.00       | $584044.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $33056.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $165836.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $51645.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 2.0694%  | 0.0000% | $70000000.00       | $4263889.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3361.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $799.32            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $88033.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $30856.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $124387.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $108877.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $26798.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $19726.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1324675.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7428%  | 0.0000% | $6389030.00        | $581966.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $328091.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $60273.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $173308.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8032%  | 0.0000% | $355551.00         | $16241.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9162%  | 0.0000% | $26100000.00       | $1511626.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8818%  | 0.0000% | $7164000.00        | $366514.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.0109%  | 0.0000% | $99260632.00       | $474.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8671%  | 0.0000% | $1371000.00        | $68736.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $182242.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.7962%  | 0.0000% | $10000000.00       | $474166.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9040%  | 0.0000% | $10570000.00       | $575772.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0677%  | 0.0000% | $19000000.00       | $1429646.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9933%  | 0.0000% | $10000000.00       | $531064.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9884%  | 0.0000% | $10700000.00       | $540472.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4283%  | 0.0000% | $10500000.00       | $754352.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4329%  | 0.0000% | $22500000.00       | $1629872.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8831%  | 0.0000% | $39000000.00       | $2118957.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7003%  | 0.0000% | $10000000.00       | $430545.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9070%  | 0.0000% | $6270000.00        | $332583.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $82202.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7101%  | 0.0000% | $18858000.00       | $1017022.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7033%  | 0.0000% | $627000.00         | $27465.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9813%  | 0.0000% | $3600000.00        | $192750.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9989%  | 0.0000% | $11000000.00       | $688243.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.0109%  | 0.0000% | $92000000.00       | $77.58             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7852%  | 0.0000% | $9141000.00        | $491233.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6396%  | 0.0000% | $22400000.00       | $899439.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $18710.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5700%  | 0.0000% | $7000000.00        | $269172.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0009%  | 0.0000% | $265000.00         | $18373.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1094753.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7504%  | 0.0000% | $33800000.00       | $1795793.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7030%  | 0.0000% | $17300000.00       | $862923.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8227%  | 0.0000% | $100000.00         | $6206.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0221%  | 0.0000% | $330000.00         | $21299.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.5118%  | 0.0000% | $47148730.00       | $2329126.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6999%  | 0.0000% | $5100000.00        | $249715.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3318%  | 0.0000% | $535000.00         | $45985.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9386%  | 0.0000% | $330000.00         | $23024.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8760%  | 0.0000% | $378000.00         | $26869.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8435%  | 0.0000% | $580000.00         | $32671.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.6136%  | 0.0000% | $10000000.00       | $442674.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9552%  | 0.0000% | $770000.00         | $51367.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-16      | 1.6109%  | 0.0000% | $35000000.00       | $1920939.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.5561%  | 0.0000% | $15000000.00       | $758367.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7621%  | 0.0000% | $5347000.00        | $316174.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9258%  | 0.0000% | $19187000.00       | $1542917.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $166962.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $49164.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $134946.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $270998.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $173824.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $347278.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $64857.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $108524.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $360680.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4599%  | 0.0000% | $170000000.00      | $685967.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8599%  | 0.0000% | $80516000.00       | $1544753.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $72446.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6599%  | 0.0000% | $25000000.00       | $457816.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $247026.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $155295.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $42379.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $94736.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0921%  | 0.0000% | $20110000.00       | $5429.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1236%  | 0.0000% | $20130000.00       | $6957.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2298%  | 0.0000% | $2550000.00        | $8968.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4594%  | 0.0000% | $974000.00         | $443.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6826%  | 0.0000% | $31620000.00       | $84553.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $268.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $778704.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $56198.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $237274.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $183128.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3599%  | 0.0000% | $90000000.00       | $2157153.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $76951.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.4099%  | 0.0000% | $40000000.00       | $1720062.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2599%  | 0.0000% | $30000000.00       | $1130110.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5599%  | 0.0000% | $50000000.00       | $1624584.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.5099%  | 0.0000% | $21605608.00       | $1541727.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $172956.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $114689.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $428.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $29817.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $124280.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $46960.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $85234.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $42872.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.3599%  | 0.0000% | $50000000.00       | $1869852.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.6099%  | 0.0000% | $50000000.00       | $1525297.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.2099%  | 0.0000% | $10000000.00       | $180825.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $4683.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $93486.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $60308.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.8399%  | 0.0000% | $20000000.00       | $440582.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $7967.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $22239.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $81499.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $5813.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $85975.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $80563.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 3.0099%  | 0.0000% | $82236891.00       | $1918610.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $33099.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $130895.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $54470.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $265419.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3125.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.5899%  | 0.0000% | $50000000.00       | $968591.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $7669.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $194598.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $9632.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $150710.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.4099%  | 0.0000% | $50000000.00       | $783231.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0099%  | 0.0000% | $21555943.00       | $1415049.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $147755.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0599%  | 0.0000% | $50000000.00       | $1035504.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 1.1609%  | 0.0000% | $30000000.00       | $1814711.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 4.5000%  | 0.0000% | $2623937.00        | $2355109.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 4.5000%  | 0.0000% | $2056600.00        | $1851951.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $1393500.00        | $1254530.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $50000000.00       | $990650.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $239385.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $13753.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $26218.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $22345.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $33329.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $7694.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3099%  | 0.0000% | $3235000.00        | $98894.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.7099%  | 0.0000% | $10000000.00       | $283243.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $64678.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $356214.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $108721.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $271214.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $333131.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2099%  | 0.0000% | $60000000.00       | $1056163.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $153621.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $132821.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $996000.00         | $128956.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2599%  | 0.0000% | $60000000.00       | $1546858.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $161727.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5599%  | 0.0000% | $25000000.00       | $284536.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $1861.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $15376.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10252.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $3427000.00        | $65682.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-09-16      | 2.5000%  | 0.0000% | $24900000.00       | $2534.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $482600.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7775%  | 0.0000% | $187842399.00      | $2636.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0667%  | 0.0000% | $50000000.00       | $14044.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2024%  | 0.0000% | $7787000.00        | $2750.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.7061%  | 0.0000% | $83000000.00       | $230198.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4496%  | 0.0000% | $6230000.00        | $1307.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3063%  | 0.0000% | $2570000.00        | $3172.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3214%  | 0.0000% | $4700000.00        | $31683.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5016%  | 0.0000% | $69800000.00       | $27828.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $102.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3455.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $95549.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2599%  | 0.0000% | $25000000.00       | $989987.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.4599%  | 0.0000% | $45000000.00       | $1164106.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $42594.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $70572.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $5524.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $119770.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $101829622.00      | $1047248.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $412308.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.2799%  | 0.0000% | $12000000.00       | $138386.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6599%  | 0.0000% | $1000000.00        | $28796.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6599%  | 0.0000% | $1000000.00        | $27901.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6599%  | 0.0000% | $1000000.00        | $27901.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.4599%  | 0.0000% | $25000000.00       | $466248.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $184008.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $248658.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.6599%  | 0.0000% | $54572337.00       | $981121.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $578.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $91.62             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $42688.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8099%  | 0.0000% | $15000000.00       | $364721.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $179.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $1340.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $60853.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $26981.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7214%  | 0.0000% | $27235000.00       | $1533504.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 2.5599%  | 0.0000% | $29166665.00       | $1498441.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $455966.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.5099%  | 0.0000% | $100000000.00      | $1194723.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.1099%  | 0.0000% | $15000000.00       | $216032.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.3599%  | 0.0000% | $5190000.00        | $338043.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0099%  | 0.0000% | $215000.00         | $23183.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 3.3197%  | 0.0000% | $4166667.00        | $1811650.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $152125.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $11692.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $7848.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $47681.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $199497.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $12282.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1666.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.2099%  | 0.0000% | $50000000.00       | $716232.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $867.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5599%  | 0.0000% | $25000000.00       | $294810.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $475257.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2474.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5599%  | 0.0000% | $20000000.00       | $379498.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.2099%  | 0.0000% | $20000000.00       | $299849.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1799%  | 0.0000% | $30000000.00       | $678948.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2599%  | 0.0000% | $46526598.00       | $1380195.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.3119%  | 0.0000% | $50000001.00       | $251346.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4250%  | 0.0000% | $121565875.00      | $225018.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9036%  | 0.0000% | $22783581.00       | $111037.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6670%  | 0.0000% | $96882694.00       | $160000.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.5689%  | 0.0000% | $4585000.00        | $17844.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6709%  | 0.0000% | $35000000.00       | $36480.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $66000.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.6265%  | 0.0000% | $12830316.00       | $115.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $56.32             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.2445%  | 0.0000% | $5970310.00        | $59294.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $1.03              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $72334.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6944%  | 0.0000% | $10010000.00       | $39608.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4273%  | 0.0000% | $60000000.00       | $59106.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5061%  | 0.0000% | $14686909.00       | $20180.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5753%  | 0.0000% | $151310000.00      | $236915.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.77              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2724%  | 0.0000% | $31600000.00       | $20448.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2496.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30362.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30362.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30362.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25396.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25396.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0599%  | 0.0000% | $50342430.00       | $1911265.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $384406.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0922%  | 0.0000% | $4983354.00        | $182903.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9036%  | 0.0000% | $51721.00          | $1371.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0599%  | 0.0000% | $340000.00         | $6603.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.2461%  | 0.0000% | $41547073.00       | $1364510.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.3766%  | 0.0000% | $50149207.00       | $319277.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0591%  | 0.0000% | $15700000.00       | $254862.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $87475.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $63881.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $25060.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $137703.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $5516.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $27501.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $44175.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $175096.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $48377.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $90122.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $75074.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $187500.00         | $17287.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 6.0000%  | 0.0000% | $1041667.00        | $85771.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $89658.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3548%  | 0.0000% | $16050000.00       | $890159.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6972700.00        | $960647.27         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $2155700.00        | $1577288.18        | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.6092%  | 0.0000% | $102000000.00      | $1333656.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.8344%  | 0.0000% | $100000000.00      | $1168743.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.2038%  | 0.0000% | $78665828.00       | $1306074.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.1743%  | 0.0000% | $156350000.00      | $2283913.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 3.5000%  | 0.0000% | $23862926.00       | $2163.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 4.0000%  | 0.0000% | $18647509.00       | $130.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 4.5000%  | 0.0000% | $18786795.00       | $39309.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $569.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 1.0904%  | 0.0000% | $3795000.00        | $59988.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7404%  | 0.0000% | $18594286.00       | $93403.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $442910.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $2272.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.8904%  | 0.0000% | $2483600.00        | $17660.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $228.47            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.3904%  | 0.0000% | $14970686.00       | $145032.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $576.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $372.57            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $1356.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $37665.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $87433105.00       | $6870.55           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $7819714.00        | $495.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.9380%  | 0.0000% | $2181819.00        | $575673.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $92213.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $5834.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $84532.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 2.5000%  | 0.0000% | $10227310.00       | $2964.07           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $249.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $13421.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $6806134.00        | $8449413.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $3022.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.3904%  | 0.0000% | $200000.00         | $3850.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.3904%  | 0.0000% | $25931200.00       | $17878.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7125%  | 0.0000% | $277000000.00      | $1104611.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9845%  | 0.0000% | $150000000.00      | $761316.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6960%  | 0.0000% | $400096.00         | $4759.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $405325.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7221%  | 0.0000% | $120000000.00      | $567430.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $878158.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8312%  | 0.0000% | $106897339.00      | $1005531.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7168%  | 0.0000% | $115000000.00      | $1243083.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6019%  | 0.0000% | $75015040.00       | $904521.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8002%  | 0.0000% | $20953405.00       | $502061.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6783%  | 0.0000% | $142417131.00      | $1046839.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.4876%  | 0.0000% | $98884949.00       | $237357.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9319%  | 0.0000% | $33100000.00       | $1390553.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.5975%  | 0.0000% | $51281946.00       | $1326949.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $45904.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.8032%  | 0.0000% | $20375000.00       | $576554.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 0.6429%  | 0.0000% | $53508107.00       | $973825.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $293760.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7900%  | 0.0000% | $87000000.00       | $660199.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8868%  | 0.0000% | $42405000.00       | $1438287.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1338%  | 0.0000% | $7500000.00        | $374552.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9871%  | 0.0000% | $37968934.00       | $992975.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2710%  | 0.0000% | $15500000.00       | $1161375.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2574%  | 0.0000% | $10555000.00       | $322563.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9393%  | 0.0000% | $1478000.00        | $54531.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0562%  | 0.0000% | $661000.00         | $21547.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8770%  | 0.0000% | $1304000.00        | $37922.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9728%  | 0.0000% | $13000000.00       | $485525.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1108896.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7991%  | 0.0000% | $41426000.00       | $1547044.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1749%  | 0.0000% | $7400000.00        | $454333.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8695%  | 0.0000% | $43558000.00       | $1917265.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7595%  | 0.0000% | $105000.00         | $4569.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8353%  | 0.0000% | $2500000.00        | $99172.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7874%  | 0.0000% | $17393308.00       | $749401.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6067%  | 0.0000% | $19129000.00       | $569806.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7635%  | 0.0000% | $43000000.00       | $1537947.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0744%  | 0.0000% | $44177162.00       | $1002598.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2829%  | 0.0000% | $7020246.00        | $189142.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.0919%  | 0.0000% | $23262877.00       | $304573.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.3549%  | 0.0000% | $30602794.00       | $27250.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2209%  | 0.0000% | $28607880.00       | $1257825.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.4161%  | 0.0000% | $4669000.00        | $109609.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2560%  | 0.0000% | $14635149.00       | $636441.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9167%  | 0.0000% | $16000000.00       | $532279.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9746%  | 0.0000% | $11700000.00       | $112757.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0655%  | 0.0000% | $17157604.00       | $721965.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9885%  | 0.0000% | $23205000.00       | $653087.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.4782%  | 0.0000% | $8700000.00        | $58736.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0429%  | 0.0000% | $15293749.00       | $400132.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5830%  | 0.0000% | $12977576.00       | $409983.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1404%  | 0.0000% | $5049054.00        | $27276.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1699%  | 0.0000% | $45512037.00       | $836333.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.5128%  | 0.0000% | $28703471.00       | $597619.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8263%  | 0.0000% | $2500000.00        | $127453.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8775%  | 0.0000% | $3200000.00        | $165815.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9924%  | 0.0000% | $855000.00         | $50261.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.9669%  | 0.0000% | $21420000.00       | $1095933.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7866%  | 0.0000% | $33000000.00       | $1463980.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9342%  | 0.0000% | $3330000.00        | $174880.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8225%  | 0.0000% | $10295000.00       | $520408.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0116%  | 0.0000% | $31860000.00       | $1847946.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $43917.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8361%  | 0.0000% | $37728000.00       | $1821203.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7225%  | 0.0000% | $17393000.00       | $702019.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6016%  | 0.0000% | $4500000.00        | $372805.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $8300000.00        | $168492.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8858%  | 0.0000% | $9148000.00        | $451098.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.0109%  | 0.0000% | $20819882.00       | $97.81             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9867%  | 0.0000% | $25345000.00       | $1521117.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.3328%  | 0.0000% | $37000000.00       | $2292822.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0345%  | 0.0000% | $5212000.00        | $288480.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $3000000.00        | $154408.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1447%  | 0.0000% | $1223000.00        | $69096.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.0109%  | 0.0000% | $197271706.00      | $819.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8339%  | 0.0000% | $51800918.00       | $182010.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $37118.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $92516.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4245%  | 0.0000% | $48400735.00       | $121357.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 0.0245%  | 0.0000% | $100000000.00      | $394266.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $26750.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $49768.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $100000000.00      | $101593.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $229074.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2000%  | 0.0000% | $195000000.00      | $793812.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $205216.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.3548%  | 0.0000% | $102718523.00      | $1105586.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $487386.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.5048%  | 0.0000% | $21088668.00       | $1261242.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.4053%  | 0.0000% | $125686000.00      | $1918121.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $783538.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 5.5000%  | 0.0000% | $38687908.00       | $4639015.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $37306.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1266.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.4368%  | 0.0000% | $250997935.00      | $4063.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.7404%  | 0.0000% | $21244584.00       | $1825.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $281982.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $317848.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.8904%  | 0.0000% | $3050000.00        | $343.43            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | N/A      | 0.0000% | $1000000.00        | $2953.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | N/A      | 0.0000% | $600000.00         | $4866.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.6804%  | 0.0000% | $19753086.00       | $653.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-04-25      | 4.5000%  | 0.0000% | $278929.00         | $18499.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 6.5000%  | 0.0000% | $7100000.00        | $307.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 2.4957%  | 0.0000% | $1085000.00        | $908.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.5357%  | 0.0000% | $1044408.00        | $1128.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.2404%  | 0.0000% | $3918472.00        | $1740.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-03-25      | 5.5000%  | 0.0000% | $17630746.00       | $40857.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $613974.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 5.5000%  | 0.0000% | $56842171.00       | $2548548.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-11-15      | N/A      | 0.0000% | $2715000.00        | $94354.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $240191.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 2.2757%  | 0.0000% | $18300000.00       | $1219.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $164642.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.9957%  | 0.0000% | $100000000.00      | $11398.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4595%  | 0.0000% | $86271611.00       | $30742.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 5.5000%  | 0.0000% | $30227272.00       | $60540.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $243350.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $192837.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 2.4914%  | 0.0000% | $25531180.00       | $191948.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $81207.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $431795.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $109003.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 2.6711%  | 0.0000% | $11678000.00       | $544615.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.0667%  | 0.0000% | $50000.00          | $24376.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $5362.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $1173.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1501%  | 0.0000% | $3913000.00        | $2.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7890%  | 0.0000% | $9000000.00        | $77.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 1.5979%  | 0.0000% | $6000000.00        | $243.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0009%  | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $6.94              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $853932.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.2145%  | 0.0000% | $7600000.00        | $3276.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $16000000.00       | $1722510.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4632%  | 0.0000% | $47897951.00       | $92936.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.6563%  | 0.0000% | $34242459.00       | $13353.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2541%  | 0.0000% | $38232128.00       | $84262.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.4967%  | 0.0000% | $17039817.00       | $6725.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.7138%  | 0.0000% | $12068141.00       | $70.05             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5860%  | 0.0000% | $58505000.00       | $47303.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6299%  | 0.0000% | $30058530.00       | $40908.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1051%  | 0.0000% | $128064500.00      | $78547.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.4701%  | 0.0000% | $120000000.00      | $16491.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7472%  | 0.0000% | $1100000.00        | $936.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $3750000.00        | $46230.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 2.5000%  | 0.0000% | $25011927.00       | $1640.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-16      | 2.5000%  | 0.0000% | $18627226.00       | $810.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.8045%  | 0.0000% | $34900000.00       | $1670.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.3731%  | 0.0000% | $2659000.00        | $35782.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6359%  | 0.0000% | $21066040.00       | $433309.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3254%  | 0.0000% | $25812000.00       | $290933.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5267%  | 0.0000% | $33431422.00       | $45993.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2077%  | 0.0000% | $500000.00         | $3591.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5827%  | 0.0000% | $67120667.00       | $70156.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5498%  | 0.0000% | $1183000.00        | $3489.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4838%  | 0.0000% | $1500000.00        | $1848.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.3533%  | 0.0000% | $19428364.00       | $76982.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.9189%  | 0.0000% | $80000000.00       | $235308.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.9500%  | 0.0000% | $46268225.00       | $222781.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.4010%  | 0.0000% | $9000000.00        | $52894.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.8710%  | 0.0000% | $50000000.00       | $306739.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.4633%  | 0.0000% | $1704000.00        | $10144.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 1.5097%  | 0.0000% | $13312000.00       | $67349.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-16      | 6.5000%  | 0.0000% | $1500000.00        | $2217627.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $147.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $49860.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $46.66             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $5.99              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5762.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3971%  | 0.0000% | $303515873.00      | $18831.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.91              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $2.91              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1319.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.07             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $5.95              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $180.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $9393.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.3711%  | 0.0000% | $19801000.00       | $13497.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3211%  | 0.0000% | $885000.00         | $26680.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $149337.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8539%  | 0.0000% | $41106136.00       | $16698.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.1843%  | 0.0000% | $4500000.00        | $39277.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7250%  | 0.0000% | $40081161.00       | $112508.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7481%  | 0.0000% | $2828000.00        | $19266.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.0856%  | 0.0000% | $2643000.00        | $13485.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.3371%  | 0.0000% | $6434000.00        | $39890.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.5650%  | 0.0000% | $1036000.00        | $6535.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.4733%  | 0.0000% | $38214880.00       | $188043.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0303%  | 0.0000% | $208000.00         | $3126.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3269%  | 0.0000% | $1157000.00        | $5011.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3696%  | 0.0000% | $9026000.00        | $47908.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7074%  | 0.0000% | $9850000.00        | $44571.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8435%  | 0.0000% | $22838000.00       | $90583.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.4586%  | 0.0000% | $1700000.00        | $2186.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0156%  | 0.0000% | $19007000.00       | $9023.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.2616%  | 0.0000% | $7179000.00        | $41651.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 2.1469%  | 0.0000% | $107060003.00      | $687949.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8870%  | 0.0000% | $3636000.00        | $6769.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.7860%  | 0.0000% | $116481213.00      | $477135.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6599%  | 0.0000% | $62614494.00       | $404451.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6559%  | 0.0000% | $36772864.00       | $269536.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3660%  | 0.0000% | $947000.00         | $1228.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1402%  | 0.0000% | $58002227.00       | $253.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.4819%  | 0.0000% | $1497000.00        | $24417.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 4.6286%  | 0.0000% | $5000000.00        | $481819.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3892%  | 0.0000% | $47207427.00       | $252970.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.7031%  | 0.0000% | $18947000.00       | $68711.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.6867%  | 0.0000% | $1250000.00        | $226904.76         | 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        | $1486050.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.0113%  | 0.0000% | $974273.00         | $467438.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0548%  | 0.0000% | $30769235.00       | $921092.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $23477.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $32601.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7548%  | 0.0000% | $15000000.00       | $401966.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0046%  | 0.0000% | $29850000.00       | $558002.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $160808.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1245718.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.5695%  | 0.0000% | $122750000.00      | $3417932.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $714890.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3533272.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0548%  | 0.0000% | $59474698.00       | $1633563.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.5048%  | 0.0000% | $25000000.00       | $411909.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.7048%  | 0.0000% | $30254955.00       | $1049310.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $15676.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $45962.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2623.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.5048%  | 0.0000% | $43000000.00       | $2200158.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $32292.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $46725.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1347.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.7048%  | 0.0000% | $25000000.00       | $473347.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6548%  | 0.0000% | $60000000.00       | $1147320.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2548%  | 0.0000% | $20000000.00       | $424099.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $32259.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $13706.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $19918.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $686.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $343535.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $540.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $74903.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $33419.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13166.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $28876.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3801.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $25270.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $31705.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9048%  | 0.0000% | $10000000.00       | $401537.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $34933.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $79372.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.6849%  | 0.0000% | $400000.00         | $107946.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | 0.0961%  | 0.0000% | $7240773.00        | $185094.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $291504.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 0.0548%  | 0.0000% | $22038475.00       | $230883.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672154.00       | $2968848.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $540966.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $165373.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $8825.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $2369.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.4508%  | 0.0000% | $7000000.00        | $133955.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.4975%  | 0.0000% | $180000000.00      | $3985157.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3528%  | 0.0000% | $107116213.00      | $1553661.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $68280.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $50804.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $83683.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $84052.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $14136.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $71257.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7899%  | 0.0000% | $10000000.00       | $364484.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.4099%  | 0.0000% | $43658507.00       | $1826211.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10937784.00       | $994121.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6599%  | 0.0000% | $25000000.00       | $514621.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.9099%  | 0.0000% | $45000000.00       | $499447.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $29475.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $27818.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $15760.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $30462.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $74796.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $30051.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 2.2599%  | 0.0000% | $112500000.00      | $2076686.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $238501.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2099%  | 0.0000% | $39024835.00       | $1625647.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $81285.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $51186.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5599%  | 0.0000% | $45000000.00       | $762252.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5599%  | 0.0000% | $50000000.00       | $1160813.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3099%  | 0.0000% | $22500000.00       | $1131571.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2099%  | 0.0000% | $20552847.00       | $906322.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.8599%  | 0.0000% | $50000000.00       | $954111.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $9780.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $36760.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10129.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $25666.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $50137.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $202443.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $58440.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $75475.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $25751.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $1952.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4048%  | 0.0000% | $42760023.00       | $1700362.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $199275.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $11442.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.3048%  | 0.0000% | $58934737.00       | $2960684.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1548%  | 0.0000% | $10625546.00       | $279707.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $911671.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4548%  | 0.0000% | $47400308.00       | $334959.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $13806.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $5704.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $6114.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $63740.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $13811.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $40643.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $76112.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 6.0000%  | 0.0000% | $8307078.00        | $129932.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $512958.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $348596.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3048%  | 0.0000% | $92208232.00       | $2571953.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.9548%  | 0.0000% | $26136191.00       | $285545.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8748%  | 0.0000% | $28433000.00       | $354701.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $550123.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $38809.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $2416000.00        | $295801.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7548%  | 0.0000% | $74139548.00       | $866250.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.6048%  | 0.0000% | $70118899.00       | $778818.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $33332.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $564080.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $38320.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4048%  | 0.0000% | $50000000.00       | $364941.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $41318.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $7210.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $56815.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $4597.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $52793.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6048%  | 0.0000% | $3000000.00        | $26418.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $147079.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.1548%  | 0.0000% | $82000000.00       | $1230827.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6548%  | 0.0000% | $58746045.00       | $573817.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5048%  | 0.0000% | $40000000.00       | $861787.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $12951.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $47805.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $11373.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $51360.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $141018.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1048%  | 0.0000% | $123288348.00      | $3568030.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3548%  | 0.0000% | $25000000.00       | $336589.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $118267.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $499274.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $723.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 6.0000%  | 0.0000% | $4692010.00        | $92653.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3048%  | 0.0000% | $50000000.00       | $908141.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5548%  | 0.0000% | $55000000.00       | $1390618.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 6.0000%  | 0.0000% | $5402375.00        | $127163.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.0000%  | 0.0000% | $25000000.00       | $773196.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6548%  | 0.0000% | $50666667.00       | $905187.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5048%  | 0.0000% | $98716908.00       | $2655943.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7548%  | 0.0000% | $38000000.00       | $380866.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $46679.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $339403.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $100797.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $30172.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $20122.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $39799.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 7.5952%  | 0.0000% | $3000000.00        | $2072883.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $217442.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $58192.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $49585.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $45940.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $98771.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.4794%  | 0.0000% | $15000000.00       | $616790.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-11-20      | 1.9239%  | 0.0000% | $49862267.00       | $1783487.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.6836%  | 0.0000% | $8476000.00        | $147985.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9229%  | 0.0000% | $44530436.00       | $1850043.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.7628%  | 0.0000% | $5733000.00        | $195080.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8453%  | 0.0000% | $10924364.00       | $104143.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.6710%  | 0.0000% | $107856235.00      | $767910.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6102%  | 0.0000% | $1540000.00        | $75238.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $35628.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.8927%  | 0.0000% | $11564324.00       | $151346.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.1001%  | 0.0000% | $86443221.00       | $59657.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $53152.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $332770.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $27357.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2899%  | 0.0000% | $30000000.00       | $2226861.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $160949.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $21119.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $13787.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $274329.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $131876.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $91847.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $111219.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $122655.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $118638.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.3099%  | 0.0000% | $50000000.00       | $530957.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $145547.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $63791.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $499860.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $351815.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $196417.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $395156.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5725000.00        | $640715.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $294745.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $2476571.00        | $228851.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $88283.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $302563.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $183005.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $390224.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $397492.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $89688.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $513655.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $381802.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $2388.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $755.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $186638.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $87250.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $951912.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $153312.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.1599%  | 0.0000% | $96000000.00       | $818574.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1143678.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $460495.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $894364.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $5086.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $771203.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $19752.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $430899.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $170711.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $54148.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $17127.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $418871.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $287480.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6099%  | 0.0000% | $50000000.00       | $624465.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7921%  | 0.0000% | $4863186.00        | $183587.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8782%  | 0.0000% | $115680000.00      | $8492969.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.8423%  | 0.0000% | $19820000.00       | $1352185.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.6865%  | 0.0000% | $27380000.00       | $1538325.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.7790%  | 0.0000% | $2690000.00        | $168339.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0082%  | 0.0000% | $77663932.00       | $352440.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8681%  | 0.0000% | $83930000.00       | $5074178.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.3360%  | 0.0000% | $124065942.00      | $1707546.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2745%  | 0.0000% | $850000.00         | $60307.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.1599%  | 0.0000% | $32000000.00       | $1124867.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.4599%  | 0.0000% | $25000000.00       | $146722.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.6599%  | 0.0000% | $36390000.00       | $516540.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $119093.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $51038.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1428780.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 0.8874%  | 0.0000% | $277777.00         | $11919.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 0.0899%  | 0.0000% | $40315110.00       | $293281.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $299979.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $74346.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $260946.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $480686.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $646.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $161893.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $587199.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.6399%  | 0.0000% | $50000000.00       | $735475.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.9599%  | 0.0000% | $33695566.00       | $497269.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $64998.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $20131.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $74486.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $48349.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $237206.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $69878.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $82495.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.0599%  | 0.0000% | $50000000.00       | $422043.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $50.92             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9599%  | 0.0000% | $10000000.00       | $173083.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $5757.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $96144.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.9099%  | 0.0000% | $30000000.00       | $210013.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $134082.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5003%  | 0.0000% | $192307.00         | $16149.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0599%  | 0.0000% | $14918139.00       | $259602.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7599%  | 0.0000% | $18126000.00       | $427694.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5599%  | 0.0000% | $20000000.00       | $505956.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.2399%  | 0.0000% | $25000000.00       | $1132721.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.6099%  | 0.0000% | $30000000.00       | $1512557.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $11105.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $84902.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $20747.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $112016.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7599%  | 0.0000% | $48888889.00       | $939593.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.5099%  | 0.0000% | $60000000.00       | $1900524.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30362.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.2945%  | 0.0000% | $175000000.00      | $15634.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0156%  | 0.0000% | $83532611.00       | $88271.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $2822.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1372%  | 0.0000% | $710330958.00      | $146436.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-06-25      | 3.5000%  | 0.0000% | $1213594.00        | $1408229.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $101098.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1904%  | 0.0000% | $67238023.00       | $364228.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.7529%  | 0.0000% | $20000000.00       | $260983.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.4416%  | 0.0000% | $238530000.00      | $1423045.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7442%  | 0.0000% | $125239007.00      | $955747.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2920%  | 0.0000% | $5831000.00        | $11065.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1599%  | 0.0000% | $18723000.00       | $2356.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4929%  | 0.0000% | $23000000.00       | $94775.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7201%  | 0.0000% | $288270000.00      | $125068.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3561%  | 0.0000% | $276832000.00      | $743304.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0132%  | 0.0000% | $155389291.00      | $5316.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.21             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1544%  | 0.0000% | $65000000.00       | $32686.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3666%  | 0.0000% | $2873000.00        | $593.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3408%  | 0.0000% | $657000.00         | $34.93             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.1658%  | 0.0000% | $15248565.00       | $18769.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 2.5084%  | 0.0000% | $17909885.00       | $83671.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5441%  | 0.0000% | $125765018.00      | $1290715.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.6919%  | 0.0000% | $50699000.00       | $648443.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.4851%  | 0.0000% | $21567000.00       | $135599.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4778%  | 0.0000% | $10000000.00       | $79661.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4837%  | 0.0000% | $7837000.00        | $24422.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4345%  | 0.0000% | $3360000.00        | $11798.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.2016%  | 0.0000% | $39705000.00       | $47122.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-11-16      | 0.7238%  | 0.0000% | $33180300.00       | $226812.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $741090.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7387%  | 0.0000% | $11295000.00       | $80429.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4905%  | 0.0000% | $42818289.00       | $147654.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.6599%  | 0.0000% | $124450000.00      | $473452.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6876%  | 0.0000% | $35563000.00       | $253581.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5614%  | 0.0000% | $10000000.00       | $122680.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6351%  | 0.0000% | $27650000.00       | $221228.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5264%  | 0.0000% | $45071000.00       | $340842.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5868%  | 0.0000% | $67000000.00       | $721983.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.6329%  | 0.0000% | $61380000.00       | $241675.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $669450.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.5618%  | 0.0000% | $35000000.00       | $285320.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6507%  | 0.0000% | $70000000.00       | $792952.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $597025.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5408%  | 0.0000% | $18000000.00       | $170909.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5896%  | 0.0000% | $18080000.00       | $211685.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.4763%  | 0.0000% | $22343000.00       | $115247.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6459%  | 0.0000% | $3365000.00        | $32814.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9692%  | 0.0000% | $2898000.00        | $38280.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6237%  | 0.0000% | $160000000.00      | $884193.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1365%  | 0.0000% | $110300000.00      | $1590246.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.5909%  | 0.0000% | $194098741.00      | $807947.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8074%  | 0.0000% | $31250000.00       | $161058.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6738%  | 0.0000% | $153600000.00      | $552923.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4588%  | 0.0000% | $2566000.00        | $5475.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6539%  | 0.0000% | $13700000.00       | $91460.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7600%  | 0.0000% | $34581000.00       | $243162.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7384%  | 0.0000% | $15000000.00       | $68418.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3745%  | 0.0000% | $100000.00         | $2104.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2745%  | 0.0000% | $200000.00         | $3704.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $122383.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.3245%  | 0.0000% | $3145000.00        | $78764.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8160%  | 0.0000% | $1566000.00        | $10721.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.1207%  | 0.0000% | $14348938.00       | $98848.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.3245%  | 0.0000% | $530000.00         | $9106.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $88991.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $399377.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $996876.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-06-16      | 0.4135%  | 0.0000% | $39388000.00       | $266258.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5203%  | 0.0000% | $10270000.00       | $60890.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4125%  | 0.0000% | $839000.00         | $5102.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6213%  | 0.0000% | $42920000.00       | $415680.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6162%  | 0.0000% | $63505104.00       | $415964.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5858%  | 0.0000% | $20000000.00       | $361664.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6103%  | 0.0000% | $103637781.00      | $1251930.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.5913%  | 0.0000% | $90000000.00       | $893465.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.5998%  | 0.0000% | $92200000.00       | $1037809.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.4265%  | 0.0000% | $100000000.00      | $1069086.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $407869.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.4669%  | 0.0000% | $23503901.00       | $237305.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-03-20      | 2.6574%  | 0.0000% | $4928000.00        | $60787.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4610%  | 0.0000% | $55270998.00       | $189983.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.8307%  | 0.0000% | $18261779.00       | $346875.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8050%  | 0.0000% | $50590001.00       | $890517.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9602%  | 0.0000% | $43042938.00       | $198053.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.5612%  | 0.0000% | $26187556.00       | $622550.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7271%  | 0.0000% | $51548315.00       | $173815.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.8803%  | 0.0000% | $20136422.00       | $144161.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 2.4920%  | 0.0000% | $12805631.00       | $121334.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.5626%  | 0.0000% | $8990000.00        | $86378.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.1911%  | 0.0000% | $37253678.00       | $307130.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8239%  | 0.0000% | $48280052.00       | $336777.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.4953%  | 0.0000% | $6923000.00        | $74544.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6344%  | 0.0000% | $138465286.00      | $509381.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8259%  | 0.0000% | $100000000.00      | $683208.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7492%  | 0.0000% | $130000000.00      | $1537132.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.3548%  | 0.0000% | $31339944.00       | $530971.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $50654.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $126724.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1548%  | 0.0000% | $25000000.00       | $410577.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3848%  | 0.0000% | $71726826.00       | $767076.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4548%  | 0.0000% | $50000000.00       | $983401.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $188718.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $53388.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $156391.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $29095.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 6.0000%  | 0.0000% | $11573710.00       | $411981.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5548%  | 0.0000% | $50000000.00       | $1289591.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $675608.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $15733.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $102724.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $23167.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.1048%  | 0.0000% | $160000000.00      | $3766701.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $139575.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $2015.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $33356.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.4548%  | 0.0000% | $10000000.00       | $73516.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.5048%  | 0.0000% | $50000000.00       | $449350.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $85805.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9548%  | 0.0000% | $25050000.00       | $691862.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4327863.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $8331.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $35324.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $23685.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9218.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $1867308.00        | $326877.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.3048%  | 0.0000% | $54677680.00       | $1775756.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $13197.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20316.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 3.3514%  | 0.0000% | $300000.00         | $34875.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-15      | 4.5000%  | 0.0000% | $16899438.00       | $58866.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.8957%  | 0.0000% | $34114911.00       | $46785.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.5000%  | 0.0000% | $35038180.00       | $1999.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $19900000.00       | $1226.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $17193615.00       | $606.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-09-15      | 3.5000%  | 0.0000% | $13774292.00       | $90.93             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 4.0000%  | 0.0000% | $41266071.00       | $208.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $14590983.00       | $2051.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $279.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 3.5000%  | 0.0000% | $13542857.00       | $2076.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 4.0000%  | 0.0000% | $25304885.00       | $682.32            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $4650.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $811.64            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 2.5000%  | 0.0000% | $12000000.00       | $2437.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-15      | 2.5000%  | 0.0000% | $19400000.00       | $6070.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $11661473.00       | $37527.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 2.5000%  | 0.0000% | $3899999.00        | $1162.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 3.0000%  | 0.0000% | $16703515.00       | $6719.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.0000%  | 0.0000% | $14987288.00       | $4598.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.5000%  | 0.0000% | $11077125.00       | $2170.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 2.5000%  | 0.0000% | $8000000.00        | $3349.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-06-15      | 2.5000%  | 0.0000% | $6600000.00        | $2045.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $71.57             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $97746.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $91842.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $1.68              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 5.5000%  | 0.0000% | $7974587.00        | $69881.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $82318.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-15      | 3.5000%  | 0.0000% | $12471428.00       | $15815.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $5690.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | 3.5000%  | 0.0000% | $12514215.00       | $2885.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $561159.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.0000%  | 0.0000% | $13180042.00       | $980.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1722774.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $2640.68           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $367627.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.4025%  | 0.0000% | $32110000.00       | $49560.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 0.1957%  | 0.0000% | $87729140.00       | $435777.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 1.0368%  | 0.0000% | $45392838.00       | $1570285.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $19606.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3099%  | 0.0000% | $5172000.00        | $186023.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.9099%  | 0.0000% | $10000000.00       | $282837.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1099%  | 0.0000% | $35000000.00       | $1272222.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5599%  | 0.0000% | $10000000.00       | $233090.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $45225.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $314551.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3599%  | 0.0000% | $50000000.00       | $1418870.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $19549.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1099%  | 0.0000% | $3965000.00        | $149042.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $38021202.00       | $1527762.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.2099%  | 0.0000% | $90000000.00       | $1378533.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $97883.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $172451.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $64325.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $67296.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $162474.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5599%  | 0.0000% | $30000000.00       | $879794.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2099%  | 0.0000% | $19000000.00       | $766265.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.2099%  | 0.0000% | $35000000.00       | $423984.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $60568.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $16922.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3599%  | 0.0000% | $30000000.00       | $692139.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5099%  | 0.0000% | $15000000.00       | $573874.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4599%  | 0.0000% | $10000000.00       | $369498.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $84378.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $367559.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.1299%  | 0.0000% | $57604386.00       | $685046.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3599%  | 0.0000% | $28068921.00       | $1067363.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $52459.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3782.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.5599%  | 0.0000% | $25000000.00       | $181643.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.4099%  | 0.0000% | $15000000.00       | $361320.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17825.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $46639.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $91980.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.2099%  | 0.0000% | $24679500.00       | $916701.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $29400.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $68152.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $87719.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $41977.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $62976.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.9099%  | 0.0000% | $10000000.00       | $360910.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $181109.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $180050.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $72572.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.5599%  | 0.0000% | $655000.00         | $15192.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $72063.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5399%  | 0.0000% | $50000000.00       | $1664740.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-12-20      | 2.5328%  | 0.0000% | $64674849.00       | $1661946.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.8870%  | 0.0000% | $2970000.00        | $193843.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.9414%  | 0.0000% | $39760000.00       | $2920249.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.8995%  | 0.0000% | $60070000.00       | $4353318.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $815878.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $45187.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.9336%  | 0.0000% | $100000000.00      | $1269302.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.2489%  | 0.0000% | $4059992.00        | $189220.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3889%  | 0.0000% | $345000.00         | $1782.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.3337%  | 0.0000% | $25000000.00       | $50358.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.2020%  | 0.0000% | $163467055.00      | $528078.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.3640%  | 0.0000% | $10000000.00       | $194737.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.2755%  | 0.0000% | $100500000.00      | $3362826.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.8958%  | 0.0000% | $23972632.00       | $150179.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.8900%  | 0.0000% | $29300000.00       | $858238.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.9573%  | 0.0000% | $86641645.00       | $237519.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.7027%  | 0.0000% | $13400000.00       | $679287.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.5227%  | 0.0000% | $19000000.00       | $121769.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.7907%  | 0.0000% | $129352688.00      | $974654.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.1923%  | 0.0000% | $10000000.00       | $741489.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.5190%  | 0.0000% | $10617723.00       | $123769.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.2616%  | 0.0000% | $105056777.00      | $30326.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 2.0000%  | 0.0000% | $100000.00         | $65957.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $188776.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 1.3997%  | 0.0000% | $5600000.00        | $228464.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.0791%  | 0.0000% | $19404255.00       | $261707.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.5054%  | 0.0000% | $10000000.00       | $363868.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.5201%  | 0.0000% | $28871368.00       | $203753.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11065.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6677%  | 0.0000% | $55100000.00       | $95636.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $169036.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.4548%  | 0.0000% | $44000000.00       | $1050031.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.9441%  | 0.0000% | $4075000.00        | $147941.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.9700%  | 0.0000% | $12500000.00       | $274006.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1509293.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $50254.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $484127.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.1258%  | 0.0000% | $130547117.00      | $389514.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | 0.0048%  | 0.0000% | $48224639.00       | $913910.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $51364.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $293144.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2590%  | 0.0000% | $156262.00         | $11563.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $15483.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $23530.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $572183.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $125732.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $20975.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5942%  | 0.0000% | $37399231.00       | $556669.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11296.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $261880.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $156930.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.1048%  | 0.0000% | $150000.00         | $12203.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $298671.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $901.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1100256.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $95228.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $7413.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.5048%  | 0.0000% | $15000000.00       | $220549.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $170658.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $5778.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | N/A      | 0.0000% | $19104644.00       | $7279575.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.6048%  | 0.0000% | $100000000.00      | $3464223.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $183793.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.4213%  | 0.0000% | $4152591.00        | $2380342.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0603%  | 0.0000% | $19252093.00       | $20194.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.6021%  | 0.0000% | $39412051.00       | $1059975.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2548%  | 0.0000% | $1841091.00        | $52299.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2548%  | 0.0000% | $2504910.00        | $85773.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2548%  | 0.0000% | $68397376.00       | $2138201.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4548%  | 0.0000% | $26901946.00       | $1256405.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $218896.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.0048%  | 0.0000% | $50000000.00       | $2068531.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.6048%  | 0.0000% | $20000000.00       | $367919.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $703459.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7548%  | 0.0000% | $54747000.00       | $1509243.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $79407.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.3048%  | 0.0000% | $47618946.00       | $800447.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $50455.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.2548%  | 0.0000% | $90200000.00       | $2766026.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $6051.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4548%  | 0.0000% | $55500000.00       | $1033002.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7548%  | 0.0000% | $104766702.00      | $2196277.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $53261.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $19606.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $30014.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.3848%  | 0.0000% | $50000000.00       | $1948836.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $2858.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $5318.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $11023.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $87637.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $60317.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.8048%  | 0.0000% | $35000000.00       | $1645551.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $84143.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2548%  | 0.0000% | $177633466.00      | $5647220.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $19887.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $26635.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $13507.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $87886.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8599%  | 0.0000% | $10000000.00       | $83960.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $29220.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $22786.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $68884.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $245752.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $497260.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.4599%  | 0.0000% | $15000000.00       | $987955.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8599%  | 0.0000% | $80000000.00       | $1811150.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $460591.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5599%  | 0.0000% | $34138395.00       | $599427.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $906157.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $501918.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7599%  | 0.0000% | $80000000.00       | $767271.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $194918.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $143237.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $43012.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $762158.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $296727.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $18863.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $155553.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $527788.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $951176.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $328910.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $46987.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $93340.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $506812.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $24044.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $47220.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $725921.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $205630.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $122636.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $62997.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $121145.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2745%  | 0.0000% | $48182959.00       | $1397314.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5599%  | 0.0000% | $20800000.00       | $1506565.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3099%  | 0.0000% | $47438278.00       | $1632322.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0599%  | 0.0000% | $42314319.00       | $1182551.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.0745%  | 0.0000% | $45000000.00       | $149837.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.3245%  | 0.0000% | $1698000.00        | $41890.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $17645.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3245%  | 0.0000% | $18715770.00       | $447982.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $265599.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $143880.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2245%  | 0.0000% | $1704000.00        | $94822.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.3668%  | 0.0000% | $2521085.00        | $6260.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1030832.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1298516.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $100359.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1745%  | 0.0000% | $75000000.00       | $243740.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21535.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $183546.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $154484.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.4245%  | 0.0000% | $5500000.00        | $97796.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.4535%  | 0.0000% | $58785697.00       | $816378.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1123739.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $14654.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $58242.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $37223.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7900000.00        | $106876.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $845000.00         | $67112.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $900000.00         | $58421.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $15610.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $405907.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $144166.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5245%  | 0.0000% | $100000.00         | $7863.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $205475.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $389636.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $2583.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $12616.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $101812.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $140390.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7091.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $27324.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $2221.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $52650000.00       | $810435.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $3406000.00        | $50933.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0269%  | 0.0000% | $15866343.00       | $492726.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $90611.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $474982.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $536381.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $51696.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $958.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $16863.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8358%  | 0.0000% | $4283780.00        | $132001.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6721%  | 0.0000% | $6994179.00        | $65270.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $84168.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $3672.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.1599%  | 0.0000% | $47979314.00       | $690136.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $2250000.00        | $31115.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $102679.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $42021.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $13664.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5245%  | 0.0000% | $1768000.00        | $143439.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $46382.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $44945.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $136687.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $100009.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $88008.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.9099%  | 0.0000% | $50000000.00       | $479261.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $258876.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $23963.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $15782.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $7905.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $12808.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $25962.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $993462.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6099%  | 0.0000% | $64166296.00       | $1374626.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $128609.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $33244.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $393565.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1586305.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2099%  | 0.0000% | $80000000.00       | $2315801.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $261527.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $74276.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $239239.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $213849.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $20338.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3599%  | 0.0000% | $60000000.00       | $1378379.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $30172.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $48477.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $7772.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6599%  | 0.0000% | $30000000.00       | $958212.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5599%  | 0.0000% | $50000000.00       | $1461049.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7599%  | 0.0000% | $30000000.00       | $1010501.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $74938.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.2599%  | 0.0000% | $50000000.00       | $1314049.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.3099%  | 0.0000% | $100000000.00      | $1903993.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.5099%  | 0.0000% | $40000000.00       | $268918.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $172819.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $24531.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8399%  | 0.0000% | $40000000.00       | $602608.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $28146.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $65997.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $184615.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $578498.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.6599%  | 0.0000% | $50562255.00       | $1329796.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $611215.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $611215.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.6099%  | 0.0000% | $360000000.00      | $2310414.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $445296.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $21369.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1587500.00        | $121038.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.1599%  | 0.0000% | $75000000.00       | $1799720.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1691193.00        | $249667.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $38741.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $4096.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8099%  | 0.0000% | $100000000.00      | $762648.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $97740.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $14488.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $84514.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $169029.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $56485.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $57444.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $45030.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7599%  | 0.0000% | $100951220.00      | $885800.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5099%  | 0.0000% | $55000000.00       | $1965131.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $208333.00         | $15460.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $2318042.00        | $306517.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.3599%  | 0.0000% | $120000000.00      | $1350045.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.5599%  | 0.0000% | $16200000.00       | $1589092.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $249241.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $217546.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $107899.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6356%  | 0.0000% | $132320000.00      | $302882.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1081%  | 0.0000% | $176495000.00      | $55993.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $21.20             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $225456174.00      | $297.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1591%  | 0.0000% | $7233000.00        | $9892.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6034%  | 0.0000% | $41095000.00       | $82706.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1917%  | 0.0000% | $90888774.00       | $41987.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.03             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1486%  | 0.0000% | $45683000.00       | $25005.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.01             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9083%  | 0.0000% | $35100000.00       | $2953.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.0989%  | 0.0000% | $17467174.00       | $5339.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.4206%  | 0.0000% | $8648000.00        | $7389.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $4.41              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0717%  | 0.0000% | $182710000.00      | $7448.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.5774%  | 0.0000% | $32233402.00       | $22897.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.2745%  | 0.0000% | $22927823.00       | $243095.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 2.2711%  | 0.0000% | $23542857.00       | $211519.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.7245%  | 0.0000% | $5224358.00        | $41559.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-20      | 3.5000%  | 0.0000% | $11074030.00       | $830.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.4901%  | 0.0000% | $10000.00          | $9988.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.5099%  | 0.0000% | $50010000.00       | $2190462.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $987000.00         | $203799.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $158265.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3599%  | 0.0000% | $18781751.00       | $815222.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $25950.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $61849.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $28814.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $19424.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.5901%  | 0.0000% | $6000.00           | $6115.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $796383.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $869757.00         | $103524.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $538678.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7474538.00        | $1278142.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $333506.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1132803.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6218317.00        | $968618.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8099%  | 0.0000% | $30000000.00       | $1480587.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $542387.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $72815.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5099%  | 0.0000% | $100000000.00      | $1424316.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8599%  | 0.0000% | $25960000.00       | $860538.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2272727.00        | $335792.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0500%  | 0.0000% | $33360446.00       | $45899.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0200%  | 0.0000% | $20000000.00       | $11014.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.9031%  | 0.0000% | $8369515.00        | $168722.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 0.0500%  | 0.0000% | $100000000.00      | $150597.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5599%  | 0.0000% | $5000000.00        | $108816.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1277000.00        | $269965.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3524522.00        | $648051.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1500%  | 0.0000% | $47642451.00       | $128109.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $46487681.00       | $42413.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2761428.00        | $449764.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2000%  | 0.0000% | $35965002.00       | $165207.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0300%  | 0.0000% | $15000000.00       | $9916.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2300%  | 0.0000% | $30000000.00       | $154825.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 0.6599%  | 0.0000% | $30000000.00       | $533402.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.3599%  | 0.0000% | $25000000.00       | $589438.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $900573.00         | $870956.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $25086.00          | $18846.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $582727.00         | $127437.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $181818.00         | $24661.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $332000.00         | $240406.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6599%  | 0.0000% | $30000000.00       | $449677.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $130000000.00      | $157090.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $80000000.00       | $56651.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $70000000.00       | $82687.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5907500.00        | $1030570.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $5058.00           | $3941.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1250%  | 0.0000% | $253958.00         | $1015.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $35848.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $277953.00         | $280628.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $30000000.00       | $41258.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $68763.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $682727.00         | $211955.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $53897.00          | $34659.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $834625.00         | $159615.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0200%  | 0.0000% | $20000000.00       | $15399.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0500%  | 0.0000% | $30000000.00       | $57777.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0300%  | 0.0000% | $40000000.00       | $46237.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | N/A      | 0.0000% | $20000000.00       | $24774.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $2928872.00        | $2327309.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6599%  | 0.0000% | $110000000.00      | $1309249.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $51000.00          | $47248.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6299%  | 0.0000% | $50000000.00       | $586638.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $954000.00         | $724108.61         | Agency Collateralized Mortgage Obligation |

### Security 265: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: ARP1HBUO4, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1HBUO4_3.71_0507
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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? 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.         | 2031-03-25      | 4.0000%  | 0.0000% | $25000000.00       | $23611868.65       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-04-25      | 4.0000%  | 0.0000% | $20000000.00       | $19102335.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-04-25      | 4.0000%  | 0.0000% | $5000000.00        | $4919457.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-25      | 4.1500%  | 0.0000% | $16000000.00       | $16080432.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 0.6520%  | 0.0000% | $30000000.00       | $352914.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.3520%  | 0.0000% | $103067204.00      | $498696.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.3520%  | 0.0000% | $60000000.00       | $290313.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-11-25      | 4.0000%  | 0.0000% | $108140967.00      | $109290962.13      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-05-15      | 4.5000%  | 0.0000% | $14438775.00       | $14518058.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 6.5000%  | 0.0000% | $19025521.00       | $19041694.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $33187240.00       | $5223797.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $100000000.00      | $10716543.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 3.5000%  | 0.0000% | $43010440.00       | $7073170.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $74770754.00       | $14059223.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $121122886.00      | $13622586.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $4384788.00        | $4097945.40        | Agency Collateralized Mortgage Obligation |

### Security 266: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBXG8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1HBXG8_3.62_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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  | 2045-02-15      | 4.7500%  | 0.0000% | $71522000.00       | $70409471.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $924390400.00      | $931296922.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $166000.00         | $169842.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $21448418.44       | $18226329.78       | U.S. Treasuries (including strips) |

### Security 267: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 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: ARP1HBXK9, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1HBXK9_3.70_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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.      | 2034-07-01      | 5.5000%  | 0.0000% | $425003.00         | $4510.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.0000%  | 0.0000% | $500000.00         | $17005.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 3.5000%  | 0.0000% | $125000.00         | $22142.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-12-01      | 6.5000%  | 0.0000% | $2200000.00        | $14045.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 5.5000%  | 0.0000% | $12603296.00       | $156809.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 6.5000%  | 0.0000% | $688127.00         | $275.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $500000.00         | $75282.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $205661.00         | $30375.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $109979.00         | $1.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 2.5000%  | 0.0000% | $41952.00          | $1787.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $226000.00         | $38687.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-02-01      | 3.5000%  | 0.0000% | $250000.00         | $57059.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 5.5000%  | 0.0000% | $36000.00          | $18841.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2889.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4212.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $210000.00         | $154504.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $260000.00         | $184891.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $27877.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $330000.00         | $261758.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $6657360.00        | $4488820.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $400000.00         | $266043.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $443500.00         | $372130.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $524000.00         | $264155.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1974000.00        | $1451376.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $953000.00         | $737167.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $340000.00         | $245884.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.5000%  | 0.0000% | $1529742.00        | $1087959.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $30000.00          | $6478.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $12006490.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6030082.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $146000.00         | $101139.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1857226.00        | $1434994.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $881505.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $147296.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.0000%  | 0.0000% | $2215000.00        | $1088133.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $277275.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $392611.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $855717.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5303081.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7467714.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3703644.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.6048%  | 0.0000% | $67500000.00       | $2428324.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-06-25      | 1.7748%  | 0.0000% | $105253504.00      | $2267591.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.3548%  | 0.0000% | $50000000.00       | $1199790.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 2.2548%  | 0.0000% | $104121088.00      | $3967791.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 3.4548%  | 0.0000% | $100000000.00      | $5820622.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4548%  | 0.0000% | $116505472.00      | $4557702.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 2.1548%  | 0.0000% | $102500000.00      | $5631069.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-02-25      | 1.8548%  | 0.0000% | $44029500.00       | $2502349.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-01-25      | 6.0000%  | 0.0000% | $17302500.00       | $3225586.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 1.4548%  | 0.0000% | $22055120.00       | $1474357.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 1.4548%  | 0.0000% | $113794944.00      | $4311376.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.3548%  | 0.0000% | $500000000.00      | $15134001.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $186125.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $305646.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $396135.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2380668.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.1602%  | 0.0000% | $69353470.00       | $56336.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $347848.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $7772888.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8108638.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4244235.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7060856.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1268481.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $4921600.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.5548%  | 0.0000% | $55660000.00       | $1809072.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.9548%  | 0.0000% | $76948000.00       | $1699853.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $6995000.00        | $1844687.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $3756812.00        | $3718312.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $2997.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $450259.00         | $412365.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1632480.00        | $1602580.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $2000000.00        | $753753.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2400000.00        | $1659995.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $703527.00         | $516777.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $220000.00         | $1688.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $10000.00          | $33.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-05-01      | 5.5000%  | 0.0000% | $2998.00           | $22.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $470000.00         | $59382.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $6078648.00        | $984188.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $484237.00         | $23612.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $517228.00         | $6412.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $300000.00         | $19708.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4911752.00        | $4421451.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $22000.00          | $21401.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 3.0000%  | 0.0000% | $24213760.00       | $20265165.01       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $55210112.00       | $55217608.30       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 2.0048%  | 0.0000% | $100000000.00      | $2373412.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.5000%  | 0.0000% | $460000.00         | $460316.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $12560080.00       | $12120502.32       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1400230.00        | $1379475.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $20684511.00       | $21186079.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.5348%  | 0.0000% | $48317696.00       | $1754990.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2422883.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 2.2548%  | 0.0000% | $44342208.00       | $1472994.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 2.0048%  | 0.0000% | $35000000.00       | $801099.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.1048%  | 0.0000% | $100000000.00      | $3156746.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.5548%  | 0.0000% | $43876352.00       | $1866261.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.8048%  | 0.0000% | $50557440.00       | $885811.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 3.3548%  | 0.0000% | $44895424.00       | $3240546.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.7548%  | 0.0000% | $50000000.00       | $3624993.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 5.5000%  | 0.0000% | $9090896.00        | $1601236.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 6.0000%  | 0.0000% | $17510240.00       | $3201785.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.6048%  | 0.0000% | $59125376.00       | $2183846.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 1.3548%  | 0.0000% | $74606208.00       | $1918771.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.3548%  | 0.0000% | $150000000.00      | $3626573.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.3048%  | 0.0000% | $200000000.00      | $5040738.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2029-03-01      | 4.5000%  | 0.0000% | $131063.00         | $32.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2027-05-01      | 2.8300%  | 0.0000% | $2000000.00        | $1522552.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $650000.00         | $94756.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1975370.00        | $1652321.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $117500.00         | $11209.14          | Agency Mortgage-Backed Securities         |

### Security 268: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets 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: ARP1HBXL7, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1HBXL7_3.70_0501
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $37042.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 4.0000%  | 0.0000% | $57878885.00       | $1978199.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128899.00        | $270739.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $2385000.00        | $183781.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $307569.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 5.0000%  | 0.0000% | $35469282.00       | $2279579.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1129969.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $100708.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $193923.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1235149.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $842708.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473350.00       | $3876506.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $353576.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $126729.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $632874.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079215.00       | $20186.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960120.00        | $6645.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306146.00        | $458126.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $677106.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.7048%  | 0.0000% | $10000000.00       | $479793.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692308.00        | $3494187.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931725.00        | $582004.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $16275.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2548%  | 0.0000% | $14251053.00       | $572055.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $49530.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $19071.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $312263.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095666.00       | $2513633.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $55431.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $69657.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065917.00        | $27217.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $129875.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $130504.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 3.5548%  | 0.0000% | $23859314.00       | $1255631.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309916.00      | $250567.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021981.00        | $1121123.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $27240.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.2048%  | 0.0000% | $163403743.00      | $10772129.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $208884.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $30479.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1848%  | 0.0000% | $50000000.00       | $3701150.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $209181.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $69616.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.0000%  | 0.0000% | $19219598.00       | $15197979.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $50661583.00       | $29083.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $1943012.00        | $2332.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $3078080.00        | $4509.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $6337576.00        | $12657.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $6300000.00        | $29847.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-01-01      | 5.0000%  | 0.0000% | $20484972.00       | $70042.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $15345760.00       | $22379.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-01      | 5.5000%  | 0.0000% | $5347031.00        | $8125.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $16300000.00       | $1036.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $25400000.00       | $220143.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $709999.00         | $7097.69           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $16100000.00       | $86203.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 2.0048%  | 0.0000% | $105536162.00      | $9018357.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.5000%  | 0.0000% | $237272.00         | $41975.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $120356199.00      | $137231.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.9048%  | 0.0000% | $123356199.00      | $5351440.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-10      | 4.0700%  | 0.0000% | $2879000.00        | $2875562.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $1700.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $35753285.00       | $492549.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 4.5000%  | 0.0000% | $46030252.00       | $430324.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3010668.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $98239.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $93065.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $57753.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | 3.6900%  | 0.0000% | $11830000.00       | $11699248.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $13707.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $173465.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528571.00       | $814800.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $49717.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $6000000.00        | $511172.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.5000%  | 0.0000% | $32253824.00       | $2966555.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $230956.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.9461%  | 0.0000% | $8000000.00        | $528745.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $144598.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1104112.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $83626.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $420509.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $176749.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166666.00        | $208919.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.5000%  | 0.0000% | $17179998.00       | $1815024.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $48612.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $16525.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461538.00       | $12099.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $2753164.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104777.00        | $270229.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $41920.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970864.00       | $7818.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.5695%  | 0.0000% | $12850000.00       | $357803.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721241.00        | $374185.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600839.00        | $507089.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418908.00        | $586707.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769339.00        | $341116.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290141.00        | $387271.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.4248%  | 0.0000% | $16611016.00       | $1262056.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.4748%  | 0.0000% | $33941696.00       | $783424.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $3723524.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28861024.00       | $17683.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 5.0000%  | 0.0000% | $2713050.00        | $304236.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 6.0000%  | 0.0000% | $1456026.00        | $298132.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 5.5000%  | 0.0000% | $2220909.00        | $274374.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 5.5000%  | 0.0000% | $1636364.00        | $353722.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.4048%  | 0.0000% | $17472310.00       | $1334507.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-26      | 4.2122%  | 0.0000% | $2513856.00        | $2510789.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.6048%  | 0.0000% | $70488666.00       | $6482667.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 5.0000%  | 0.0000% | $1615000.00        | $200902.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-03-25      | 4.2122%  | 0.0000% | $48087762.00       | $48063143.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $8748775.00        | $1781736.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-25      | 0.6000%  | 0.0000% | $100000000.00      | $1755733.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-25      | 1.9500%  | 0.0000% | $135439869.00      | $13561029.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1076.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26000000.00       | $147630.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 4.4043%  | 0.0000% | $55000000.00       | $2130900.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $450000.00         | $45063.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $2400000.00        | $348632.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $8261662.00        | $289697.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $5248360.00        | $151307.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $310000.00         | $32529.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4621%  | 0.0000% | $6215317.00        | $12761.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482798.00       | $406529.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $18852.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $43049.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.4211%  | 0.0000% | $13956638.00       | $501194.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $16600000.00       | $189158.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203875.00       | $365703.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $369881.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $187001.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $176341.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $13783.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2745%  | 0.0000% | $7000000.00        | $188911.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3245%  | 0.0000% | $559956.00         | $15745.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $528519.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $41806.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $291422.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.1786%  | 0.0000% | $399677.00         | $8094.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $6734002.00        | $7983827.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 2.0000%  | 0.0000% | $13041584.00       | $6904216.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427596.00      | $5026427.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1843%  | 0.0000% | $331784495.00      | $6598013.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7469%  | 0.0000% | $70664168.00       | $4392625.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276778.00        | $192251.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $49514.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287445.00        | $243290.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9276%  | 0.0000% | $50000000.00       | $3448165.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1263%  | 0.0000% | $39996000.00       | $3396194.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7512%  | 0.0000% | $55369397.00       | $3941357.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4489%  | 0.0000% | $13922776.00       | $725152.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8559%  | 0.0000% | $121737869.00      | $8118599.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5846%  | 0.0000% | $25000000.00       | $1423811.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8961%  | 0.0000% | $44000000.00       | $3163164.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8964%  | 0.0000% | $105932033.00      | $7217881.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796418.00      | $7910223.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526759.00      | $8543724.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 4.5000%  | 0.0000% | $5582490.00        | $5377537.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $4502346.00        | $770626.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $19214839.00       | $19064700.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $56070.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8899%  | 0.0000% | $125000000.00      | $8599481.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4533226.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $35188.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9299%  | 0.0000% | $77860142.00       | $5717632.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2099%  | 0.0000% | $3436425.00        | $222096.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166667.00        | $963163.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666667.00        | $209855.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291667.00        | $168267.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3745%  | 0.0000% | $28926251.00       | $554120.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-16      | 0.4552%  | 0.0000% | $77100891.00       | $4257430.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.3245%  | 0.0000% | $48975995.00       | $178273.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955034.00        | $596823.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $20000000.00       | $13015.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $210764.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $148757.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3299%  | 0.0000% | $100069065.00      | $8298254.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $581220.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $3126000.00        | $139027.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120242.00       | $1227179.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3245%  | 0.0000% | $22737676.00       | $653612.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $80872.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627999.00       | $4691702.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1332626.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $65002.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $170903.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401214.00       | $4923062.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354785.00       | $1976442.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $456742.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4245%  | 0.0000% | $3728000.00        | $192844.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $96372.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $2315000.00        | $178601.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254855.00       | $769057.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17022010.00       | $9508.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709796.00       | $3423768.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1160558.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $61556.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $42736.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071866.00       | $9831.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $123927.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456395.00        | $1158362.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $4293.10           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 3.0048%  | 0.0000% | $40000000.00       | $2894529.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.9048%  | 0.0000% | $15000000.00       | $490091.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $134209.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $134064.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-06-25      | 6.0000%  | 0.0000% | $10623920.00       | $155356.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728069.00        | $611399.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $211154.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.0000%  | 0.0000% | $2389583.00        | $419399.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $35000000.00       | $18250.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903886.00      | $409002.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793749.00        | $1061250.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435954.00        | $430436.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333333.00        | $259584.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $188935.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4548%  | 0.0000% | $40000000.00       | $5521354.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $909091.00         | $144051.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.3548%  | 0.0000% | $200000000.00      | $17898218.05       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.5048%  | 0.0000% | $62887090.00       | $8327739.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7548%  | 0.0000% | $9000000.00        | $447169.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $302919.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $243243.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 4.2120%  | 0.0000% | $41093732.00       | $41200000.39       | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-09-02      | 2.2000%  | 0.0000% | $10096000.00       | $8090979.27        | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-06-27      | 5.4800%  | 0.0000% | $7000000.00        | $7008381.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-05-25      | 4.1500%  | 0.0000% | $30458908.00       | $30415079.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $10000.00          | $8181.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-01-15      | N/A      | 0.0000% | $36000.00          | $29654.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $39000.00          | $33020.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $20647.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $3344000.00        | $20458.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $7560322.00        | $8850256.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $3256168.00        | $24734.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2675078.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117042.00        | $199491.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416077.00        | $157662.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $1378664.00        | $1636484.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.3904%  | 0.0000% | $39365292.00       | $1006090.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $12721.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.4404%  | 0.0000% | $55745335.00       | $358827.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.4099%  | 0.0000% | $64600000.00       | $4075917.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.6401%  | 0.0000% | $31247200.00       | $26874345.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $230801.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $6745.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $28571428.00       | $2389100.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480567.00       | $895696.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $3478000.00        | $250455.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319632.00       | $3062724.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1145000.00        | $94503.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $36995.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275231.00        | $13175.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318002.00        | $352636.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1705000.00        | $171276.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $61741.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9231.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $110953.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5500000.00        | $544685.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1747000.00        | $166186.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0263%  | 0.0000% | $147202121.00      | $7511537.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $192385.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $142024.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788808.00       | $1648191.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1355000.00        | $146637.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1450000.00        | $125375.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $821262.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098536.00       | $7694288.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $24727096.00       | $2860365.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0000%  | 0.0000% | $45000000.00       | $1652256.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5599%  | 0.0000% | $3425000.00        | $129802.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $1602800.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $953333.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $3774.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.5099%  | 0.0000% | $13196839.00       | $679758.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874641.00       | $19312.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $15461428.00       | $2117715.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782810.00       | $2743161.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $43714.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846015.00        | $3402127.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $253649.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $43199.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $4353.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545455.00        | $3086775.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727273.00        | $1826400.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $22604.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8599%  | 0.0000% | $95918029.00       | $5801483.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $22626.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248328.00       | $6472508.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $196877.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.9599%  | 0.0000% | $83797315.00       | $6726130.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.3099%  | 0.0000% | $13333333.00       | $966131.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1925285.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5599%  | 0.0000% | $45000000.00       | $4596594.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.9099%  | 0.0000% | $156232885.00      | $9009949.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232885.00      | $5956087.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232885.00       | $175421.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8299%  | 0.0000% | $50000000.00       | $3139962.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $73194.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998555.00       | $35917.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3232203.00        | $702908.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11054818.00       | $2537371.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4618318.00        | $983756.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0299%  | 0.0000% | $100000000.00      | $6106117.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6099%  | 0.0000% | $58253811.00       | $7056064.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6099%  | 0.0000% | $54336699.00       | $5351061.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6299%  | 0.0000% | $75000000.00       | $8398832.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0099%  | 0.0000% | $37500000.00       | $3293700.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7500%  | 0.0000% | $9335760.00        | $9155527.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.6099%  | 0.0000% | $30990297.00       | $4328231.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1599%  | 0.0000% | $32307131.00       | $3245971.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $71085.00          | $61088.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1599%  | 0.0000% | $49200000.00       | $6912758.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $20712128.00       | $20369838.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $20143424.00       | $19561271.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $6352216.00        | $6229425.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0099%  | 0.0000% | $175000000.00      | $8849538.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0099%  | 0.0000% | $57631296.00       | $3525470.09        | Agency Collateralized Mortgage Obligation |
| Tenn Valley Authority                    | 2038-01-15      | 6.1500%  | 0.0000% | $302000.00         | $349196.71         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2036-04-01      | 5.8800%  | 0.0000% | $1060000.00        | $1175446.37        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2056-04-01      | 5.3750%  | 0.0000% | $5611000.00        | $5602599.55        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2048-01-15      | 4.8750%  | 0.0000% | $13988000.00       | $13485771.36       | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2039-09-15      | 5.2500%  | 0.0000% | $455000.00         | $475834.22         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $134000.00         | $118180.26         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2042-12-15      | 3.5000%  | 0.0000% | $1980000.00        | $1659327.12        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2065-09-15      | 4.2500%  | 0.0000% | $611000.00         | $497015.20         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2052-09-15      | 4.2500%  | 0.0000% | $1124000.00        | $944942.87         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $240000.00         | $251248.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $11520.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142858.00        | $751122.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19141325.00       | $10969.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081139.00        | $2664742.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $37000000.00       | $18263.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $13763.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.4099%  | 0.0000% | $26698407.00       | $1913491.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $50898.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $18318.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269547.00        | $177584.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $30318.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $30318.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $6482178.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $117930.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275764.00       | $27896.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17666.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $31902.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583333.00       | $4859864.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $11687258.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $136317.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295969.00        | $286575.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $19015.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457277.00        | $794265.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $56845.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6599%  | 0.0000% | $2000000.00        | $257682.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282378.00      | $9729183.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 4.5000%  | 0.0000% | $12506192.00       | $12219733.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 5.0000%  | 0.0000% | $3000.00           | $2838.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 0.9302%  | 0.0000% | $130052229.00      | $10157481.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4276%  | 0.0000% | $9577456.00        | $7281085.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $48579.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $22376.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $21948.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0099%  | 0.0000% | $50000000.00       | $3071855.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966842.00       | $14786.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413716.00       | $21769.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812492.00       | $24398.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971593.00       | $15543.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3899%  | 0.0000% | $13046511.00       | $726382.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096345.00       | $44088.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084592.00       | $9884.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $25000000.00       | $9468.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5500000.00        | $2051.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703045.00       | $99252.77          | Agency Collateralized Mortgage Obligation |

### Security 269: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.650000%
- **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: ARP1HBXM5, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1HBXM5_3.65_0501
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $986.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $1000.00           | $66.37             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-15      | 3.5000%  | 0.0000% | $1008.00           | $43.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1335.00           | $1267.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $1024.00           | $53.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $2044.00           | $176.81            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-06      | N/A      | 0.0000% | $8906000.00        | $8818899.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $49999800.00       | $49088303.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-05-15      | N/A      | 0.0000% | $3700.00           | $1133.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $24999400.00       | $26281146.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $1100.00           | $1069.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2056-02-15      | 2.3750%  | 0.0000% | $100.00            | $94.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1001.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $187085000.00      | $190071822.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $991.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-01-31      | 4.0000%  | 0.0000% | $49911000.00       | $49741015.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-15      | 3.5000%  | 0.0000% | $293600.00         | $291305.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-04-30      | 4.1250%  | 0.0000% | $1000.00           | $992.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-08-15      | N/A      | 0.0000% | $4176640.29        | $4131031.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $1.55              | $0.72              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-02-15      | N/A      | 0.0000% | $271874.51         | $108198.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $81512.01          | $27525.79          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2031-11-01      | 2.5000%  | 0.0000% | $1791.00           | $198.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.0000%  | 0.0000% | $1000.00           | $13.18             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1859.00           | $264.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1536.00           | $1322.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1047.00           | $271.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $620.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $3100510.00        | $2325789.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $421.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $3064.00           | $2033.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 3.4300%  | 0.0000% | $1000.00           | $988.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.5000%  | 0.0000% | $1062.00           | $1151.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1062.00           | $265.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $450000000.00      | $63605683.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $730.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 7.5000%  | 0.0000% | $1000.00           | $684.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $287.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $48257999.00       | $9274662.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $589.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1056.00           | $656.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $719.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $903.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $915.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1043.00           | $1069.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $868.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 4.0000%  | 0.0000% | $1000.00           | $976.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1172.00           | $1169.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $423.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $913.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1010.00           | $90.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $72.27             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $93.48             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $316992.00         | $229834.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $855.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $165248.00         | $163222.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1959.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $985.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $2573165.00        | $2452282.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $793.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $11357471.00       | $1442532.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $116.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $4972793.00        | $658029.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1081.00           | $509.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $2000.00           | $861.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1040.00           | $169.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2048.00           | $1040.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $706.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $2024.00           | $1416.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1142.00           | $744.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2024.00           | $1322.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $1024.00           | $730.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $1000.00           | $492.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $823.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $822.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $537.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $856.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $828.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $381.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $503.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $1019.00           | $883.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2032.00           | $2137.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1008.00           | $898.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $566.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $878.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $738.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $1280.00           | $1137.45           | Agency Mortgage-Backed Securities  |

### Security 270: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 3.650000%
- **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: ARP1HBXN3, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1HBXN3_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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    | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1665772.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9550358.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $25663881.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $18493428.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $8882694.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $32635207.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $789779.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4195706.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $11837845.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $26808533.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $27578352.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $24035400.00       | $14242686.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10379670.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $17913860.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27280672.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30202698.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12280407.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4728050.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $11853338.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $48032000.00       | $32227966.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $45503000.00       | $26062877.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $39744000.00       | $23970932.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $72841000.00       | $45308223.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $21335709.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $26025550.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $50000000.00       | $24418076.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $7749303.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $52008600.00       | $11965614.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $990689.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $738.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7262512.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $25230235.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3378494.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $302782400.00      | $10802812.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5014267.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $35802669.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4141128.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $21418940.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $29480870.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $18970321.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $14669000.00       | $12955646.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $8590000.00        | $7112456.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $13679508.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $19569000.00       | $15993911.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $7458000.00        | $6714786.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $15687587.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $53513000.00       | $42630737.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $63850000.00       | $37547929.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6541490.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-02      | 3.5000%  | 0.0000% | $87517800.00       | $8839198.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $69970000.00       | $41509731.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $79996700.00       | $41927026.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $39637000.00       | $28384792.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $14232000.00       | $10096720.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $27579379.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $29794300.00       | $16271880.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $15269300.00       | $8188521.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $18924000.00       | $9797873.74        | Agency Collateralized Mortgage Obligation |

### Security 271: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.650000%
- **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: ARP1HBXO1, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1HBXO1_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2047-08-15      | 2.7500%  | 0.0000% | $722286000.00      | $510000039.07      | U.S. Treasuries (including strips) |

### Security 272: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.650000%
- **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: ARP1HBXQ6, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1HBXQ6_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $934998.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $8496323.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 6.0000%  | 0.0000% | $12000000.00       | $4810087.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $2493885.00        | $2565132.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1219413.00        | $1254181.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $145789.00         | $150033.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4240215.00        | $4360471.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $11557199.00       | $11861844.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $378350.00         | $390548.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $910679.00         | $941815.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4797160.00        | $4934575.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $179077.00         | $184194.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $886187.00         | $911082.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $4546801.00        | $4668041.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1317209.00        | $1352221.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1421140.00        | $1461886.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-05-20      | 2.5000%  | 0.0000% | $8000000.00        | $4694045.86        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $257079000.00      | $281799344.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $77756400.00       | $84614691.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $85271300.00       | $90138509.32       | 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. 3.650000%
- **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: ARP1HBXR4, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1HBXR4_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2052-10-01      | 5.0000%  | 0.0000% | $213506927.00      | $157886816.21      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $203711575.00      | $159634915.86      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $201970408.00      | $164856234.82      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $494333370.00      | $157193849.57      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $20724886.00       | $16015855.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $77014788.00       | $72802453.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $179278223.00      | $158059432.82      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $30516303.00       | $30108191.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $250000000.00      | $50826466.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $241271909.00      | $52615783.43       | Agency Mortgage-Backed Securities |

### Security 274: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.650000%
- **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: ARP1HBXS2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HBXS2_3.65_0501
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $2535775.00        | $1188161.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $52743.00          | $32590.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $3900160.00        | $2383155.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $184383.00         | $135296.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $9777869.00        | $18528.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12170.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $5897.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $262274.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $217579.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $742067.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $7593.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $126257.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $132581.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $225101.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $7693432.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $249517.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $84673.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $23526.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5174184.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $362326.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $90897.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $5595.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.0000%  | 0.0000% | $38516224.00       | $2713429.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $58196.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $46341.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $219633.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $11454.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $27468.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $29657.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $52808.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $43845.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $150717.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $13883.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2007472.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3439498.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $15620.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1300377.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $347794.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $86370.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $86735.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $42895.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $71008.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $23466.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $602609.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1244380.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $24074176.00       | $16341944.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $29381.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $573762.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $6443.00           | $178.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $598887.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $422703.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4252166.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $11562875.00       | $10719852.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $135188.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $127452.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $49047.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1187710.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $6822.00           | $1410.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $66145.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $1734053.00        | $1083144.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $358196.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $141108.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $18545455.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $27502623.00       | $25473105.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-15      | 4.5000%  | 0.0000% | $3399694.00        | $43147.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $36411.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $43876.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $135451.00         | $9174.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $998852.00         | $54664.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $954996.00         | $90505.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $595687.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $14058798.00       | $1280774.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1360.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4285.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $2900000.00        | $172894.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $131670.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $402357.00         | $25206.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $57025.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $1008.00           | $121.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $206600000.00      | $18034628.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3598.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $106881872.00      | $12369612.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $2889024.00        | $298063.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $1003.00           | $134.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $1042.00           | $136.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $12215826.00       | $701193.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $85754297.00       | $5494606.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $83497.00          | $10415.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $108108076.00      | $6694331.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $11911358.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $34000.00          | $16010.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $29077820.00       | $12253982.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $754905.00         | $100921.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $1007.00           | $170.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1024.00           | $160.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $27029283.00       | $3622911.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1427944.00        | $328955.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $392473.00         | $101291.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $37512.00          | $17043.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $506000.00         | $234639.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $27480233.00       | $16559788.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $14198044.00       | $9167803.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $16511990.00       | $10626996.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $35000.00          | $11634.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $800000.00         | $389288.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $975009.00         | $448719.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $283511714.00      | $141585873.58      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1346043.00        | $651202.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $477209.00         | $177370.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $221598.00         | $113276.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1151039.00        | $576411.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $86327808.00       | $39566462.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $5099000.00        | $2178546.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $279117.00         | $160336.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $154692425.00      | $77343302.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $22710885.00       | $12230896.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 5.0000%  | 0.0000% | $74000.00          | $19356.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $72707000.00       | $41063254.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $1024.00           | $585.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $777676.00         | $450559.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $599000.00         | $358435.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1462294.00        | $884882.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $94000.00          | $59099.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $599000.00         | $453541.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $94225.00          | $56564.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.0000%  | 0.0000% | $1135111.00        | $667821.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $740644.00         | $507636.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $664398.00         | $475580.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $6775192.00        | $4835960.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $1573716.00        | $1117317.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $1909000.00        | $1429730.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $4588786.00        | $4218532.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $499000.00         | $364875.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1686610.00        | $1288868.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $627474.00         | $332874.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $183333.00         | $150963.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $337999.00         | $138472.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $79000.00          | $55889.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $2599000.00        | $2287048.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2600000.00        | $1959746.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $94328.00          | $16913.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $208200960.00      | $145838945.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $10254000.00       | $1686450.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $2173216.00        | $58984.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $234219.00         | $19439.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $1366647.00        | $86328.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14369.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $4820400.00        | $344271.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $771486.00         | $112237.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $984534.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $120064.00         | $8004.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $1012757.00        | $82919.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $697882.00         | $54890.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $145142.00         | $13568.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1014236.00        | $105266.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $96561.00          | $12912.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $293930.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1300267.00        | $411945.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2227473.00        | $1926478.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 3.5000%  | 0.0000% | $217633.00         | $80399.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $185000.00         | $30178.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $225000.00         | $37940.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $84000.00          | $11529.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $55000.00          | $13164.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 4.5000%  | 0.0000% | $183698.00         | $6265.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $3999000.00        | $141764.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $837000.00         | $195103.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $4712347.00        | $191080.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $74851.00          | $5848.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-15      | 3.0000%  | 0.0000% | $612721.00         | $282096.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.0000%  | 0.0000% | $416560.00         | $81973.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $1477705.00        | $750934.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $892125.00         | $462080.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1517353.00        | $711815.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1457043.00        | $757554.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.5000%  | 0.0000% | $133152.00         | $36736.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.0000%  | 0.0000% | $1146.00           | $174.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $1281735.00        | $867674.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $956066.00         | $705913.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 3.0000%  | 0.0000% | $1732518.00        | $1295575.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $2469579.00        | $1089337.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $86912.00          | $51896.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $48812.00          | $36465.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $67474595.00       | $59073366.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 2.5000%  | 0.0000% | $949633.00         | $138073.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 2.5000%  | 0.0000% | $97349.00          | $48510.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $305384.00         | $72148.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-15      | 4.0000%  | 0.0000% | $35599.00          | $12217.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-15      | 4.0000%  | 0.0000% | $1114837.00        | $127988.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1011539.00        | $74607.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-15      | 4.0000%  | 0.0000% | $1770550.00        | $357072.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-15      | 4.0000%  | 0.0000% | $1177147.00        | $177852.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-15      | 4.0000%  | 0.0000% | $657564.00         | $72838.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1229816.00        | $192048.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-15      | 4.5000%  | 0.0000% | $258255.00         | $21012.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $1950513.00        | $1220052.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1937841.00        | $1309936.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $5037825.00        | $3234208.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1274130.00        | $979929.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1149377.00        | $1182314.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1432122.00        | $1151791.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $10142341.00       | $5050947.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1322250.00        | $1039405.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $4543992.00        | $3893044.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1597986.00        | $1698314.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1156184.00        | $731931.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1653950.00        | $1750624.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1018.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $19560678.00       | $19724880.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $291418.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $1005670.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $17945.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $68180.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1072502.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $1299444.00        | $713828.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1325328.00        | $672624.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $157302.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $13321.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $47539.00          | $18247.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $178748.00         | $109244.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1662669.00        | $1101752.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $31132342.00       | $21827873.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $423937.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $23393049.00       | $19222810.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $39023.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $2360111.00        | $9392.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $124110.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $4993.00           | $48.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $180000.00         | $19998.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $28472.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $40933.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $196120.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $6704.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $199350.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $57009.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $251523.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $406000.00         | $29880.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $995405.00         | $92910.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $294719.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 3.0000%  | 0.0000% | $1545448.00        | $195004.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1656156.00        | $289513.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1422312.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $192401.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $278719.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $230389.80         | Agency Mortgage-Backed Securities |

### Security 275: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.650000%
- **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: ARP1HBXT0, C.3 - LEI: N/A, C.5 - Other ID: ARP1HBXT0_3.65_0501
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $6437248.00        | $6322420.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1557408.00        | $1539993.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2002704.00        | $1960431.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $41716800.00       | $34916192.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $41223552.00       | $40554624.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $78490240.00       | $79417644.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $1551816.00        | $1386128.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $1000022.00        | $820826.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $626411.00         | $566153.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $17855168.00       | $18240225.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1518700.00        | $703313.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000532.00        | $2032745.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2815508.00        | $2710090.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1549892.00        | $1626491.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $3520460.00        | $3389645.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1202700.00        | $1162552.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $2796288.00        | $2901788.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $4099912.00        | $4145518.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $2165020.00        | $2092998.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $9695024.00        | $9603093.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $976459.00         | $150314.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $8435.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $386751.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $4015200.00        | $405285.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $878386.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1242800.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $20849.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $31643.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $8331.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $16206.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $11439952.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $603799.00         | $56896.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $3224950.00        | $363952.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $151585792.00      | $39122050.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $117167.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $16325.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $107357.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $77993.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $104267264.00      | $62886126.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 4.0000%  | 0.0000% | $233923.00         | $211414.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 3.0000%  | 0.0000% | $150000.00         | $67954.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $724949.00         | $522747.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $751994.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $17730624.00       | $12964886.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4138094.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $464941.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3601704.00        | $3040264.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $74569.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $347527.00         | $141808.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2506752.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $474449.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $100288.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $146103.00         | $99376.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $485537.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $125000.00         | $28377.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $33496.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $955859.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $234804.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $112000.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2692045.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $154937.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $262834.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $186136.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $601611.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11533.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $794091.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $40821.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $1541960.00        | $982713.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44426.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $391511.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $83096.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1005160.00        | $585156.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $251568.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $379928.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4370406.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1101475.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1496032.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1545909.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1241805.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $1972962.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $2087356.00        | $1300757.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1148702.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $310732.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $15033.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 2.5000%  | 0.0000% | $25002500.00       | $669588.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $10000000.00       | $1471887.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1559534.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $166011.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $426218.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $670891.00         | $672547.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $571936.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $873132.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1068024.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $805712.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2018229.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2235150.00        | $1879180.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $269673.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1499307.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $653572.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-15      | 5.5000%  | 0.0000% | $5903152.00        | $6048432.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6219663.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $19799760.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1468644.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1405036.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $4089152.00        | $2466268.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1795831.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $972949.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $295020.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $27993248.00       | $19368158.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1667518.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1216699.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $958183.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1179102.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $929845.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $806353.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $882928.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1097421.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2054785.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1352710.00        | $1281816.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1975194.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $253868.00         | $265146.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $279504.00         | $291921.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $97752.00          | $102094.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $1123838.00        | $787616.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131065.00        | $1166721.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $135663.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $11239952.00       | $1179991.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3192790.00        | $3331608.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1377847.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $85697024.00       | $13505318.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 5.0000%  | 0.0000% | $200000.00         | $112668.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 4.0000%  | 0.0000% | $7843048.00        | $7462329.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $41351232.00       | $32537570.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $600000.00         | $498245.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.0000%  | 0.0000% | $1004000.00        | $162014.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $10181000.00       | $3598391.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $5068000.00        | $2364322.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $65973760.00       | $43277406.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1855000.00        | $1341517.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1699359.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2521492.00        | $1717769.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1047838.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $61460096.00       | $44441635.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $6255543.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1187814.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2086969.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1116256.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $1659033.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $1965043.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1163166.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1107797.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $315667.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $24443500.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $4725563.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $987803.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1675105.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $705416.00         | $712712.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $823902.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1149103.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1241768.00        | $1277132.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.5000%  | 0.0000% | $547583.00         | $525050.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $799872.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $292927.00         | $281053.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1615637.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1677282.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19147602.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $11883760.00       | $12101894.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $206013.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $2789424.00        | $2278938.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $10048656.00       | $10590568.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $222512.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1879900.00        | $1551499.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $291125.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $32861.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.5000%  | 0.0000% | $2071404.00        | $2074371.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2579796.00        | $2488064.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2624856.00        | $2539379.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2597536.00        | $2491623.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2113768.00        | $2035208.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $3403488.00        | $3271131.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1685604.00        | $1703976.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $4760272.00        | $4616126.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $22121504.00       | $21436268.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $259981.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2912536.00        | $2280557.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $663658.00         | $425098.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.5000%  | 0.0000% | $19235000.00       | $4329652.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $14979000.00       | $3030398.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 4.5000%  | 0.0000% | $43900000.00       | $2870971.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $25952000.00       | $13727938.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $24313792.00       | $12949110.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $355000.00         | $201533.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $92281.00          | $37080.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 4.5000%  | 0.0000% | $153986.00         | $85075.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $18867000.00       | $12767128.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $158632.00         | $125985.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1560703.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1281158.00        | $1291339.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $774957.00         | $747080.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $7857064.00        | $7900249.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $2884596.00        | $2778959.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $4235544.00        | $4084096.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 5.5000%  | 0.0000% | $1072754.00        | $1097946.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1663832.00        | $1727943.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $5317352.00        | $5266269.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $12010208.00       | $12112429.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $8671568.00        | $8402272.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $5457592.00        | $5269114.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $12454160.00       | $12699376.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1278272.00        | $1330319.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $3127836.00        | $3023300.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $12669936.00       | $12799470.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $18247616.00       | $18085554.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $4102656.00        | $4081965.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $4972180.00        | $4809117.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $7438488.00        | $7178148.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $11367860.00       | $11509055.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $1968200.00        | $2061191.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $4637216.00        | $4495702.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $5707928.00        | $5875190.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $25293600.00       | $25991307.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $193042944.00      | $128439419.01      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $21448224.00       | $18661609.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10025.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $285000.00         | $250471.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $25066000.00       | $24805563.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $22368832.00       | $21556147.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $51059280.00       | $48253775.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $6605440.00        | $6693838.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $23002112.00       | $22354648.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $91591808.00       | $91321958.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $81120896.00       | $80681770.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $1500000.00        | $265774.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $145387264.00      | $39216478.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $56763000.00       | $22009347.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3040000.00        | $1312038.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $855033.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 2.5000%  | 0.0000% | $5104840.00        | $3065075.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1420000.00        | $858539.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 1.5000%  | 0.0000% | $170696.00         | $104577.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1972502.00        | $1408739.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 4.0000%  | 0.0000% | $32800.00          | $17058.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $958691.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $60000.00          | $39122.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $20201376.00       | $14122860.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $8552000.00        | $6434539.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $17650000.00       | $12143550.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $33800000.00       | $25840227.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1591798.00        | $1170602.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 6.5000%  | 0.0000% | $2195412.00        | $1836059.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $300000.00         | $291076.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $24320000.00       | $22112150.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $3338640.00        | $3465459.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $20389920.00       | $21116709.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 6.5000%  | 0.0000% | $48349184.00       | $17514.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $325000.00         | $7210.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.5000%  | 0.0000% | $30000000.00       | $168320.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $9470000.00        | $113441.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 5.5000%  | 0.0000% | $114450000.00      | $1579455.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $79398.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $5226.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $11311200.00       | $1063338.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $78809.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $21000.00          | $5270.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $25974112.00       | $13304136.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 2.0000%  | 0.0000% | $90000.00          | $26508.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 1.5000%  | 0.0000% | $175000.00         | $60170.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 5.5000%  | 0.0000% | $2526908.00        | $1304460.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $48185792.00       | $27015969.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.5000%  | 0.0000% | $40000.00          | $22098.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $94835520.00       | $73658572.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 5.5000%  | 0.0000% | $41234000.00       | $22468942.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 5.0000%  | 0.0000% | $51000.00          | $28770.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $623335.00         | $305097.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 6.0000%  | 0.0000% | $525258.00         | $288293.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $17709000.00       | $16164403.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1453218.00        | $1494737.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $11749858.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $1520948.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $948260.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16437583.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9000%  | 0.0000% | $245084.00         | $242378.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.0000%  | 0.0000% | $1991862.00        | $1367555.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1986256.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3271025.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4245175.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $955962.00         | $1009195.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $984084.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2242457.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1828537.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1483138.00        | $323893.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1255013.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $910739.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5807272.00        | $4879984.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $3161220.00        | $2619396.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $7823860.00        | $6394273.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $9840000.00        | $8913977.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $2092032.00        | $1581617.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2046507.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $12664784.00       | $8993586.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $5171088.00        | $3376449.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $19210784.00       | $15328320.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 5.5000%  | 0.0000% | $2958656.00        | $2936257.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 7.0000%  | 0.0000% | $599490.00         | $271139.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $1829226.00        | $1575405.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.0000%  | 0.0000% | $3743076.00        | $3213462.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 6.5000%  | 0.0000% | $1179704.00        | $1003343.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $1423228.00        | $1392469.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $212293.00         | $211194.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1460146.00        | $1423641.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1108670.00        | $1134345.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 6.0000%  | 0.0000% | $1074000.00        | $1102972.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $13590304.00       | $26605.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $5744.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.5000%  | 0.0000% | $2500000.00        | $5995.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.0000%  | 0.0000% | $5324144.00        | $13110.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $144999936.00      | $2563468.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $899474.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-08-01      | 3.0000%  | 0.0000% | $545000.00         | $5472.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 4.5000%  | 0.0000% | $875753.00         | $44217.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $137412.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $77209.00          | $9471.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $2363032.00        | $281207.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $30185.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3460093.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 2.5250%  | 0.0000% | $90426.00          | $51984.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $4170640.00        | $32919.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $63136.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $29903.00          | $24111.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $29943.00          | $27849.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $27637824.00       | $15680341.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $983449.00         | $825191.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $31808.00          | $29021.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $555593.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1393520.00        | $1147543.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $5059010.00        | $4834749.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $82086.00          | $80152.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1030848.00        | $1037431.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2914820.00        | $2715553.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $10136200.00       | $8488819.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $408412.00         | $377379.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1469904.00        | $1419824.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1114076.00        | $1069998.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2064-04-01      | 4.5000%  | 0.0000% | $2173000.00        | $1776921.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-07-01      | 4.0000%  | 0.0000% | $23913056.00       | $6429836.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-08-01      | 4.5000%  | 0.0000% | $375000.00         | $95589.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2060-03-01      | 3.0000%  | 0.0000% | $300000.00         | $117649.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.5000%  | 0.0000% | $293000.00         | $55805.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 5.0000%  | 0.0000% | $8549472.00        | $16988.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2483377.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $3001300.00        | $795072.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1313963.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2460102.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1170815.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2426319.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $12199664.00       | $2717668.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $970400.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $650530.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $849064.00         | $741049.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $864824.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1102940.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $611231.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $464332.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1102157.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1335230.00        | $1034203.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $2355420.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $2475173.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $24000.00          | $21200.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $63200000.00       | $58720773.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $65924640.00       | $63629470.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $2731408.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $72556544.00       | $4269037.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1315738.00        | $1381006.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $7300000.00        | $7500230.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $1254312.00        | $1198061.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4702872.00        | $877777.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $9547712.00        | $8035202.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3291800.00        | $3262024.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $2557696.00        | $2528947.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.5000%  | 0.0000% | $1029374.00        | $781593.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $15393440.00       | $15090096.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $2352832.00        | $2256122.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $70627.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $146000.00         | $82110.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $12286400.00       | $7007424.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $1799200.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1208607.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000000.00        | $791894.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3446919.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $18299.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $28500000.00       | $4721366.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $13627264.00       | $1740949.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $14520688.00       | $3163431.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $147393.00         | $137685.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $711466.00         | $637106.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5936790.00        | $6236355.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $639493.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $25184655.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4200000.00        | $3462230.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1817422.00        | $1801423.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $30246432.00       | $32210905.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $265792.00         | $273359.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $140826.00         | $131863.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 2.0000%  | 0.0000% | $2411270.00        | $1874707.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $16799785.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4800000.00        | $4808103.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $15600000.00       | $14481845.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.0000%  | 0.0000% | $300990.00         | $265391.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $476741.00         | $458095.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4623152.00        | $4750690.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.2700%  | 0.0000% | $1360880.00        | $1385323.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-04-20      | 3.0000%  | 0.0000% | $341379.00         | $301174.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $156390.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.0000%  | 0.0000% | $318679.00         | $280541.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1075918.00        | $1131334.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $454755.00         | $459209.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 4.5000%  | 0.0000% | $259325.00         | $249350.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 2.0000%  | 0.0000% | $195790.00         | $150911.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.0000%  | 0.0000% | $298141.00         | $297646.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 2.5000%  | 0.0000% | $191740.00         | $158258.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 4.5000%  | 0.0000% | $141715.00         | $136363.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 4.5000%  | 0.0000% | $895887.00         | $862649.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 3.5000%  | 0.0000% | $325520.00         | $292828.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $472454.00         | $471636.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 2.0000%  | 0.0000% | $309033.00         | $238494.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3027140.00        | $3170889.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $3264712.00        | $3150275.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1352838.00        | $1411549.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $287387.00         | $302652.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1817936.00        | $1817733.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $2757572.00        | $2785867.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1582270.00        | $1666309.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $13314784.00       | $13940923.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.0000%  | 0.0000% | $135125.00         | $134968.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $203991.00         | $206194.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $19238944.00       | $20102268.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $654925.00         | $661987.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $356477.00         | $360340.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $193033.00         | $203288.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $141956.00         | $144802.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $243734.00         | $243207.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $2764436.00        | $2442221.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $3336896.00        | $2948874.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $400744.00         | $412587.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1219352.00        | $1283601.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2911148.00        | $3016343.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $4511104.00        | $4644292.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $109105.00         | $113089.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $100049920.00      | $100130610.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 3.5000%  | 0.0000% | $1671364.00        | $1626767.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $26936.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $1471108.00        | $1035916.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $734286.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $53438720.00       | $30383176.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $817796.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.5000%  | 0.0000% | $255307.00         | $259895.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $658652160.00      | $674364861.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $22345568.00       | $20856904.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $88000000.00       | $87565294.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $1244050.00        | $1233101.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $21448608.00       | $21431878.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $93707670.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $2823927.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $742292.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1338652.00        | $1105978.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $425802.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $341935.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1574236.00        | $1475104.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $467440.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1033090.00        | $1090128.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 2.5000%  | 0.0000% | $330750.00         | $272403.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 4.5000%  | 0.0000% | $343985.00         | $330812.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1461994.00        | $1324342.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $4294704.00        | $4273448.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $7955672.00        | $7601116.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.5000%  | 0.0000% | $215144.00         | $206882.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 4.0000%  | 0.0000% | $193868.00         | $182127.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5199840.00        | $5175435.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $209704.00         | $220690.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1178210.00        | $1206685.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $4192440.00        | $4308394.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.5000%  | 0.0000% | $221952.00         | $230675.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $7425224.00        | $7797866.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1171444.00        | $1181381.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1075214.00        | $1124362.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $4005480.00        | $4210682.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1650234.00        | $1684642.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $74736.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $2027588.00        | $239244.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $3409824.00        | $850724.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $3782876.00        | $1496564.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $18384.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $34202.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $57840.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $750000.00         | $54812.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $60254.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $9880.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-15      | 4.5000%  | 0.0000% | $3408756.00        | $1218072.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 6.5000%  | 0.0000% | $33042293.00       | $20490.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $52288.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 5.1250%  | 0.0000% | $24838143.00       | $5279.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $29211.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $95884.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $894090.80         | Agency Mortgage-Backed Securities |

### Security 276: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 3.650000%
- **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: ARP1HBXU7, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1HBXU7_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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      | 6.0000%  | 0.0000% | $6849927.00        | $7044204.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2325034.00        | $2359784.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1344345.00        | $1391897.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $156065.00         | $158676.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $805576.00         | $730079.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $402844.00         | $399960.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $947003.00         | $783438.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1650150.00        | $1670739.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $3076814.00        | $3213108.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $1554583.00        | $1626383.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $49851.00          | $49562.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $1209630.00        | $1269037.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1131522.00        | $1153176.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $2095008.00        | $2136257.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1473028.00        | $1498291.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $1014899.00        | $1070099.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1562500.00        | $1589297.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1018510.00        | $1016639.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1051166.00        | $1046384.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.5000%  | 0.0000% | $471293.00         | $494318.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $14100508.00       | $4282148.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $404235.00         | $246828.11         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-07-09      | N/A      | 0.0000% | $34081500.00       | $33843099.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-03      | N/A      | 0.0000% | $130000.00         | $128362.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-21      | N/A      | 0.0000% | $6005400.00        | $5992848.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-02      | N/A      | 0.0000% | $3064400.00        | $3045094.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-02      | N/A      | 0.0000% | $47776000.00       | $47618339.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-13      | N/A      | 0.0000% | $7436000.00        | $7357773.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-23      | N/A      | 0.0000% | $6900.00           | $6862.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2027-04-15      | N/A      | 0.0000% | $6791000.00        | $6553043.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-07      | N/A      | 0.0000% | $10595300.00       | $10523251.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-18      | N/A      | 0.0000% | $15000000.00       | $14834100.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 4.6250%  | 0.0000% | $175000.00         | $168697.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $1500.00           | $1480.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $380.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 0.7500%  | 0.0000% | $30000.00          | $29735.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $1190000.00        | $1175059.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $85400.00          | $98500.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $1400.00           | $1411.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $500.00            | $481.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-15      | 4.1250%  | 0.0000% | $243600.00         | $247453.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 4.0000%  | 0.0000% | $658300.00         | $667839.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $600.00            | $603.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $12000.00          | $12159.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $500.00            | $521.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $6000000.00        | $6100508.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $8000.00           | $8014.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $341900.00         | $342447.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $2168000.00        | $2166330.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $300.74            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $7925043.00        | $8263245.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1260200.00        | $1254971.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $915676.00         | $911876.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $63520.00          | $64388.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $365670.00         | $387616.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $1149670.00        | $1221434.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $5301914.00        | $4988335.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2059040.00        | $2111558.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $341734.00         | $357682.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2296.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2404877.00        | $1713440.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $3926.00           | $2313.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $4859.00           | $3024.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $34647.00          | $31073.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2102725.00        | $2091637.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1446930.00        | $1463885.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $3042766.00        | $2455805.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $928661.00         | $904855.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $476098.00         | $464394.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3245240.00        | $3229446.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $386714.00         | $350444.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2668097.00        | $2700822.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $2290239.00        | $1651439.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $52057.00          | $38879.64          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-03-18      | 4.5400%  | 0.0000% | $13734000.00       | $13713490.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $25697673.00       | $10060448.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2260787.00        | $1399222.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2609055.00        | $2652748.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1015680.00        | $1076272.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1500.00           | $1059.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1150110.00        | $1147714.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $5135376.00        | $5373962.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $5005.00           | $5075.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $382148.00         | $399798.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $2625119.00        | $2732518.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2201491.00        | $2238422.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1755763.00        | $1749182.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $603119.00         | $614232.40         | Agency Mortgage-Backed Securities  |

### Security 277: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBXW3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBXW3_3.70_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2053-07-20      | 5.5000%  | 0.0000% | $33944167.00       | $23675321.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-05-20      | 0.7472%  | 0.0000% | $299410649.00      | $15370457.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.8452%  | 0.0000% | $175836194.00      | $16880001.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-10-20      | 0.9248%  | 0.0000% | $194991671.00      | $16768442.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 0.8548%  | 0.0000% | $274673296.00      | $21841800.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 4.5000%  | 0.0000% | $19500000.00       | $19233766.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 4.5000%  | 0.0000% | $20920581.00       | $20605789.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 4.5000%  | 0.0000% | $15504269.00       | $15389475.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $18982383.00       | $15741615.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $216330152.00      | $15820440.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $986639.00         | $963761.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $20767864.00       | $17267528.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-04-20      | 0.7285%  | 0.0000% | $162977278.00      | $13980648.38       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $47281000.00       | $47115516.50       | U.S. Treasuries (including strips)        |

### Security 278: Citibank NA

- **C.1 - Title:** Citibank NA 3.650000%
- **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: ARP1HBXX1, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1HBXX1_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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.         | 2047-01-01      | 3.0000%  | 0.0000% | $1979.00           | $352.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-10-01      | 3.0000%  | 0.0000% | $1428.00           | $116.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $8000.00           | $30.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $110000.00         | $189.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $100000.00         | $66.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $37000.00          | $22.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 4.5000%  | 0.0000% | $200000.00         | $108.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $6000.00           | $447.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 5.0000%  | 0.0000% | $180000.00         | $146.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $249.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 6.0000%  | 0.0000% | $4000.00           | $28.30             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $203.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $122.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $3999.00           | $494.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $499.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2280.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $734.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $4202000.00        | $3239926.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $142998.00         | $106831.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $718.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $852.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $814.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2603.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $204.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1782.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $585.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $705.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $43000.00          | $27348.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $638.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $687.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $6000.00           | $3947.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1445.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4498.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $697.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1494.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $734.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $754.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $710.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $791.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1502.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1503.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4785.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1722.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3334.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.0000%  | 0.0000% | $1000.00           | $877.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1726.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3484.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1765.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $7999.00           | $7258.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3504.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3536.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $836.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1763.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.3500%  | 0.0000% | $1000.00           | $969.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $10939050.00       | $10113761.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.7500%  | 0.0000% | $1065.00           | $1036.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5500%  | 0.0000% | $9170000.00        | $8992049.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 4.6000%  | 0.0000% | $546469.00         | $534387.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $11464.00          | $1.94              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $13663.00          | $32.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $1000.00           | $0.51              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $5525.00           | $1009.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1513.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.5000%  | 0.0000% | $3000.00           | $634.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $555.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1355.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $683.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $644.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $1161.00           | $757.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1509.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2720.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $12000.00          | $8832.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 5.5000%  | 0.0000% | $1480000.00        | $10929.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $5234363.00        | $10247.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $5000.00           | $434.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $1000.00           | $3.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $5000.00           | $299.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 2.5000%  | 0.0000% | $25000.00          | $446.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $10000.00          | $63.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 4.0000%  | 0.0000% | $185000.00         | $245.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $100000.00         | $1117.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $25000.00          | $271.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $6000.00           | $985.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 2.5000%  | 0.0000% | $9000.00           | $135.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 2.5000%  | 0.0000% | $5000.00           | $961.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $27.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $10000.00          | $1942.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.5900%  | 0.0000% | $20189.00          | $718.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $75000.00          | $2271.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $63000.00          | $2031.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 4.0000%  | 0.0000% | $21000.00          | $596.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 4.5000%  | 0.0000% | $125000.00         | $4893.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $112000.00         | $4269.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 3.5000%  | 0.0000% | $109933.00         | $3073.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 4.5000%  | 0.0000% | $52000.00          | $586.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 5.0000%  | 0.0000% | $1820794.00        | $19914.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 5.0000%  | 0.0000% | $20000.00          | $321.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $35.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.0000%  | 0.0000% | $150000.00         | $72.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-01-01      | 3.5000%  | 0.0000% | $2636.00           | $104.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $58000.00          | $2537.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $45000.00          | $143.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $51.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $29000.00          | $212.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 4.0000%  | 0.0000% | $160000.00         | $7495.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 4.0000%  | 0.0000% | $68000.00          | $2851.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $9000.00           | $1329.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $7000.00           | $145.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $28000.00          | $2632.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $17000.00          | $1650.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.0000%  | 0.0000% | $75000.00          | $1827.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 3.5000%  | 0.0000% | $17000.00          | $1453.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $16000.00          | $518.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $3000.00           | $344.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 4.0000%  | 0.0000% | $50000.00          | $1723.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 3.5000%  | 0.0000% | $40000.00          | $452.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $60.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $96.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $86.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1510.00           | $60.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.0000%  | 0.0000% | $1000.00           | $104.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1514.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 3.5000%  | 0.0000% | $37000.00          | $3664.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1319.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $101.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $40.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $3000.00           | $243.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $4000.00           | $282.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $517.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3180.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $53000.00          | $2191.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 4.0000%  | 0.0000% | $31000.00          | $2267.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $62000.00          | $3333.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 2.0000%  | 0.0000% | $14000.00          | $53.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 2.5000%  | 0.0000% | $386409.00         | $1227.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1564.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $10000.00          | $1416.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $2000.00           | $242.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 2.5000%  | 0.0000% | $2580.00           | $881.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 2.5000%  | 0.0000% | $75000.00          | $694.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $178.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $740.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $4001.00           | $842.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 3.5000%  | 0.0000% | $32000.00          | $4572.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $510.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $447.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $99.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $45.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $13719.00          | $204.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $15000.00          | $1863.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $7000.00           | $700.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $26000.00          | $2650.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $6000.00           | $559.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $12238.00          | $1567.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $5000.00           | $451.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $241.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $3000.00           | $319.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $10000.00          | $225.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $301.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $234.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $225.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $12000.00          | $1357.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1193.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $110.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $5000.00           | $528.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $21000.00          | $2516.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $71000.00          | $2526.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $34000.00          | $954.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $96000.00          | $12395.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $2000.00           | $243.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $12000.00          | $1506.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $10598.00          | $1327.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $15000.00          | $2125.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-05-01      | 3.5000%  | 0.0000% | $62000.00          | $2343.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $7000.00           | $269.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $7000.00           | $595.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $617.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.0000%  | 0.0000% | $19000.00          | $1879.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $7000.00           | $553.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $47476.00          | $3358.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $62000.00          | $2393.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $73.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $125.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 3.5000%  | 0.0000% | $1000.00           | $67.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $7000.00           | $628.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $90.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $76.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $83.33             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3520.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4472.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $568.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2896.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $3294536.00        | $1675914.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $444.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $474000.00         | $286146.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $296011.00         | $174400.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1224.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1504.00           | $928.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1225.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 4.0000%  | 0.0000% | $43000.00          | $3865.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $1000.00           | $70.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 4.5000%  | 0.0000% | $45000.00          | $1958.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 5.0000%  | 0.0000% | $3000.00           | $16.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $28000.00          | $1964.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $67.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1679.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $170.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 3.5000%  | 0.0000% | $30000.00          | $1914.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $81.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1469.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $7000.00           | $4932.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1670.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $871.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $28672.00          | $26981.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2044.00           | $1860.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2130.00           | $1887.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $383839.00         | $380051.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $25688.00          | $17754.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 5.8740%  | 0.0000% | $500000.00         | $1076.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 5.8680%  | 0.0000% | $300000.00         | $2610.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 7.0000%  | 0.0000% | $1000.00           | $6.47              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 7.0000%  | 0.0000% | $950000.00         | $2682.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.9790%  | 0.0000% | $410000.00         | $1926.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 6.5000%  | 0.0000% | $4245000.00        | $1537.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 5.5000%  | 0.0000% | $325000.00         | $1938.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.9650%  | 0.0000% | $400000.00         | $1777.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 7.0000%  | 0.0000% | $350000.00         | $678.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 6.1880%  | 0.0000% | $9780.00           | $73.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3773.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $708.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4474.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $6000.00           | $4422.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2315.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2118.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1024.00           | $814.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $6000.00           | $4798.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1007.00           | $573.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2246.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3137.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1507.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $6000.00           | $5087.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $755.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $5000.00           | $4193.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $937.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $891.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2831.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $962.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $37424.00          | $35994.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.7580%  | 0.0000% | $2479452.00        | $2464413.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.2800%  | 0.0000% | $736862.00         | $731370.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5640%  | 0.0000% | $1650828.00        | $1646753.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $2001.00           | $1925.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1020.00           | $1014.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1060.00           | $1058.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1676.00           | $1669.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $137664.00         | $136528.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $420887.00         | $437421.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1049.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1058.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1077.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1063.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $3000.00           | $3127.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1052.00           | $1073.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1016.00           | $1016.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1997.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5590%  | 0.0000% | $8507182.00        | $8524965.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $469928.00         | $97.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 8.0000%  | 0.0000% | $50000.00          | $14.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $587322.00         | $60.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.0000%  | 0.0000% | $25000.00          | $11.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $141000.00         | $14.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $8871415.00        | $1843.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $27247.00          | $19.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $34000.00          | $8.27              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.2500%  | 0.0000% | $275000.00         | $48.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.5000%  | 0.0000% | $100000.00         | $39.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 7.2500%  | 0.0000% | $578000.00         | $183.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $3033958.00        | $471.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-15      | 7.5000%  | 0.0000% | $117602.00         | $12.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $380561.00         | $78.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $28865.00          | $13.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.5000%  | 0.0000% | $25000.00          | $27.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $15145985.00       | $302.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 7.5000%  | 0.0000% | $150000.00         | $3.64              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $25000.00          | $1.22              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.5000%  | 0.0000% | $28557.00          | $17.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-15      | 7.5000%  | 0.0000% | $990213.00         | $216.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-15      | 7.5000%  | 0.0000% | $50000.00          | $55.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $120000.00         | $58.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 8.0000%  | 0.0000% | $322536.00         | $225.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 8.0000%  | 0.0000% | $119274.00         | $175.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 8.5000%  | 0.0000% | $524567.00         | $380.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.5000%  | 0.0000% | $170000.00         | $475.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 7.5000%  | 0.0000% | $250000.00         | $83.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 7.5000%  | 0.0000% | $205621.00         | $55.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 7.5000%  | 0.0000% | $187879.00         | $161.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-15      | 8.5000%  | 0.0000% | $2314061.00        | $2408.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 8.0000%  | 0.0000% | $74300.00          | $25.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 7.5000%  | 0.0000% | $80000.00          | $23.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 5.5000%  | 0.0000% | $7000.00           | $26.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 7.0000%  | 0.0000% | $20000.00          | $490.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $7.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $242.00            | $0.85              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2874.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $30000.00          | $223.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $6493.00           | $42.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 5.0000%  | 0.0000% | $1000.00           | $9.67              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $121.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $831613.00         | $1621.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $20000.00          | $346.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $2507.00           | $19.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $29.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $4000.00           | $19.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $191187.00         | $4122.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2018.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $4000.00           | $40.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $245000.00         | $3732.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $11000.00          | $143.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 5.5000%  | 0.0000% | $83000.00          | $181.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $88350.00          | $965.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 5.0000%  | 0.0000% | $1001.00           | $21.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $1016.00           | $2.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $28.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $1000.00           | $17.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $58000.00          | $624.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $115000.00         | $9026.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $21.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $60000.00          | $1315.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $18000.00          | $652.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $16.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1002.00           | $66.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $25000.00          | $1067.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 3.0000%  | 0.0000% | $1000.00           | $5.31              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 3.5000%  | 0.0000% | $125000.00         | $516.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $570000.00         | $1680.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $9000.00           | $25.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.5000%  | 0.0000% | $381764.00         | $968.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 4.0000%  | 0.0000% | $521673.00         | $595.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $714515.00         | $2505.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.0000%  | 0.0000% | $1000.00           | $4.97              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $4000.00           | $31.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 2.0000%  | 0.0000% | $101000.00         | $1933.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 3.0000%  | 0.0000% | $76000.00          | $662.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $45000.00          | $3608.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.0000%  | 0.0000% | $54000.00          | $499.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 8.0000%  | 0.0000% | $25000.00          | $7.23              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 8.5000%  | 0.0000% | $55302.00          | $413.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $3993.00           | $3882.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1382.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $811.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1374.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1420.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $667.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $846.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2065.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $679.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2183.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $739.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $756.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1564.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $6000.00           | $4212.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1624.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $828.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $1000.00           | $824.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 4.5100%  | 0.0000% | $10762000.00       | $10698546.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 4.7100%  | 0.0000% | $1000.00           | $1006.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 4.3800%  | 0.0000% | $1000.00           | $993.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.9100%  | 0.0000% | $112310.00         | $108672.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 4.5050%  | 0.0000% | $2324369.00        | $2326279.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 4.0700%  | 0.0000% | $2097376.00        | $2045939.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 4.1800%  | 0.0000% | $10392231.00       | $10321825.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7700%  | 0.0000% | $3000000.00        | $3027682.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 4.2000%  | 0.0000% | $5950000.00        | $5855688.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7200%  | 0.0000% | $1149970.00        | $1154848.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.2600%  | 0.0000% | $5364500.00        | $5355426.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.0300%  | 0.0000% | $3446520.00        | $3404584.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.3450%  | 0.0000% | $8213271.00        | $8221649.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.0100%  | 0.0000% | $372986.00         | $368211.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7400%  | 0.0000% | $3000000.00        | $3017761.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $58051.00          | $4301.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $442.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $445.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $24000.00          | $3421.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $263.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $736.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $786.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $74.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $19000.00          | $4708.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $61000.00          | $4398.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $4000.00           | $363.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $279.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $174.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $11000.00          | $1219.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $15000.00          | $1627.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $19000.00          | $1774.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1932.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $257.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $3712.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $18000.00          | $4818.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1611.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1692.00           | $735.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $4000.00           | $1560.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $19000.00          | $4842.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000.00           | $2671.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $8000.00           | $4071.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1566.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1661.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $676.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $390004.00         | $245672.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $19819.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $88783.00          | $52686.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 3.5000%  | 0.0000% | $14911.00          | $4661.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $585.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.5000%  | 0.0000% | $10220.00          | $3697.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.5000%  | 0.0000% | $6775.00           | $2508.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $26776.00          | $16639.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1275.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $5000.00           | $3377.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3236.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1280.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $613.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $685.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2091.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1364.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1424.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3217.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3170.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2652.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1024.00           | $504.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $760.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $601.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4178.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $658.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $25971.00          | $17769.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-15      | 6.5000%  | 0.0000% | $62613.00          | $1047.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $114000.00         | $993.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $1137.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.7500%  | 0.0000% | $106000.00         | $138.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $50000.00          | $159.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $30000.00          | $284.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 7.5000%  | 0.0000% | $25000.00          | $7.25              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $25000.00          | $9.07              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 7.5000%  | 0.0000% | $42526.00          | $6.89              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 7.0000%  | 0.0000% | $160000.00         | $285.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.0000%  | 0.0000% | $167738.00         | $11.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $4438.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.5000%  | 0.0000% | $275000.00         | $247.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.0000%  | 0.0000% | $422000.00         | $11.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $8725473.00        | $1551.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-15      | 8.0000%  | 0.0000% | $80000.00          | $201.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.0000%  | 0.0000% | $198000.00         | $606.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.5000%  | 0.0000% | $2547192.00        | $413.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 6.5000%  | 0.0000% | $397435.00         | $402.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.0000%  | 0.0000% | $112000.00         | $9.19              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.5000%  | 0.0000% | $25623.00          | $4.43              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $86730.00          | $4.27              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $500050.00         | $2721.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $25000.00          | $25.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-15      | 6.5000%  | 0.0000% | $3666667.00        | $34.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $30000.00          | $8.10              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $248007.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $37191.00          | $4561.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1117366.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $717144.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $128529.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2567.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1002177.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $249513.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $164552.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $148072.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $631833.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $100.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $367403.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18218.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $528615.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $215892.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1109634.00        | $146833.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $187244747.00      | $21941483.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $34316.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $79.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $171.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $112.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $10116.00          | $1176.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000.00           | $314.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $50488500.00       | $5203157.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $96436.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1420.00           | $83.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $4002.00           | $311.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $457150000.00      | $42158684.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $55000.00          | $4957.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $505723.00         | $238147.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1929.00           | $676.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $430.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $4001.00           | $652.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $54221.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1018742.00        | $160134.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1022.00           | $136.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $52176.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1152.00           | $234.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $2665.00           | $739.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $17046.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1638.00           | $284.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $67702.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $826.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1999.00           | $725.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $302.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1462.00           | $648.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $3035.00           | $1378.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $18671.00          | $5880.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22304.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $43163.00          | $20015.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2025.00           | $1286.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1239.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3629.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $276979.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $162214.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $2000.00           | $1235.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $8280.00           | $5051.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $29294.00          | $18853.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $782423.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2001.00           | $973.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $6000.00           | $2761.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $171999998.00      | $85896873.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $483.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $62929600.00       | $32168243.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $500.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9001.00           | $4802.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-07-01      | 3.5000%  | 0.0000% | $24000.00          | $3634.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $792.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $21000.00          | $2619.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $3000.00           | $244.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $120.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $34000.00          | $4384.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $15000.00          | $3978.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 3.0000%  | 0.0000% | $31000.00          | $6832.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $24000.00          | $58.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3239.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $71355.00          | $0.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 3.0000%  | 0.0000% | $2000.00           | $338.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $155000.00         | $97.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $17000.00          | $2985.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4300.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 3.5000%  | 0.0000% | $7530.00           | $2344.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $3022251.00        | $2.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $17000.00          | $2435.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1879.00           | $547.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $13000.00          | $2658.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1151.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1184.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $6000.00           | $1300.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1328.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $7000.00           | $3259.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $4000.00           | $1157.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1231.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $13535.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $500000.00         | $273277.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $1262.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $916.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $22000.00          | $12466.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $6000000.00        | $3267093.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 4.0000%  | 0.0000% | $12000.00          | $2271.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $4000.00           | $1067.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $3423611.00        | $730.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1215.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $902.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1668.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $280.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4080.00           | $2350.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 4.0000%  | 0.0000% | $6000.00           | $2086.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1421.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $27002.00          | $4516.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $13000.00          | $4047.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $698.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-02      | 4.5000%  | 0.0000% | $7238.00           | $2072.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $12000.00          | $4232.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $8000.00           | $2543.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $826.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $2000.00           | $954.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $6000.00           | $3776.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1163.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $758.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $7000.00           | $3267.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $842.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3746.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $25000.00          | $14604.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1507.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 4.0000%  | 0.0000% | $9000.00           | $4014.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $594.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $291.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4777.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4139.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1620.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.0000%  | 0.0000% | $708998.00         | $716157.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1892.00           | $1815.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1151.00           | $873.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1342345.00        | $1379724.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $2740774.00        | $2714530.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $137738.00         | $139917.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 3.5000%  | 0.0000% | $375000.00         | $1111.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 3.5000%  | 0.0000% | $500000.00         | $2801.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-15      | 4.5000%  | 0.0000% | $40006.00          | $1627.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $132000.00         | $4823.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $42805.00          | $2654.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $72568.00          | $3850.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-15      | 3.5000%  | 0.0000% | $237000.00         | $4310.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $25000.00          | $3356.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $1218.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $38364.00          | $1914.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 4.3900%  | 0.0000% | $4125158.00        | $519.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 4.7000%  | 0.0000% | $1364541.00        | $331.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14017.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 2.5000%  | 0.0000% | $2623.00           | $41.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7796010.00        | $794112.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $43930.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $465214.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $11527.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $194542.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $31085.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $42916.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $69277.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $2942.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $155411.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $6980.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $8642.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10522.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1015606.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $54079.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $907318.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $62.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11390.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $285934.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $483225.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118041.00        | $607877.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $105525.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $3976.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $75733.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $64333.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $29788.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $93700.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $235453.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 6.5000%  | 0.0000% | $1650000.00        | $1676.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $73281.00          | $29.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $1600295.00        | $1955.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $170000.00         | $208.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $732901.00         | $607.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $401060.00         | $504.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-15      | 8.5000%  | 0.0000% | $340000.00         | $227.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $300000.00         | $260.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $54000.00          | $91.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $6000.00           | $353.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $636.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $10000.00          | $881.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 2.6960%  | 0.0000% | $1000.00           | $200.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $1000.00           | $23.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $11000.00          | $307.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $6000.00           | $4786.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $174709.00         | $148222.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1084.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $427000.00         | $265498.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $856.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2749.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $4196.00           | $3040.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $28965.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1925.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $30000.00          | $4108.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $122.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $6000.00           | $316.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $92.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $20625.00          | $1804.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $4139.00           | $615.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $16000.00          | $2696.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $15000.00          | $1448.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $357429.00         | $64793.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $45000.00          | $1451.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $67038.00          | $2487.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $4000.00           | $653.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $5000.00           | $607.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.5000%  | 0.0000% | $23293.00          | $1502.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.5000%  | 0.0000% | $18079.00          | $1982.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $22553.00          | $1117.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $134.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $250.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4468.00           | $1568.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3456.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1493.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 2.5000%  | 0.0000% | $19192.00          | $2363.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1414.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $64848.00          | $680.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $54756.00          | $2548.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $582.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2858.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $31000.00          | $4215.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $17709.00          | $1835.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $14000.00          | $2224.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $8066.00           | $972.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $19700.00          | $1030.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $22000.00          | $1164.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $173.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $115.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $50000.00          | $3181.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.7760%  | 0.0000% | $6682.00           | $900.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $122.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 3.0000%  | 0.0000% | $11000.00          | $1524.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.1090%  | 0.0000% | $30000.00          | $2168.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $212000.00         | $17540.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $123.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $81.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $200.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $700373.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $610055.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $814476.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1086954.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $273950.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1018654.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6265.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $421217.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $528105.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $434052.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1072738.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $934141.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2065.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $908923.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $198656.00         | $204714.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $803937.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1026240.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $795762.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $984.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $936300.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $942.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $220510.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $922021.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $830989.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $263928.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1750030.00        | $1808045.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1032.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $633335.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $762558.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $956445.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1109550.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1133702.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $701499.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $944183.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $377252.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1060532.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $883123.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1055370.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $939386.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $33362.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $911460.00         | $972183.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $58422.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4646.00           | $4811.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1131723.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $912085.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1134393.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1081838.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $76199.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $872.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1035.00           | $1088.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2105.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1348.00           | $1365.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1085.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1045.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $629358.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2462.00           | $2538.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1339.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $472503.00         | $439554.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $134891.00         | $120286.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $373359.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $720.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $7982.00           | $7221.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $8685.00           | $6800.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1486991.00        | $888166.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $3369.00           | $1509.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $13578.00          | $5799.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $2769.00           | $2499.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $756.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $831.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1894.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $1218.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3495.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $834372.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1846.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2433.00           | $2456.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1775.00           | $1821.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3513.00           | $2710.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4627.00           | $4916.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $38717.00          | $41297.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2752.00           | $2934.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1066001.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $902266.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1084239.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $577065.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $616084.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $944927.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $859319.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $322927.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1040596.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $950712.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $686314.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3179.00           | $2746.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $478623.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $353044.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1846.00           | $957.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2484.00           | $2506.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 6.0000%  | 0.0000% | $1000.00           | $1042.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $86990.00          | $4201.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.2500%  | 0.0000% | $25000.00          | $571.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $1004817.00        | $2639.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 6.0000%  | 0.0000% | $92698.00          | $1195.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-15      | 6.0000%  | 0.0000% | $44293.00          | $483.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 4.5000%  | 0.0000% | $41613.00          | $2849.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $43605.00          | $267.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $1105289.00        | $4017.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $810000.00         | $1191.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $216000.00         | $2014.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $109000.00         | $220.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.5000%  | 0.0000% | $96220.00          | $750.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 6.5000%  | 0.0000% | $100000.00         | $2777.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $500000.00         | $384.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 7.5000%  | 0.0000% | $196000.00         | $95.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 6.5000%  | 0.0000% | $810000.00         | $1077.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $120596.00         | $176.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $170719.00         | $238.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $537860.00         | $2369.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 7.5000%  | 0.0000% | $30000.00          | $67.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $878120.00         | $1588.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $87172.00          | $504.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $224023.00         | $3923.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-15      | 6.0000%  | 0.0000% | $206826.00         | $962.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-15      | 6.0000%  | 0.0000% | $80000.00          | $520.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $135647.00         | $153.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-15      | 5.5000%  | 0.0000% | $486000.00         | $1336.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $250000.00         | $1930.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $440410.00         | $2147.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $64000.00          | $1875.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $2609212.00        | $4657.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $394247.00         | $887.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $2224.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $1682.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 6.0000%  | 0.0000% | $190533.00         | $463.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265805.00       | $12449.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805786.00       | $4236.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 7.5000%  | 0.0000% | $3822.00           | $0.01              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $42.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $169.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 6.5000%  | 0.0000% | $98966.00          | $38.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $182122.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $33753.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $4726.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $6726.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $96515.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188379.00      | $938619.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 5.0000%  | 0.0000% | $99964.00          | $577.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $25000.00          | $724.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $13757.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $43769.00          | $487.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $95000.00          | $824.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 7.0000%  | 0.0000% | $359000.00         | $4129.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 6.0000%  | 0.0000% | $30000.00          | $231.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 6.5000%  | 0.0000% | $70000.00          | $556.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5336.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $32.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $21793.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278328.00         | $349.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $125000.00         | $1601.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $247568.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $209785.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $5857.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $10012.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $116000.00         | $4127.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17635919.00       | $621831.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $116000.00         | $4137.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $2788.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $5052017.00        | $163990.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $29836.00          | $18823.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $1174.00           | $857.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $734598.00         | $433646.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1989.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1390.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $725.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $767.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $8000.00           | $4205.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $153000.00         | $103598.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $677.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1353.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $725.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $6000.00           | $3637.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $696.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $605.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 4.0000%  | 0.0000% | $1000.00           | $12.67             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $7110.00           | $3354.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $6000.00           | $451.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2191.00           | $1535.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $775000.00         | $1938.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1992.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2737.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1304.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1379.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1002.00           | $671.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $18211.00          | $12647.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $726.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1301.00           | $935.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1449.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4130.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $699.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $6000.00           | $2899.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1392.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $717.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2230.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $3808.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2296.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1458.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $782.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.5000%  | 0.0000% | $27000.00          | $20848.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $805.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1588.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $581331.00         | $436224.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2298.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2217.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $4000.00           | $2881.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $3000.00           | $2231.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $294000.00         | $230963.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $791.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $1135.00           | $859.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $797.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $529.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $8234270.00        | $1823.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 7.0000%  | 0.0000% | $22001.00          | $19.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $1117000.00        | $3202.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 7.5000%  | 0.0000% | $1487550.00        | $1113.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.0000%  | 0.0000% | $105402.00         | $127.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $253863.00         | $46.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $20341.00          | $573.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1770.00           | $442.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2746134.00        | $2734887.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-15      | 6.0000%  | 0.0000% | $339000.00         | $2321.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 6.0000%  | 0.0000% | $387000.00         | $1545.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 5.5000%  | 0.0000% | $1236507.00        | $2303.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-15      | 5.5000%  | 0.0000% | $25169.00          | $467.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 4.0000%  | 0.0000% | $600000.00         | $47.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-15      | 3.0000%  | 0.0000% | $55000.00          | $335.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 6.0000%  | 0.0000% | $238428.00         | $3251.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 6.0000%  | 0.0000% | $60000.00          | $2935.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $25000.00          | $196.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-15      | 6.0000%  | 0.0000% | $65840.00          | $2459.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $13023.00          | $592.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.5000%  | 0.0000% | $25000.00          | $2039.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $60000.00          | $3995.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $257000.00         | $2433.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 4.5000%  | 0.0000% | $25000.00          | $190.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $25000.00          | $244.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-20      | 4.8100%  | 0.0000% | $290000.00         | $2183.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $137519.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $26000.00          | $2276.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $27725.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $407790.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $63376.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $513137.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1002300.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $126831.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $98693.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $510881.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $259567.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $449755.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $353541.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1094.00           | $92.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $29150.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $365011.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $505755.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $36825.00          | $3761.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $64363.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $613688.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583962.00        | $1081605.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $284916.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $495202.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $522422.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $23394.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $989787.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $622344.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-15      | 6.0000%  | 0.0000% | $25198.00          | $363.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $52919.00          | $4187.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 7.5000%  | 0.0000% | $270000.00         | $2286.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $1168128.00        | $2557.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 7.5000%  | 0.0000% | $25000.00          | $608.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $601531.00         | $2310.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $1430540.00        | $2377.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $1298297.00        | $3832.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $102192.00         | $221.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $56816.00          | $325.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $796.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $75248.00          | $1155.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $49000.00          | $184.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 6.0000%  | 0.0000% | $96757.00          | $357.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 6.0000%  | 0.0000% | $455041.00         | $1766.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.0000%  | 0.0000% | $45000.00          | $482.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $70451.00          | $1583.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $368097.00         | $2002.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-15      | 6.0000%  | 0.0000% | $1000418.00        | $3105.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $1059.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $2303403.00        | $3624.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $888814.00         | $952.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $853718.00         | $1065.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $26098.00          | $168.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 6.0000%  | 0.0000% | $775555.00         | $2220.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.0000%  | 0.0000% | $67391.00          | $189.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $257827.00         | $977.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $499800.00         | $271.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $383009.00         | $3921.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $518408.00         | $455.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $41000.00          | $249.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $68826.00          | $656.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 6.0000%  | 0.0000% | $387732.00         | $4008.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $144468.00         | $2755.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $790042.00         | $3945.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $1839978.00        | $3484.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $850422.00         | $205.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 8.0000%  | 0.0000% | $170030.00         | $27.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 6.5000%  | 0.0000% | $163532.00         | $298.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 6.0000%  | 0.0000% | $283000.00         | $209.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.5000%  | 0.0000% | $90570.00          | $16.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $164000.00         | $62.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $219.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.5000%  | 0.0000% | $25000.00          | $3.62              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 7.5000%  | 0.0000% | $42500.00          | $26.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $606000.00         | $353.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.5000%  | 0.0000% | $4166000.00        | $676.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $196890.00         | $214.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.5000%  | 0.0000% | $34357.00          | $5.48              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 8.0000%  | 0.0000% | $25478.00          | $2.90              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $145904.00         | $121.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 8.0000%  | 0.0000% | $100000.00         | $30.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $4660704.00        | $3311.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $4300000.00        | $2476.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 8.0000%  | 0.0000% | $6600000.00        | $653.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.5000%  | 0.0000% | $1560818.00        | $320.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $100000.00         | $58.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $291000.00         | $196.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.5000%  | 0.0000% | $376676.00         | $275.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 6.0000%  | 0.0000% | $1236776.00        | $2175.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 6.5000%  | 0.0000% | $652873.00         | $625.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 7.5000%  | 0.0000% | $551263.00         | $371.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 8.0000%  | 0.0000% | $66004.00          | $14.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 7.5000%  | 0.0000% | $986813.00         | $391.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $232000.00         | $56.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $10406761.00       | $4586.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $5180386.00        | $3631.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 6.0000%  | 0.0000% | $567000.00         | $730.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $75000.00          | $38.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 6.5000%  | 0.0000% | $700000.00         | $481.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.0000%  | 0.0000% | $149391.00         | $64.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 7.5000%  | 0.0000% | $1320750.00        | $730.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 6.5000%  | 0.0000% | $2713374.00        | $4791.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.0000%  | 0.0000% | $218250.00         | $156.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 7.5000%  | 0.0000% | $75562.00          | $10.73             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 7.5000%  | 0.0000% | $1017041.00        | $364.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $1724213.00        | $473.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 7.5000%  | 0.0000% | $114000.00         | $58.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 6.5000%  | 0.0000% | $171000.00         | $194.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 7.5000%  | 0.0000% | $760000.00         | $228.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 7.5000%  | 0.0000% | $505000.00         | $2.77              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $16000.00          | $3566.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 6.2370%  | 0.0000% | $144000.00         | $4147.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $19000.00          | $4248.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1408.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $8000.00           | $970.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $5107.00           | $959.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $30000.00          | $3379.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $20000.00          | $85.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $14000.00          | $2266.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 4.0000%  | 0.0000% | $2620191.00        | $8.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $375000.00         | $3990.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $241.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $165.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $27000.00          | $3831.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $25000.00          | $3370.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 3.5000%  | 0.0000% | $1000.00           | $72.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $2161.00           | $424.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 4.0000%  | 0.0000% | $2859.00           | $5.65              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 6.0000%  | 0.0000% | $9408.00           | $1601.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $61.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $12000.00          | $1221.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 5.8580%  | 0.0000% | $53000.00          | $3171.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $55000.00          | $3341.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 3.0000%  | 0.0000% | $27545.00          | $2444.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1409.00           | $366.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1058.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $2307.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $368.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $51000.00          | $3447.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $3246.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1047.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $3532.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2981.00           | $1488.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.3700%  | 0.0000% | $248404.00         | $204076.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.3000%  | 0.0000% | $1910700.00        | $1835501.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $661.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $25016.00          | $1054.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $1012.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 7.5000%  | 0.0000% | $225000.00         | $3120.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $17000.00          | $174.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.5000%  | 0.0000% | $92000.00          | $4580.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $20888.00          | $969.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1259.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 6.0000%  | 0.0000% | $2000.00           | $52.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $21720.00          | $825.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1049.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $1532.00           | $70.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.2500%  | 0.0000% | $100000.00         | $1523.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 5.0000%  | 0.0000% | $110000.00         | $753.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $90000.00          | $816.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9005.00           | $4878.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $2031.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $75741.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $6029.00           | $3329.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2823.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $3184.00           | $1837.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $430391.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $65439.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3000.00           | $1774.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248014.00         | $108522.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $53236.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $73588.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $18279.00          | $11864.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $794.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $438794.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $4441.00           | $2711.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $76753.00          | $0.05              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $41000.00          | $0.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.0000%  | 0.0000% | $25000.00          | $4.81              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.5000%  | 0.0000% | $137000.00         | $68.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 7.5000%  | 0.0000% | $280000.00         | $4.93              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 8.0000%  | 0.0000% | $55614.00          | $3.71              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.0000%  | 0.0000% | $787167.00         | $19.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $222092.00         | $1914.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $44350.00          | $10.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.5000%  | 0.0000% | $3000000.00        | $431.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 7.2500%  | 0.0000% | $115000.00         | $3.79              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $75000.00          | $4.32              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $647000.00         | $476.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $736403.00         | $543.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $7877981.00        | $709.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $1616365.00        | $82.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.0000%  | 0.0000% | $224026.00         | $44.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $229464.00         | $85.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.5000%  | 0.0000% | $1299445.00        | $727.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.0000%  | 0.0000% | $234000.00         | $77.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $919789.00         | $2018.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 7.0000%  | 0.0000% | $151020.00         | $135.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 7.0000%  | 0.0000% | $173488.00         | $125.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 7.5000%  | 0.0000% | $66308.00          | $476.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $800000.00         | $205.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $30748.00          | $6.05              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 8.0000%  | 0.0000% | $1133597.00        | $652.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 8.0000%  | 0.0000% | $43855.00          | $38.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.5000%  | 0.0000% | $640000.00         | $356.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 7.5000%  | 0.0000% | $30000.00          | $39.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 8.5000%  | 0.0000% | $953972.00         | $678.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 7.5000%  | 0.0000% | $218000.00         | $74.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 8.0000%  | 0.0000% | $830538.00         | $209.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 8.5000%  | 0.0000% | $876223.00         | $772.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 7.5000%  | 0.0000% | $25000.00          | $10.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 8.0000%  | 0.0000% | $5000000.00        | $2042.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 9.0000%  | 0.0000% | $699107.00         | $627.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 8.0000%  | 0.0000% | $31210.00          | $13.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 8.0000%  | 0.0000% | $505000.00         | $407.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $75000.00          | $43.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.5000%  | 0.0000% | $7313221.00        | $1301.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $725329.00         | $45.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $532183.00         | $23.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $1179327.00        | $124.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-15      | 8.0000%  | 0.0000% | $372872.00         | $75.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-15      | 8.0000%  | 0.0000% | $30000.00          | $14.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1596.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $25651.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $6243.00           | $4363.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $706.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1117.00           | $772.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $8120462.00        | $4784472.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $703.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $702.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $25733.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $6000.00           | $4294.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $232792.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $947205.00         | $558706.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $35899866.00       | $26111361.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $668503.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $478.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501997.00        | $460852.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $627.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $620.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1498.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $852276.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $468.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $142204.00         | $46048.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $503113.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $50000.00          | $30929.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $617.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $1585.00           | $1167.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $386983.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $1905.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $337.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $748.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1838.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $393702.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $93304.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $5549.00           | $2943.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $707805.00         | $270677.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $732006.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $647.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $59647.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $454.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $40000.00          | $7018.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $77842.00          | $5981.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 2.5000%  | 0.0000% | $6000.00           | $643.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1595.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1203.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $2000.00           | $197.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $1000.00           | $113.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $3000.00           | $324.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $105000.00         | $8228.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $2000.00           | $190.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $24493.00          | $6385.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 6.2680%  | 0.0000% | $63339.00          | $1660.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.0000%  | 0.0000% | $1000.00           | $8.54              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 6.0000%  | 0.0000% | $285000.00         | $1633.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.5000%  | 0.0000% | $190000.00         | $1607.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 5.5000%  | 0.0000% | $60000.00          | $228.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 5.0000%  | 0.0000% | $520000.00         | $4580.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 5.0000%  | 0.0000% | $148000.00         | $1328.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 5.0000%  | 0.0000% | $387000.00         | $3365.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 5.0000%  | 0.0000% | $76171.00          | $269.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $13981.00          | $49.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-07-01      | 7.0000%  | 0.0000% | $35000.00          | $433.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $18414.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $52.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $21000.00          | $209.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 5.5000%  | 0.0000% | $270000.00         | $1590.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $3440.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 5.0000%  | 0.0000% | $15000.00          | $30.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $600000.00         | $4486.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-12-01      | 7.0000%  | 0.0000% | $107557.00         | $290.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $1243.00           | $1.45              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 4.5000%  | 0.0000% | $1000.00           | $8.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-07-01      | 5.5000%  | 0.0000% | $6000.00           | $84.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 5.5000%  | 0.0000% | $35902.00          | $94.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $9760.00           | $40.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $1000.00           | $8.13              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 8.0000%  | 0.0000% | $2016384.00        | $3337.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 5.0000%  | 0.0000% | $1000.00           | $9.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $71.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 5.5000%  | 0.0000% | $20000.00          | $162.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 5.0000%  | 0.0000% | $18000.00          | $112.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 6.5850%  | 0.0000% | $299000.00         | $3556.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $9.66              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $328.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $87600.00          | $826.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $271.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.0970%  | 0.0000% | $1000000.00        | $3237.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1675.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.0000%  | 0.0000% | $71911.00          | $798.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $151.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $38.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1662.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.3760%  | 0.0000% | $92000.00          | $636.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 6.5000%  | 0.0000% | $574378.00         | $4.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1001518.00        | $3705.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.0000%  | 0.0000% | $330181.00         | $1859.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2346.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 5.5000%  | 0.0000% | $11279.00          | $27.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.4650%  | 0.0000% | $92000.00          | $714.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.0000%  | 0.0000% | $278016.00         | $2611.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1746.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 4.8500%  | 0.0000% | $1000.00           | $64.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.7310%  | 0.0000% | $966221.00         | $23266.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.4510%  | 0.0000% | $625000.00         | $2651.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.7140%  | 0.0000% | $75000.00          | $415.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 6.6120%  | 0.0000% | $2394.00           | $112.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.8980%  | 0.0000% | $652000.00         | $4807.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 5.8720%  | 0.0000% | $350000.00         | $894.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 5.9380%  | 0.0000% | $450000.00         | $1198.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 5.7530%  | 0.0000% | $290000.00         | $808.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 6.8400%  | 0.0000% | $204000.00         | $4650.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2047.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 6.9320%  | 0.0000% | $380000.00         | $2550.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $13845.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $699685.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $205753.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $690533.00         | $435063.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $549.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1002.00           | $290.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $652105.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $4000.00           | $2208.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $287.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $269.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $4000.00           | $2902.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $70359124.00       | $25650475.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4000.00           | $1147.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $673.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $275359.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1065.00           | $734.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $3002.00           | $1175.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $4000.00           | $3470.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $2000.00           | $1764.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1400.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $755460.00         | $470336.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3000.00           | $1592.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $387999.00         | $351273.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3461.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25629.00          | $11157.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130821.00        | $377485.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $702258.00         | $549606.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $624341.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1080168.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1021.00           | $165.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $109042.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $303411.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $65968.00          | $2480.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8157.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $31068.00          | $3784.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $45006.00          | $3523.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $64328.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $976.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $78090.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14033.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $20019.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-15      | 3.5000%  | 0.0000% | $33564.00          | $3882.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $311744.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4706.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $41352.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5151.00           | $2502.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1074.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1083537.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $957037.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1163.00           | $399.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $1288.00           | $323.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $416254.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $64952.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1005.00           | $541.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $228524.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $2462.00           | $1309.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $49033.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $571657.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $87409.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $930561.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $613543.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $97999.00          | $57909.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $499000.00         | $378259.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $827493.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $270120.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $96097.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $802898.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $908085.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $827701.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1055251.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $50718.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $281796.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $811408.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $272687.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $862730.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $795610.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $788113.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1469.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $619437.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $4072.00           | $2965.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565002.00        | $882471.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $5000.00           | $4412.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $846548.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $745945.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2048.00           | $919.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $134.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $110975.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $207271.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-15      | 3.5000%  | 0.0000% | $62414.00          | $2494.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-15      | 3.5000%  | 0.0000% | $37000.00          | $4564.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $27478.00          | $4673.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $246726.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-15      | 3.0000%  | 0.0000% | $25109.00          | $3178.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1045183.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1051889.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $530.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $935356.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1082008.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $797590.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $949293.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1014660.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $959726.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $697.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $13952.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13590.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $877701.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1143795.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $28671.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $949585.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $744399.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27610.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $421247.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2051100.00        | $847929.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1108368.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $245388.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 7.0000%  | 0.0000% | $97000.00          | $24.73             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 6.7500%  | 0.0000% | $400000.00         | $1590.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 8.0000%  | 0.0000% | $50164.00          | $30.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.7500%  | 0.0000% | $75000.00          | $242.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $583897.00         | $2828.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 7.0000%  | 0.0000% | $154849.00         | $280.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 7.5000%  | 0.0000% | $218000.00         | $693.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $60000.00          | $79.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.5000%  | 0.0000% | $235882.00         | $305.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $277322.00         | $483.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.0000%  | 0.0000% | $107000.00         | $31.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-15      | 7.5000%  | 0.0000% | $816764.00         | $1650.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $6114171.00        | $1098.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 6.5000%  | 0.0000% | $554000.00         | $311.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 6.5000%  | 0.0000% | $84069.00          | $321.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $1753170.00        | $879.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $100000.00         | $339.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-15      | 6.7500%  | 0.0000% | $215000.00         | $460.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-15      | 6.7500%  | 0.0000% | $157000.00         | $361.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 7.5000%  | 0.0000% | $424865.00         | $376.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $3062.00           | $2336.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $534.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 6.0000%  | 0.0000% | $9000.00           | $4841.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1767.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6600.00           | $4241.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 3.5000%  | 0.0000% | $1000.00           | $820.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $4900.00           | $4200.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $1000.00           | $584.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $6000.00           | $5266.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $872.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2719.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 6.0000%  | 0.0000% | $7000.00           | $3987.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $15999.00          | $14343.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $884.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1734.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1770.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $883.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3164.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1324.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $667.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1120.00           | $576.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $889.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1352.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $599.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 4.0000%  | 0.0000% | $4000.00           | $3571.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3660.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $9915.00           | $7945.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3364.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $5000.00           | $4555.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $910.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $613.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $4000.00           | $2577.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2650.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $5000.00           | $4364.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $907.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1451.00           | $1145.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $206000.00         | $186349.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $2351558.00        | $1822733.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2292.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 3.5000%  | 0.0000% | $1024.00           | $917.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1831.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $13000.00          | $11576.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $365194.00         | $330657.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $1024.00           | $875.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $939.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 3.5000%  | 0.0000% | $1000.00           | $902.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $929.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $47900.00          | $47226.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $261951.00         | $256366.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2873.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $1000.00           | $944.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3980.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $5216640.00        | $5159454.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4091710.00        | $4135534.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1001.00           | $1045.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 5.5000%  | 0.0000% | $178394.00         | $1807.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 6.5000%  | 0.0000% | $835000.00         | $1031.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $12000.00          | $407.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1000.00           | $38.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $5000.00           | $160.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $36000.00          | $2022.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.1140%  | 0.0000% | $19220.00          | $811.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $59.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $46.33             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 6.3090%  | 0.0000% | $7710.00           | $380.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0520%  | 0.0000% | $990000.00         | $17738.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $17.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $1000.00           | $45.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $40.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $84000.00          | $2129.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $810590.00         | $338.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $3000.00           | $128.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $83000.00          | $3035.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $34000.00          | $2687.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $23000.00          | $1313.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 3.5000%  | 0.0000% | $145000.00         | $4525.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $7000.00           | $6377.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1062.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1828.00           | $1881.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $898.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4133.00           | $3599.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $5000.00           | $4115.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1011.00           | $811.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $3329.00           | $2880.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $4000.00           | $3321.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4716.00           | $4697.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 2.0000%  | 0.0000% | $1209.00           | $989.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $57400.00          | $45129.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 3.9000%  | 0.0000% | $43941.00          | $39582.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8470%  | 0.0000% | $4473503.00        | $4489224.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.6990%  | 0.0000% | $2450135.00        | $2435628.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.2970%  | 0.0000% | $500926.00         | $495746.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.4600%  | 0.0000% | $6309891.00        | $5177666.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8350%  | 0.0000% | $4795268.00        | $4746616.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1091.00           | $608.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1126.00           | $885.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $909.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1156.00           | $908.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1802.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 7.0000%  | 0.0000% | $1506.00           | $971.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6648.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4613.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2873.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2701.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1909.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1852.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1906.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1934.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $124000.00         | $92.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 7.0000%  | 0.0000% | $511285.00         | $988.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $29251.00          | $29.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $165935.00         | $347.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $1214097.00        | $961.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 9.0000%  | 0.0000% | $3978080.00        | $4921.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $915478.00         | $2486.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.0000%  | 0.0000% | $591465.00         | $676.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.0000%  | 0.0000% | $93000.00          | $340.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $1139654.00        | $2702.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.5000%  | 0.0000% | $2455671.00        | $341.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $123000.00         | $831.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.5000%  | 0.0000% | $168000.00         | $7.14              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $82000.00          | $118.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $439108.00         | $170.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $612343.00         | $823.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 7.5000%  | 0.0000% | $150000.00         | $264.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.0000%  | 0.0000% | $1000000.00        | $3002.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $410232.00         | $3566.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $846419.00         | $3601.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 6.2500%  | 0.0000% | $800000.00         | $2792.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 8.0000%  | 0.0000% | $32000.00          | $194.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $121538.00         | $173.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $224000.00         | $741.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $499950.00         | $308.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $516365.00         | $721.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 6.0000%  | 0.0000% | $383212.00         | $387.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $91112.00          | $1842.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $25000.00          | $583.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 4.5000%  | 0.0000% | $97085.00          | $3337.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $153000.00         | $3261.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $25000.00          | $772.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 4.5000%  | 0.0000% | $75000.00          | $4870.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 4.0000%  | 0.0000% | $1569.00           | $98.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $30000.00          | $293.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $280000.00         | $4155.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $97700.00          | $80.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $700000.00         | $622.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $663000.00         | $413.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 6.0000%  | 0.0000% | $58100.00          | $36.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $107000.00         | $377.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $720081.00         | $412.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $2575969.00        | $859.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $170000.00         | $130.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $6201658.00        | $1180.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $802464.00         | $320.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $94149.00          | $46.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $109735.00         | $167.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $160128.00         | $225.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-15      | 6.5000%  | 0.0000% | $81133.00          | $943.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $70000.00          | $135.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $200000.00         | $646.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.3750%  | 0.0000% | $180000.00         | $4022.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $4031857.00        | $3115.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $1417968.00        | $368.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $86102.00          | $137.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.5000%  | 0.0000% | $3011871.00        | $2290.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 7.5000%  | 0.0000% | $155017.00         | $100.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $98572.00          | $67.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.5590%  | 0.0000% | $32599.00          | $346.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 5.8350%  | 0.0000% | $102687.00         | $966.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 5.7370%  | 0.0000% | $577006.00         | $2778.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 5.8930%  | 0.0000% | $189890.00         | $1555.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 6.3410%  | 0.0000% | $53000.00          | $619.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1078.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 6.3910%  | 0.0000% | $368000.00         | $3178.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2282.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $11.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 7.5000%  | 0.0000% | $900000.00         | $3660.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 6.5000%  | 0.0000% | $63875.00          | $272.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $14.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 5.5000%  | 0.0000% | $180000.00         | $2717.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $35000.00          | $5.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.5000%  | 0.0000% | $100000.00         | $90.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $58000.00          | $267.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $40000.00          | $51.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 4.0000%  | 0.0000% | $475585.00         | $2406.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 2.5000%  | 0.0000% | $40000.00          | $3892.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $130000.00         | $0.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $340000.00         | $0.09              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $7000.00           | $917.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 4.0000%  | 0.0000% | $29000.00          | $1985.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $71.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 5.5000%  | 0.0000% | $185000.00         | $351.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $294390.00         | $1122.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $58444.00          | $201.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.6250%  | 0.0000% | $1000.00           | $6.94              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 5.0000%  | 0.0000% | $2000.00           | $10.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $120578.00         | $309.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 6.0000%  | 0.0000% | $14000.00          | $97.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 5.4900%  | 0.0000% | $1000.00           | $89.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 8.5000%  | 0.0000% | $1000.00           | $35.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $100000.00         | $853.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 5.0000%  | 0.0000% | $141624.00         | $840.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1.25              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1628.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 5.0000%  | 0.0000% | $20000.00          | $649.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.5000%  | 0.0000% | $27991.00          | $26.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 8.5000%  | 0.0000% | $588153.00         | $4870.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $26982.00          | $139.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 7.5000%  | 0.0000% | $148108.00         | $89.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $3565062.00        | $1447.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $55350.00          | $82.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $256000.00         | $125.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 7.5000%  | 0.0000% | $421954.00         | $3714.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.0000%  | 0.0000% | $280000.00         | $2170.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $25000.00          | $39.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-15      | 7.5000%  | 0.0000% | $3119777.00        | $1922.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-15      | 7.5000%  | 0.0000% | $55000.00          | $129.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 9.0000%  | 0.0000% | $125000.00         | $70.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $567659.00         | $2594.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $10671852.00       | $1918.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $846420.00         | $799.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $250000.00         | $224.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.0000%  | 0.0000% | $56000.00          | $140.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.0000%  | 0.0000% | $391000.00         | $83.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 7.5000%  | 0.0000% | $33214.00          | $7.94              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.5000%  | 0.0000% | $1346703.00        | $164.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $80132.00          | $1338.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-15      | 6.0000%  | 0.0000% | $105633.00         | $2941.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 4.5000%  | 0.0000% | $410000.00         | $2604.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $130000.00         | $196.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $254718.00         | $252.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $2002585.00        | $4170.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $253093.00         | $622.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $41000.00          | $144.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $123120.00         | $1926.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $49918.00          | $534.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $852097.00         | $1136.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $45311.00          | $908.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $203568.00         | $630.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $1127628.00        | $2902.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 7.5000%  | 0.0000% | $352772.00         | $604.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $291306.00         | $429.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $797807.00         | $1950.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $272664.00         | $1055.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-15      | 6.0000%  | 0.0000% | $35631.00          | $3.71              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $99263.00          | $3000.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $4555.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $235000.00         | $1368.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $500000.00         | $7.61              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-15      | 8.5000%  | 0.0000% | $253478.00         | $12.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 7.5000%  | 0.0000% | $81142.00          | $125.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $992920.00         | $395.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $767.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $244066.00         | $1387.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.5000%  | 0.0000% | $1450416.00        | $1505.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-15      | 8.0000%  | 0.0000% | $108560.00         | $6.94              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.0000%  | 0.0000% | $102000.00         | $3.86              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $129796.00         | $6.00              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 7.5000%  | 0.0000% | $175160.00         | $8.58              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 7.5000%  | 0.0000% | $947789.00         | $1093.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-15      | 8.0000%  | 0.0000% | $341450.00         | $5.10              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $2114768.00        | $2433.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.5000%  | 0.0000% | $188965.00         | $432.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $505000.00         | $2768.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-15      | 7.5000%  | 0.0000% | $39200.00          | $0.16              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 7.5000%  | 0.0000% | $1259838.00        | $44.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $184855.00         | $3.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 8.0000%  | 0.0000% | $737946.00         | $20.73             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $38453.00          | $18.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 7.5000%  | 0.0000% | $479287.00         | $157.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 8.0000%  | 0.0000% | $280301.00         | $1.12              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 7.5000%  | 0.0000% | $110000.00         | $1.73              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 9.0000%  | 0.0000% | $1803690.00        | $114.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $140000.00         | $1.80              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $1474795.00        | $313.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 8.5000%  | 0.0000% | $997974.00         | $8.60              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $208000.00         | $2.71              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 7.5000%  | 0.0000% | $25000.00          | $3.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $492894.00         | $5.20              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $99231.00          | $22.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 7.5000%  | 0.0000% | $80000.00          | $6.54              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.7500%  | 0.0000% | $25000.00          | $99.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 9.0000%  | 0.0000% | $96492.00          | $84.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 8.0000%  | 0.0000% | $297422.00         | $75.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 8.0000%  | 0.0000% | $1011474.00        | $878.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $495000.00         | $264.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 7.0000%  | 0.0000% | $167068.00         | $53.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 8.0000%  | 0.0000% | $49800.00          | $9.50              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-15      | 7.5000%  | 0.0000% | $130000.00         | $9.53              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.0000%  | 0.0000% | $1078320.00        | $361.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $1011503.00        | $607.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $45000.00          | $1876.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $61608.00          | $11.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 8.0000%  | 0.0000% | $152995.00         | $86.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-15      | 7.2500%  | 0.0000% | $197500.00         | $185.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 4.5000%  | 0.0000% | $959813.00         | $890.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 4.5000%  | 0.0000% | $41404.00          | $6.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 4.0000%  | 0.0000% | $70000.00          | $4745.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $36000.00          | $889.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $18000.00          | $1698.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.5000%  | 0.0000% | $600291.00         | $717.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $1628776.00        | $781.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $1243831.00        | $1559.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $135248.00         | $191.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.5000%  | 0.0000% | $209816.00         | $329.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.0000%  | 0.0000% | $103748.00         | $88.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $429827.00         | $1114.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.0000%  | 0.0000% | $305985.00         | $3775.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $25000.00          | $106.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 7.7500%  | 0.0000% | $386000.00         | $717.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 8.0000%  | 0.0000% | $343408.00         | $1142.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 7.5000%  | 0.0000% | $174128.00         | $1449.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 7.5000%  | 0.0000% | $75000.00          | $1848.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $209668.00         | $167.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $162000.00         | $720.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.0000%  | 0.0000% | $300100.00         | $937.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 7.5000%  | 0.0000% | $200000.00         | $350.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $1243479.00        | $2534.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 7.5000%  | 0.0000% | $30000.00          | $939.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.5000%  | 0.0000% | $504667.00         | $989.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.5000%  | 0.0000% | $802103.00         | $3477.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.5000%  | 0.0000% | $1620784.00        | $1474.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.0000%  | 0.0000% | $1303878.00        | $3115.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.0000%  | 0.0000% | $112000.00         | $201.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $361944.00         | $1315.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-15      | 8.0000%  | 0.0000% | $26000.00          | $31.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 7.5000%  | 0.0000% | $97151.00          | $132.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $180941.00         | $847.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 6.0000%  | 0.0000% | $173268.00         | $424.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 9.0000%  | 0.0000% | $98716.00          | $491.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 7.5000%  | 0.0000% | $94684.00          | $72.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $3026035.00        | $534.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 8.0000%  | 0.0000% | $496412.00         | $64.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 7.5000%  | 0.0000% | $81679.00          | $2392.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $506473.00         | $552.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 8.0000%  | 0.0000% | $160000.00         | $118.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.2500%  | 0.0000% | $31000.00          | $24.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $25000.00          | $2.67              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $538210.00         | $1199.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 6.5000%  | 0.0000% | $230000.00         | $80.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $10000000.00       | $2990.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.5000%  | 0.0000% | $404532.00         | $3347.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 8.5000%  | 0.0000% | $982252.00         | $1766.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 8.0000%  | 0.0000% | $495000.00         | $737.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.5000%  | 0.0000% | $50036.00          | $342.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 7.0000%  | 0.0000% | $83000.00          | $29.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $100548.00         | $122.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $9000.00           | $6016.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $6000.00           | $4257.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4827.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1596.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $706.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1470.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1527.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $31000.00          | $22762.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2946.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1032.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $1201.00           | $891.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $740.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2288.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $400000.00         | $297485.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $782.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2141.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $298051.00         | $195925.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2417.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 4.5000%  | 0.0000% | $6000.00           | $3363.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $694.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1103.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $746.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $556.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $8000.00           | $3992.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5671.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3019.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $127230.00         | $92690.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $4000.00           | $3167.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1682.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2373.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $824.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $290000.00         | $178778.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1388.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 3.5000%  | 0.0000% | $6010.00           | $4759.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 3.5000%  | 0.0000% | $1000.00           | $590.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.0000%  | 0.0000% | $3000.00           | $1826.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $7000.00           | $3562.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $800.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1673.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $5000.00           | $4231.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1696.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2373.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.5000%  | 0.0000% | $6000.00           | $2940.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1744.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.4590%  | 0.0000% | $4626224.00        | $4624077.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $61100.00          | $61749.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1460432.00        | $1447019.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2008.00           | $2006.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $993.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.3940%  | 0.0000% | $3314720.00        | $3299964.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $1086440.00        | $1129914.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2898.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-12-01      | 5.0000%  | 0.0000% | $3165.00           | $2446.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2466.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1651.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1738.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $631.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1481.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $822.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $808.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3010.00           | $2869.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $927.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $999.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 4.0000%  | 0.0000% | $1000.00           | $921.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $913.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $1000.00           | $995.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 3.0000%  | 0.0000% | $1084.00           | $944.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $83856.00          | $85025.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $7000.00           | $955.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $804.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $1978063.00        | $167.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2404.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $60000.00          | $2054.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 2.5000%  | 0.0000% | $2000.00           | $352.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 4.0000%  | 0.0000% | $6000.00           | $1247.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $104.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-15      | 8.5000%  | 0.0000% | $228305.00         | $112.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 8.5000%  | 0.0000% | $2121746.00        | $1469.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 8.0000%  | 0.0000% | $25000.00          | $2.07              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $5471280.00        | $2815.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 8.5000%  | 0.0000% | $74415.00          | $311.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 8.0000%  | 0.0000% | $25000.00          | $11.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 8.0000%  | 0.0000% | $184069.00         | $33.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.5000%  | 0.0000% | $47746.00          | $80.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 8.5000%  | 0.0000% | $1605000.00        | $707.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-15      | 8.5000%  | 0.0000% | $188954.00         | $982.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 8.0000%  | 0.0000% | $48000.00          | $16.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.0000%  | 0.0000% | $25000.00          | $10.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $1018887.00        | $446.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 8.0000%  | 0.0000% | $134000.00         | $4.82              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.5000%  | 0.0000% | $90000.00          | $124.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 7.5000%  | 0.0000% | $1000000.00        | $60.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 8.5000%  | 0.0000% | $2041375.00        | $181.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 7.5000%  | 0.0000% | $340000.00         | $56.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 8.0000%  | 0.0000% | $2137274.00        | $507.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 6.5000%  | 0.0000% | $36618.00          | $62.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.0000%  | 0.0000% | $100000.00         | $26.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.5000%  | 0.0000% | $28370.00          | $65.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $50000.00          | $6.66              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.5000%  | 0.0000% | $716361.00         | $565.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $30037.00          | $116.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.5000%  | 0.0000% | $894705.00         | $2704.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 7.5000%  | 0.0000% | $124000.00         | $9.84              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.0000%  | 0.0000% | $164170.00         | $69.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 7.5000%  | 0.0000% | $112947.00         | $11.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $21.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 7.5000%  | 0.0000% | $55000.00          | $119.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 7.5000%  | 0.0000% | $140000.00         | $415.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 6.5000%  | 0.0000% | $903687.00         | $542.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 7.0000%  | 0.0000% | $321000.00         | $38.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-15      | 8.5000%  | 0.0000% | $592737.00         | $2978.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 8.5000%  | 0.0000% | $53223.00          | $17.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $176088.00         | $131.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 8.5000%  | 0.0000% | $1005702.00        | $751.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $13.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $29000.00          | $55.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.0000%  | 0.0000% | $27600.00          | $91.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.2500%  | 0.0000% | $255000.00         | $2746.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1820.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $8000.00           | $835.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $257.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1136.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $8000.00           | $1295.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $12000.00          | $2017.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $166.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $5000.00           | $639.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $874.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $8000.00           | $1128.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1580.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $12000.00          | $2220.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $154.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $35000.00          | $4119.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 2.5000%  | 0.0000% | $10417.00          | $2422.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $14000.00          | $4068.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $21000.00          | $3911.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $270.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1179.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $4000.00           | $1177.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1003.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $438.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1435.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $600000.00         | $341570.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $428.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $728.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $7000.00           | $4519.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1690.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1488.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1676.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $7000.00           | $4357.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 2.5000%  | 0.0000% | $24000.00          | $12221.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $10000.00          | $6371.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $7004.00           | $4440.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $631.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $5000.00           | $3225.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1298.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $1000.00           | $586.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.0000%  | 0.0000% | $14000.00          | $8095.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4209.10           | Agency Mortgage-Backed Securities |

### Security 279: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBXZ6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBXZ6_3.66_0501
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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            | 2033-11-15      | 4.5000%  | 0.0000% | $18980300.00       | $19641865.18       | U.S. Treasuries (including strips) |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $114345000.00      | $88324040.24       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note            | 2033-08-15      | 3.8750%  | 0.0000% | $98485000.00       | $96891637.85       | U.S. Treasuries (including strips) |

### Security 280: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY36, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1HBY36_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $991056400.00      | $991660875.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $50000000.00       | $28339186.50       | U.S. Treasuries (including strips) |

### Security 281: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY44, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1HBY44_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2029-04-15      | 3.8750%  | 0.0000% | $245000.00         | $526928.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-01-15      | 1.7500%  | 0.0000% | $396257500.00      | $630764608.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $4999900.00        | $4164283.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47580321.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $704693800.00      | $698241923.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $150000000.00      | $148722000.00      | U.S. Treasuries (including strips) |

### Security 282: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY51, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1HBY51_3.64_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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  | 2031-08-31      | 3.7500%  | 0.0000% | $354265100.00      | $350363235.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $111467397.10      | $80551022.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $87454141.88       | $79085742.50       | U.S. Treasuries (including strips) |

### Security 283: Credit Agricole - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY69, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1HBY69_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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:** Credit Agricole - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2042-11-15      | 2.7500%  | 0.0000% | $267900.00         | $205669.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $8791800.00        | $7261732.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $600.00            | $387.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 4.7500%  | 0.0000% | $1000.00           | $1002.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $54831400.00       | $52518770.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $183.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $20986400.00       | $18430340.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $439000.00         | $418207.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $24761900.00       | $21658105.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $2126700.00        | $2025712.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $927.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 3.5000%  | 0.0000% | $59044200.00       | $58594519.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $193700.00         | $199378.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $500.00            | $504.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1011.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 4.2500%  | 0.0000% | $534438000.00      | $544165492.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $121131600.00      | $122130609.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 3.6250%  | 0.0000% | $1000.00           | $987.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $39962000.00       | $39876954.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8332%  | 0.0000% | $100.00            | $100.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 3.5000%  | 0.0000% | $153197400.00      | $152612139.35      | U.S. Treasuries (including strips) |

### Security 284: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY77, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1HBY77_3.65_0501
- **C.18 - Value (incl. sponsor support):** $5400000000.00
- **C.18.a - Value (excl. sponsor support):** $5400000000.00
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-01-15      | 1.7500%  | 0.0000% | $834442500.00      | $1328269613.42     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $1905140000.00     | $1969510074.97     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $1972976200.00     | $2009539231.47     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $198610800.00      | $200681169.48      | U.S. Treasuries (including strips) |

### Security 285: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY85, C.3 - LEI: N/A, C.5 - Other ID: ARP1HBY85_3.64_0501
- **C.18 - Value (incl. sponsor support):** $5099900000.00
- **C.18.a - Value (excl. sponsor support):** $5099900000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $45935200.00       | $46984286.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48820396.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48820396.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48820396.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49476172.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $50062498.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $50062498.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $50062498.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $50062498.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331519.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $27921400.00       | $28106529.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51412636.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51412636.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51412636.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-01      | 3.8750%  | 0.0000% | $29206800.00       | $29435935.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51745877.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $14378300.00       | $14880354.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50554210.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50554210.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49800439.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49800439.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $51683355.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $51683355.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50300101.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50300101.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50106556.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50106556.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $49624999.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $49624999.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $49624999.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50225482.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $8243600.00        | $8280775.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $4064800.00        | $4157633.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $49498300.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $49498300.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49023564.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49023564.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49624999.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $22584300.00       | $22414917.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-02      | 4.6250%  | 0.0000% | $50000000.00       | $52209306.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51141919.92       | U.S. Treasuries (including strips) |

### Security 286: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBY93, C.3 - LEI: N/A, C.5 - Other ID: ARP1HBY93_3.64_0501
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2028-12-31      | 3.7500%  | 0.0000% | $73108300.00       | $73707271.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $263687700.00      | $261798905.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $382830000.00      | $378493891.84      | U.S. Treasuries (including strips) |

### Security 287: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HBYD4, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1HBYD4_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2027-11-15      | 2.2500%  | 0.0000% | $132159300.00      | $130213476.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $6715400.00        | $6656258.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $3267000.00        | $3304346.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $40489900.00       | $40529868.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.7500%  | 0.0000% | $74558500.00       | $74296054.08       | U.S. Treasuries (including strips) |

### Security 288: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC247, C.3 - LEI: N/A, C.5 - Other ID: ARP1HC247_3.64_0501
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2029-06-30      | 3.2500%  | 0.0000% | $10000000.00       | $9895234.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $49937498.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $49937498.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $8612100.00        | $8601334.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $49343576.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $49343576.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $49343576.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $49343576.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2035-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $49343576.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48860150.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48860150.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48860150.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48860150.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51469950.55       | U.S. Treasuries (including strips) |

### Security 289: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.750000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1HC3P9, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1HC3P9_3.75_0504
- **C.18 - Value (incl. sponsor support):** $890252941.17
- **C.18.a - Value (excl. sponsor support):** $890252941.17
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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.: 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 290: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **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: ARP1HCO35, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1HCO35_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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    | 2054-09-01      | 5.5000%  | 0.0000% | $522027.00         | $462613.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1020.00           | $703.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $3972560.00        | $3506623.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.2750%  | 0.0000% | $1000.00           | $1002.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $16539841.00       | $8927580.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $15839069.00       | $10950222.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2662.00           | $1712.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $19551.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $58907443.00       | $32755663.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $251430.00         | $203271.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $82335744.00       | $72626421.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $24201714.00       | $24573755.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1100.00           | $492.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $100849459.00      | $64899508.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $5403670.00        | $4090429.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $456619.00         | $351233.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $9853256.00        | $2506675.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $949374.00         | $897125.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $4025094.00        | $3512716.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $172690.00         | $164478.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $582677.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $44090800.00       | $23563181.37       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 6.6670%  | 0.0000% | $208337.00         | $182870.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $67054.00          | $49341.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $5797263.00        | $4591376.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1211166.00        | $237811.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2331104.00        | $934585.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $5178499.00        | $2758148.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $997.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1317648.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $770321.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $144087.00         | $75751.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1612.00           | $61.26             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-16      | N/A      | 0.0000% | $845300.00         | $841415.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $300.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $178.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $66144200.00       | $46324123.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $84325500.00       | $61491469.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $46182200.00       | $29171671.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $300.00            | $188.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $1992600.00        | $1130089.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $23808500.00       | $16572270.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $173.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $5883000.00        | $5791694.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $189.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $434100.00         | $430057.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $268700.00         | $301355.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1019.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 4.5000%  | 0.0000% | $5000.00           | $5175.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $209600.00         | $213415.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $39000.00          | $39777.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $11080800.00       | $11190108.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $1533700.00        | $1533526.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $1306.00           | $46.01             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 3.0000%  | 0.0000% | $1000.00           | $187.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $180.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $66510.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $79869000.00       | $41972421.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $27471.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $21266.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $4742936.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1101.00           | $964.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $68974000.00       | $24239788.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $51862.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $20977.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $300382.00         | $320478.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-05-01      | 3.0000%  | 0.0000% | $1056.00           | $302.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.1400%  | 0.0000% | $70101.00          | $63865.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 2.3300%  | 0.0000% | $1120886.00        | $961283.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 4.3850%  | 0.0000% | $1086.00           | $1074.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-04-01      | 4.1400%  | 0.0000% | $238595.00         | $236595.76         | Agency Mortgage-Backed Securities  |

### Security 291: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCO43, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1HCO43_3.64_0501
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 | 2031-08-15      | 1.2500%  | 0.0000% | $48985100.00       | $42566594.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $36896400.00       | $37051124.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $43340700.00       | $42914024.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $44983200.00       | $44556885.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $44182900.00       | $45339971.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $44337500.00       | $44239059.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $9423300.00        | $9558421.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $45905700.00       | $46359566.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $44387900.00       | $44450541.14       | U.S. Treasuries (including strips) |

### Security 292: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.650000%
- **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: ARP1HCO50, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP1HCO50_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2051-05-20      | 2.5000%  | 0.0000% | $47073827.00       | $23573405.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $295189.00         | $209332.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $382190926.00      | $204252000.63      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $547999157.00      | $541257881.04      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $285199634.00      | $256656073.88      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $5200.00           | $4667.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $2797600.00        | $2765642.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $1345300.00        | $1345147.77        | U.S. Treasuries (including strips) |

### Security 293: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.650000%
- **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: ARP1HCO76, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1HCO76_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                | 2026-09-11      | 3.0000%  | 0.0000% | $95000.00          | $95107.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-12-11      | 2.1250%  | 0.0000% | $75000.00          | $74837.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2028-06-09      | 3.2500%  | 0.0000% | $20000.00          | $19971.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-06-11      | 3.1250%  | 0.0000% | $20000.00          | $20082.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2028-12-08      | 3.5000%  | 0.0000% | $50000.00          | $50067.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2029-09-14      | 2.1250%  | 0.0000% | $125000.00         | $117585.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-03-12      | 1.6250%  | 0.0000% | $30000.00          | $29502.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-26      | 0.9000%  | 0.0000% | $500000.00         | $496164.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2029-06-08      | 3.6250%  | 0.0000% | $500000.00         | $501752.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-09-10      | 4.1250%  | 0.0000% | $15000.00          | $15116.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2029-12-14      | 4.5000%  | 0.0000% | $25000.00          | $25808.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2028-06-09      | 4.0000%  | 0.0000% | $50000.00          | $50808.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2030-06-14      | 4.1250%  | 0.0000% | $60000.00          | $61051.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-12      | 4.7500%  | 0.0000% | $2000000.00        | $2038536.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2030-12-13      | 4.7500%  | 0.0000% | $9000000.00        | $9422895.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-10-29      | 3.7800%  | 0.0000% | $1250000.00        | $1250894.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-04-08      | 3.7150%  | 0.0000% | $1000000.00        | $1002590.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-09-22      | 3.8100%  | 0.0000% | $2300000.00        | $2310277.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-10-08      | 3.8200%  | 0.0000% | $695000.00         | $696733.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-07-10      | 3.6600%  | 0.0000% | $1000000.00        | $1005167.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-24      | 3.6100%  | 0.0000% | $8000000.00        | $8098360.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-22      | 3.6100%  | 0.0000% | $3000000.00        | $3036795.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-21      | 3.6550%  | 0.0000% | $1000000.00        | $1006910.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-10-06      | 3.6550%  | 0.0000% | $1000000.00        | $1002438.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-11-02      | 3.6600%  | 0.0000% | $1000000.00        | $1006018.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-12-10      | 2.5000%  | 0.0000% | $55000.00          | $54305.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2028-03-10      | 3.0000%  | 0.0000% | $20000.00          | $19737.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-19      | N/A      | 0.0000% | $1700000.00        | $1680994.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-23      | N/A      | 0.0000% | $500000.00         | $492649.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-10-09      | N/A      | 0.0000% | $200000.00         | $196737.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-05-27      | N/A      | 0.0000% | $451000.00         | $449737.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-03      | N/A      | 0.0000% | $2300000.00        | $2291973.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-24      | N/A      | 0.0000% | $965000.00         | $959605.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-07-01      | N/A      | 0.0000% | $300000.00         | $298107.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-11-26      | 3.2300%  | 0.0000% | $90000.00          | $79374.35          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-02-09      | 3.2000%  | 0.0000% | $150000.00         | $147691.50         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-01-23      | 2.0800%  | 0.0000% | $25000.00          | $23447.71          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2039-02-07      | 2.3900%  | 0.0000% | $184000.00         | $141313.89         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-04-27      | 4.9500%  | 0.0000% | $5000000.00        | $4969507.50        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-07-08      | 4.7500%  | 0.0000% | $2000000.00        | $2032971.56        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-06-03      | 3.7350%  | 0.0000% | $4300000.00        | $4326214.47        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-11      | 4.5000%  | 0.0000% | $220000.00         | $225342.70         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-07-15      | 3.7600%  | 0.0000% | $450000.00         | $450798.13         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-07-19      | 3.8800%  | 0.0000% | $150000.00         | $150382.29         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-08-06      | 4.0000%  | 0.0000% | $40000.00          | $40443.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-03-14      | 5.6250%  | 0.0000% | $300000.00         | $328125.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | N/A      | 0.0000% | $5000.00           | $3818.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-08-06      | N/A      | 0.0000% | $8200000.00        | $4509212.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $118000.00         | $128888.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $10000.00          | $11343.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-05-15      | N/A      | 0.0000% | $910000.00         | $908545.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-01-15      | N/A      | 0.0000% | $530000.00         | $475158.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1000000.00        | $956934.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $537000.00         | $534050.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-27      | 6.0900%  | 0.0000% | $8000.00           | $8266.31           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2036-04-01      | 5.8800%  | 0.0000% | $5000.00           | $5534.95           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2030-05-01      | 7.1250%  | 0.0000% | $93000.00          | $106635.67         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2031-09-15      | 1.5000%  | 0.0000% | $4000.00           | $3493.95           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $204950000.00      | $198641639.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-15      | 3.5000%  | 0.0000% | $252889000.00      | $250912672.48      | U.S. Treasuries (including strips) |

### Security 294: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.650000%
- **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: ARP1HCO92, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1HCO92_3.65_0501
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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.         | 2030-07-01      | 2.5000%  | 0.0000% | $15500.00          | $1199.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 2.5000%  | 0.0000% | $740000.00         | $41273.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $1590000.00        | $129565.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $3102094.00        | $210704.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $3281000.00        | $680315.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.0000%  | 0.0000% | $2400000.00        | $631053.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $4845.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $286000.00         | $19296.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $2073557.00        | $172245.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $4151871.00        | $312532.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 5.0000%  | 0.0000% | $720000.00         | $56020.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $33939.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $13009000.00       | $75447.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 3.0000%  | 0.0000% | $130000.00         | $17628.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.0000%  | 0.0000% | $29000.00          | $4029.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 4.0000%  | 0.0000% | $7614.00           | $5.94              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 4.5000%  | 0.0000% | $8000.00           | $3924.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 5.0000%  | 0.0000% | $39000.00          | $24917.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 5.5000%  | 0.0000% | $13000.00          | $7139.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 4.5000%  | 0.0000% | $25000.00          | $13242.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3188.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5000%  | 0.0000% | $430000.00         | $217415.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.0000%  | 0.0000% | $21000.00          | $11693.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 5.5000%  | 0.0000% | $18000.00          | $9484.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 5.0000%  | 0.0000% | $8000.00           | $4743.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.0000%  | 0.0000% | $14000.00          | $9093.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 3.5000%  | 0.0000% | $7000.00           | $3223.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 3.5000%  | 0.0000% | $16000.00          | $12679.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $4684.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $920000.00         | $648543.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $15000.00          | $10771.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1020000.00        | $632113.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $640072.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $328000.00         | $235352.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $369447.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $2296.00           | $1671.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 2.5000%  | 0.0000% | $1021000.00        | $681199.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $17000.00          | $11589.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $53087.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $72921.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $17000.00          | $12518.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1300000.00        | $844432.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $66179.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $305973.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1400000.00        | $904735.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $610000.00         | $476289.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $114000.00         | $93757.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $90000.00          | $69312.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $32000.00          | $25223.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $6090.00           | $5225.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $640000.00         | $523894.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $500661.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $149000.00         | $106987.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $6753.00           | $5442.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1390000.00        | $1206211.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $416409.00         | $88404.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $16539.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1534000.00        | $752813.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $818000.00         | $272911.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $9442.00           | $5211.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $106870.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $250000.00         | $121012.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1899000.00        | $1128336.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $12000.00          | $7017.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1448000.00        | $873802.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $313000.00         | $213241.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $16956.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $840000.00         | $516117.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $300000.00         | $190266.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $330000.00         | $268228.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $218000.00         | $180369.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $378000.00         | $322505.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $6860.00           | $5219.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1980000.00        | $1163633.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $105000.00         | $90582.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2296198.00        | $1434390.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1009900.00        | $821765.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $291000.00         | $227356.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $17623.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $123000.00         | $85155.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $265000.00         | $213658.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $40000.00          | $10600.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $943.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $59000.00          | $22681.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $69471.00          | $29845.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $8960.00           | $5189.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $295000.00         | $164399.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1625000.00        | $954323.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $786270.00         | $471002.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $58000.00          | $37829.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $518445.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $380106.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $110000.00         | $64895.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $617222.00         | $326827.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2029-08-13      | 4.2000%  | 0.0000% | $5000000.00        | $5034266.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-02-04      | 4.2400%  | 0.0000% | $5500000.00        | $5479522.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-03-17      | 4.3500%  | 0.0000% | $11000000.00       | $10857284.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2030-04-23      | 4.2500%  | 0.0000% | $4350000.00        | $4341058.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2031-04-28      | 4.1250%  | 0.0000% | $3500000.00        | $3483858.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $95.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.5000%  | 0.0000% | $7072.00           | $6.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $16086.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.0000%  | 0.0000% | $1080.00           | $0.71              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.0000%  | 0.0000% | $22000.00          | $7.66              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $8208.00           | $3.76              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 3.5000%  | 0.0000% | $6500.00           | $6.24              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $150000.00         | $912.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 2.0000%  | 0.0000% | $3075000.00        | $103134.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $25000.00          | $4495.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $235000.00         | $34461.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $98000.00          | $18058.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $159281.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 4.5000%  | 0.0000% | $1482497.00        | $148713.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 6.5000%  | 0.0000% | $100000.00         | $57.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.0000%  | 0.0000% | $10480.00          | $2.31              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 3.5000%  | 0.0000% | $221003.00         | $13803.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $29000.00          | $3657.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 2.5000%  | 0.0000% | $305023.00         | $24232.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 2.5000%  | 0.0000% | $1727235.00        | $254758.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $332000.00         | $56785.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 5.5000%  | 0.0000% | $575000.00         | $2299.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $148999.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 5.5000%  | 0.0000% | $529000.00         | $2474.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $20909.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $7066.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $7526.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 5.5000%  | 0.0000% | $6125768.00        | $30436.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $9776.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 6.5000%  | 0.0000% | $3541.00           | $1.42              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $8273.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $2847245.00        | $45856.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $36000.00          | $5671.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $7978730.00        | $1351904.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1059000.00        | $84136.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $201000.00         | $13858.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 4.5000%  | 0.0000% | $47000.00          | $38.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-01      | 4.0000%  | 0.0000% | $3233.00           | $0.86              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $62744.00          | $9.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $12856.00          | $3.41              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $21552.00          | $7.57              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.0000%  | 0.0000% | $19286.00          | $1.41              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 4.0000%  | 0.0000% | $11240.00          | $2.96              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 4.0000%  | 0.0000% | $505000.00         | $361.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $27163.00          | $10.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.5000%  | 0.0000% | $1750000.00        | $47868.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $400000.00         | $1.22              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $3232.00           | $1.00              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $100000.00         | $171.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.0000%  | 0.0000% | $11237153.00       | $28786.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.0000%  | 0.0000% | $305000.00         | $50422.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 2.5000%  | 0.0000% | $90000.00          | $3572.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 2.5000%  | 0.0000% | $2250000.00        | $93187.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $736.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $259000.00         | $212707.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $220000.00         | $168407.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1743961.00        | $1242669.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $5843396.00        | $4499006.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1674013.00        | $1393273.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $48000.00          | $39163.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $1781.00           | $1526.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $5464.00           | $4964.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $5716.00           | $5457.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $455000.00         | $417702.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $15034756.00       | $14768708.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $6227.00           | $5242.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $18000.00          | $4.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $62449.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $410000.00         | $186276.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $65000.00          | $40193.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2510000.00        | $1591014.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1258.00           | $762.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $40000.00          | $26839.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $78054.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 5.0000%  | 0.0000% | $425000.00         | $293369.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $7903.00           | $5805.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $7251.00           | $5313.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $187000.00         | $137913.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $8126.00           | $5807.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $2440000.00        | $27920.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6573.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $5426.00           | $4.94              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-03      | 5.5000%  | 0.0000% | $29235.00          | $5455.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 3.0000%  | 0.0000% | $90000.00          | $10347.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $183.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $1450000.00        | $305195.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $739000.00         | $68868.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $500000.00         | $299160.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $2500000.00        | $183244.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $904301.00         | $398396.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 5.0000%  | 0.0000% | $10000.00          | $5942.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1093000.00        | $690099.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $16681813.00       | $11877635.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.0000%  | 0.0000% | $1700000.00        | $1073080.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $7073668.00        | $5153350.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2961000.00        | $1728587.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $11604677.00       | $8856742.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $12000.00          | $8005.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $67000.00          | $61465.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $95924.00          | $91922.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1450000.00        | $1367427.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $97131.00          | $78718.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $20000.00          | $8589.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1172391.92        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-03-05      | 3.7000%  | 0.0000% | $12713000.00       | $12671285.82       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-04-22      | 5.3700%  | 0.0000% | $26000000.00       | $25837066.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2046-04-24      | 5.3000%  | 0.0000% | $25000000.00       | $24845133.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 6.0000%  | 0.0000% | $1992763.00        | $868908.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $10000.00          | $4336.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $420000.00         | $234759.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-02      | 2.5000%  | 0.0000% | $1871860.00        | $1212431.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $664000.00         | $398233.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $600000.00         | $340868.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $500000.00         | $360614.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $708632.00         | $534860.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $12303.00          | $9.71              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $2810.00           | $0.73              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-05-25      | 4.0000%  | 0.0000% | $28464.00          | $3.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-01      | 4.0000%  | 0.0000% | $2848.00           | $1.84              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9.04              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $15787.00          | $12.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $35920.00          | $6.80              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $11160.00          | $7.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $42928.00          | $2.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $4928.00           | $2.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 4.0000%  | 0.0000% | $12861.00          | $0.73              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8624.00           | $3.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.5000%  | 0.0000% | $26505.00          | $2.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $72000.00          | $7.61              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $100000.00         | $4339.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 2.0000%  | 0.0000% | $1100000.00        | $31514.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $10984.00          | $7.62              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 4.0000%  | 0.0000% | $10000.00          | $5.28              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $100856.00         | $3.04              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $7849.00           | $3.72              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 4.0000%  | 0.0000% | $96000.00          | $5.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 4.0000%  | 0.0000% | $32233.00          | $8.08              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $18937.00          | $4.74              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $405000.00         | $8.67              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $6034.00           | $4.86              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 4.0000%  | 0.0000% | $6617.00           | $5.43              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 4.0000%  | 0.0000% | $1232.00           | $0.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 4.0000%  | 0.0000% | $8233.00           | $4.55              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $26000.00          | $9.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $18930.00          | $2.77              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $1196.00           | $0.63              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $1544000.00        | $343654.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $295.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 2.5000%  | 0.0000% | $36922.00          | $5480.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $14750.00          | $7.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $1154.00           | $0.63              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $30449.00          | $129.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $14980752.00       | $12868363.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $829743.00         | $92740.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $55000.00          | $12028.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 2.5000%  | 0.0000% | $8000.00           | $1136.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 2.5000%  | 0.0000% | $265000.00         | $17808.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 3.5000%  | 0.0000% | $67914.00          | $4936.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2829046.00        | $1629288.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3583.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5985564.00        | $4599984.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $20000.00          | $2850.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $10240.00          | $5239.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $175000.00         | $110955.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1509000.00        | $1098964.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $573606.00         | $373431.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $600000.00         | $427227.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $92088.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1156299.00        | $1168084.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $61860.00          | $4680.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-20      | 1.5000%  | 0.0000% | $12775.00          | $5328.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $8801.00           | $5252.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $5875.00           | $5143.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1001.00           | $998.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.0000%  | 0.0000% | $193000.00         | $459.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $29854.00          | $11.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1808.00           | $4.82              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $5801.00           | $3.27              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $13081.00          | $6.85              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $143725.00         | $83024.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $970000.00         | $721761.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $40000.00          | $24507.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $50390.00          | $42470.28          | Agency Mortgage-Backed Securities |

### Security 295: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOA9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1HCOA9_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2027-04-15      | 0.1250%  | 0.0000% | $884465500.00      | $1020103237.03     | U.S. Treasuries (including strips) |

### Security 296: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOB7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCOB7_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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               | 2038-02-15      | 4.3750%  | 0.0000% | $6701800.00        | $6707318.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $1686600.00        | $1256329.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $141534600.00      | $82150984.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $5184600.00        | $5099923.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $11185000.00       | $11479480.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $148254300.00      | $150208673.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $500.00            | $507.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8032%  | 0.0000% | $206566400.00      | $206792383.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 3.6250%  | 0.0000% | $93624000.00       | $92149234.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-11-15      | 4.0000%  | 0.0000% | $1306500.00        | $1291701.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-15      | 3.5000%  | 0.0000% | $171290400.00      | $171780962.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.8750%  | 0.0000% | $881700.00         | $884223.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 3.8750%  | 0.0000% | $290183000.00      | $290301428.00      | U.S. Treasuries (including strips) |

### Security 297: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.650000%
- **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: ARP1HCOE1, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1HCOE1_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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% | $21484445.00       | $485304.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 6.4730%  | 0.0000% | $6349.00           | $286.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-27      | 1.0000%  | 0.0000% | $7440000.00        | $7410495.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1671252.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $7394463.00        | $1072447.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1949.00           | $150.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $19265935.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $11396132.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $3962043.00        | $1798271.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $21834716.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $616.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $13769182.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584982.00         | $419239.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $12619676.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2443739.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $175834.38         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $208400.00         | $153483.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-05-15      | 3.1250%  | 0.0000% | $1200.00           | $911.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $732.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $138.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $10250600.00       | $7135086.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $145.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $250.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $1794300.00        | $1272211.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2800.00           | $2343.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $173.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1019200.00        | $934962.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $4842900.00        | $4090651.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $18233400.00       | $18270865.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $1359500.00        | $1284082.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $4534400.00        | $4412437.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $27887600.00       | $36786295.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $379.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 2.7500%  | 0.0000% | $39385600.00       | $38493042.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $496.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $2460700.00        | $2492863.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $29575200.00       | $30338730.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $5951700.00        | $6031805.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $17999900.00       | $17604627.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $499900.00         | $510229.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $1975900.00        | $2025596.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $2257600.00        | $2232029.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.6250%  | 0.0000% | $797700.00         | $794052.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-15      | 3.5000%  | 0.0000% | $17913000.00       | $17791227.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-11-15      | N/A      | 0.0000% | $7536641.45        | $5454516.13        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $511.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $433.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $629.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3032915.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $505.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $63591936.00       | $39369426.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1029.00           | $704.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1440.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $769.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924390.00        | $2923246.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713865.00        | $2628506.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $20302239.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1412385.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $8984.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $29114156.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $54715.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $16121301.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1077500.00        | $1002998.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $526.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $29345816.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $20235232.00       | $15636828.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $18869600.00       | $14187379.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1610756.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1764540.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1027.00           | $196.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $14739905.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $494.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171186.00        | $1538226.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7423469.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $221219.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $6836227.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2640385.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1315413.00        | $1109024.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $721.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $487519.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1341789.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $921.20            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-07-29      | 1.2300%  | 0.0000% | $9344000.00        | $8292240.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3354580.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3576005.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $15313045.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $17689128.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5172020.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2073294.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336446.00       | $920712.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $353728.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $144.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $312560.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $413180.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392714.00       | $755898.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.3700%  | 0.0000% | $3464.00           | $40.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83610957.00       | $355372.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20743902.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10057.00          | $8061.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $251300.00         | $236835.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $64085888.00       | $58242777.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $206749.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1088.00           | $277.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6114681.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $323.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14113667.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $391.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 4.0000%  | 0.0000% | $1000.00           | $707.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1024.00           | $143.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4239357.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5145773.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000090.00       | $3961125.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $183.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1600974.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $344.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $178.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $911860.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6516424.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15375785.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $585.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $566.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8707689.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5396.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $102947.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $745.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $681.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $603.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $713.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1432.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1820161.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $542.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1044655.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $967810.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1256518.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $724.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1077.00           | $307.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $174.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $162721.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $4039288.00        | $2944168.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4495425.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1066882.00        | $882736.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1056.00           | $936.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $19722028.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $59507598.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7494286.00        | $6809131.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $19116928.00       | $16581614.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1152.00           | $894.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $19985709.00       | $18843472.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2040500.00        | $1721708.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $98043684.00       | $78018768.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4634112.00        | $4626086.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $4920708.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $47401216.00       | $24504939.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4668015.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $39615.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $14808284.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1227.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7578610.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $636741.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1318075.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $6311260.00        | $5471192.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $3636492.00        | $3231183.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $29191920.00       | $22480492.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12073456.00       | $10211239.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $8826864.00        | $8550117.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.3430%  | 0.0000% | $7766.00           | $88.33             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $173564000.00      | $8024022.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $258.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $617714.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $276603.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $24447361.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8402186.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $9997000.00        | $5369581.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $569.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $572466.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8353533.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $8187200.00        | $5615079.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $651.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 2.5000%  | 0.0000% | $1000.00           | $665.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4050861.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $20859240.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $51210752.00       | $37412891.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 5.0000%  | 0.0000% | $8273296.00        | $7347470.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $916.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $101320075.00      | $83396116.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1600.00           | $1123.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $40000000.00       | $29398120.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $23089600.00       | $20463415.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8048000.00        | $7576018.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $14801120.00       | $13696498.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $390386.00         | $344669.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $25671915.00       | $25582168.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.0000%  | 0.0000% | $61859036.00       | $49179987.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $10770940.00       | $8343842.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $25192218.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $22609349.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $5217328.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $759.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $21000000.00       | $19001644.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $15283392.00       | $13030677.86       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4469.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $15112451.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699023.00        | $4109051.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $715.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3331724.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $152908.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $4208991.00        | $3848207.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $15606916.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $999.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $87375.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $6016386.05        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $161.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-05-15      | 2.5000%  | 0.0000% | $554900.00         | $384247.77         | U.S. Treasuries (including strips) |

### Security 298: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 3.650000%
- **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: ARP1HCOM3, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1HCOM3_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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    | 2027-11-05      | 3.9000%  | 0.0000% | $3748000.00        | $3792584.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-02      | 3.9000%  | 0.0000% | $18280000.00       | $18280798.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-08      | N/A      | 0.0000% | $95000.00          | $89657.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-23      | 3.7500%  | 0.0000% | $27820000.00       | $27775381.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $664000.00         | $730244.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $3048100.00        | $2576225.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 1.6900%  | 0.0000% | $1999800.00        | $1754857.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $71035361.00       | $62363306.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.0000%  | 0.0000% | $1000.00           | $861.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2690000.00        | $2027545.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1805600.00        | $1565685.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3695800.00        | $3259605.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $40383600.00       | $34671932.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $11061300.00       | $9716046.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $3453700.00        | $2930467.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $325900.00         | $275564.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $19991000.00       | $17300183.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 4.5000%  | 0.0000% | $100500.00         | $86106.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 4.5000%  | 0.0000% | $14300.00          | $12237.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $49400.00          | $43586.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $5662900.00        | $4854581.67        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2026-09-15      | N/A      | 0.0000% | $13000.00          | $12797.59          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2036-09-15      | N/A      | 0.0000% | $5000.00           | $3021.26           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2036-07-15      | N/A      | 0.0000% | $4000.00           | $2453.70           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2028-06-15      | N/A      | 0.0000% | $2000.00           | $1837.07           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2038-01-15      | N/A      | 0.0000% | $4000.00           | $2252.00           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2038-06-15      | N/A      | 0.0000% | $211000.00         | $115691.30         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2039-09-15      | N/A      | 0.0000% | $9000.00           | $4535.73           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $603700.00         | $591662.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $222200.00         | $209295.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $194900.00         | $165770.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $582000.00         | $316959.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $255000.00         | $124538.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 0.3750%  | 0.0000% | $8825700.00        | $11994711.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 0.6250%  | 0.0000% | $828900.00         | $789168.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 1.3750%  | 0.0000% | $16615300.00       | $15604092.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-15      | 0.1250%  | 0.0000% | $26158700.00       | $28577167.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $5485200.00        | $6326659.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $25942700.00       | $28437312.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $246700.00         | $263786.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-10-15      | 1.1250%  | 0.0000% | $624000.00         | $628050.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-05-15      | N/A      | 0.0000% | $116858544.20      | $82340867.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $6032556.74        | $5909854.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $157381.16         | $148187.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $889567.29         | $779427.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $170133.44         | $144402.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-02-15      | N/A      | 0.0000% | $49441474.50       | $28393497.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-11-15      | N/A      | 0.0000% | $33292.01          | $19394.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-05-15      | N/A      | 0.0000% | $18641452.56       | $10546196.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $40637737.96       | $22654726.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $37601732.22       | $20346974.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-11-15      | N/A      | 0.0000% | $18436864.51       | $10130614.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $17983076.00       | $8731304.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $17253693.98       | $8241917.08        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2038-11-15      | N/A      | 0.0000% | $331000.00         | $180745.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-09-11      | 3.0000%  | 0.0000% | $15000.00          | $15016.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-12      | 2.1250%  | 0.0000% | $15000.00          | $15092.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-12-11      | 2.1250%  | 0.0000% | $60000.00          | $59870.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-09-04      | 0.7800%  | 0.0000% | $120000.00         | $118906.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-19      | 2.9500%  | 0.0000% | $15000.00          | $14884.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-11-17      | 4.6250%  | 0.0000% | $115000.00         | $117928.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-01-15      | 4.1250%  | 0.0000% | $22245000.00       | $22570472.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-08-01      | 3.8650%  | 0.0000% | $24305000.00       | $24585225.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-09-09      | 3.5000%  | 0.0000% | $5000000.00        | $4995621.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-10-04      | 3.5000%  | 0.0000% | $500000.00         | $498364.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-06      | 3.6850%  | 0.0000% | $90000.00          | $90230.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-04-29      | 4.8000%  | 0.0000% | $15000.00          | $14932.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $628500.00         | $531713.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.5000%  | 0.0000% | $274800.00         | $202528.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-09-09      | N/A      | 0.0000% | $1000000.00        | $986708.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-09-30      | N/A      | 0.0000% | $400000.00         | $393837.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-12      | N/A      | 0.0000% | $1285000.00        | $1279358.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-17      | N/A      | 0.0000% | $772000.00         | $768224.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-26      | N/A      | 0.0000% | $2040000.00        | $2028188.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-01      | N/A      | 0.0000% | $965000.00         | $958910.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-15      | N/A      | 0.0000% | $2502000.00        | $2482709.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-29      | N/A      | 0.0000% | $449898000.00      | $445799429.20      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $375800.00         | $283368.65         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-04-19      | 1.9400%  | 0.0000% | $42788000.00       | $37613594.87       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-03-08      | 4.3750%  | 0.0000% | $384000.00         | $388350.51         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-14      | 4.5000%  | 0.0000% | $1621000.00        | $1639482.64        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-07-30      | 5.0000%  | 0.0000% | $9998000.00        | $10153298.93       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-28      | 4.8750%  | 0.0000% | $219000.00         | $221609.79         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-01-13      | 4.2500%  | 0.0000% | $28000.00          | $28429.09          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-10-02      | 3.5000%  | 0.0000% | $24000.00          | $24030.84          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2034-12-18      | 4.8300%  | 0.0000% | $1000.00           | $1004.03           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-02-16      | 3.6800%  | 0.0000% | $1058000.00        | $1065771.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-15      | 6.7500%  | 0.0000% | $22000.00          | $24079.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | 6.7500%  | 0.0000% | $185000.00         | $206959.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $813000.00         | $916825.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $59870000.00       | $45724515.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-09-26      | 4.1250%  | 0.0000% | $2900000.00        | $2908250.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-30      | 4.3500%  | 0.0000% | $9726000.00        | $9688652.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-01-16      | 3.9500%  | 0.0000% | $61930000.00       | $62002100.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $335257000.00      | $284090076.70      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $73163000.00       | $60645542.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $14773000.00       | $16757081.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $1871000.00        | $1790424.14        | Agency Mortgage-Backed Securities  |

### Security 299: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOO9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1HCOO9_3.64_0501
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2028-07-15      | 0.7500%  | 0.0000% | $31095100.00       | $40540012.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $164500.00         | $155793.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $818700.00         | $906506.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $5345300.00        | $5424115.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $260538400.00      | $264031212.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $71412000.00       | $72529841.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $218637600.00      | $219380297.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $400.00            | $402.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 3.5000%  | 0.0000% | $74800.00          | $74441.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 3.8750%  | 0.0000% | $59993100.00       | $59956991.04       | U.S. Treasuries (including strips) |

### Security 300: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.650000%
- **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: ARP1HCOP6, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1HCOP6_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 Home Loan Mortgage Corp.         | 2040-04-01      | 6.5000%  | 0.0000% | $152138.00         | $89035.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $250620.00         | $167904.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $13334.00          | $9065.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $67653000.00       | $46150032.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $8000.00           | $5824.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $7039458.00        | $5615836.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $18000.00          | $12874.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $10039.00          | $6439.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $749.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 1.2500%  | 0.0000% | $1000.00           | $903.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $22995515.00       | $18893362.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1449794.00        | $1052350.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $12660183.00       | $9638471.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $908815.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15637577.00       | $2935648.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786951.00       | $17537092.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1095039.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $38283442.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $999952.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $25020436.00       | $18655874.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $229765.00         | $204119.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $16054.00          | $10433.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $302716.00         | $206392.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $8000.00           | $5688.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1460157.00        | $1226630.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1797.00           | $1310.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $752833.00         | $744715.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1144230.00        | $1161397.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11379439.00       | $11032617.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $9976167.00        | $9621814.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $5914528.00        | $5761746.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $18279156.00       | $17553821.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $15812.00          | $11343.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $2794.00           | $2227.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $292846.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $9000.00           | $7845.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1461822.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $12000.00          | $10464.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $14000.00          | $8595.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $725000.00         | $573640.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $3618746.00        | $2443230.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3640.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $25003.00          | $20363.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 5.5000%  | 0.0000% | $24387462.00       | $20026019.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.5000%  | 0.0000% | $4016307.00        | $3418732.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $37203419.00       | $35142907.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $8351702.00        | $7976350.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $11028885.00       | $10588093.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $24525946.00       | $24181730.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $39050826.00       | $37684125.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1555782.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1243086.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $27213159.00       | $23258154.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $17605276.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $98192668.00       | $89739180.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $17727609.00       | $17442328.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3028145.00        | $2972894.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $80688000.00       | $70443652.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $4422.00           | $3665.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $9692680.00        | $8570923.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $912737.00         | $890413.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $23508341.00       | $20750022.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $578906.00         | $523218.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $8384600.00        | $6550218.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $5842545.00        | $5595265.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1861610.00        | $1774885.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $102532294.00      | $101079386.29      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4546662.00        | $4496820.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 5.5000%  | 0.0000% | $280021.00         | $273581.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.5000%  | 0.0000% | $8989415.00        | $7521917.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.5000%  | 0.0000% | $479572.00         | $446900.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1530607.00        | $1507348.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3829508.00        | $3795493.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $1980831.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $80391.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $25910515.00       | $18930296.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $7136151.00        | $5378864.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $18087993.05       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329891.00        | $1133704.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $61463513.00       | $44721940.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $119542.00         | $124613.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $49627093.00       | $44762787.24       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $32144.00          | $29542.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1363262.00        | $1257953.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $24584118.00       | $23754035.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $126994221.00      | $122929770.95      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $4439449.00        | $4650982.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $759840.00         | $796062.51         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2032-05-31      | 4.1250%  | 0.0000% | $900.00            | $914.57            | U.S. Treasuries (including strips) |

### Security 301: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **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: ARP1HCOQ4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HCOQ4_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2044-08-15      | N/A      | 0.0000% | $100.00            | $39.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $615800.00         | $240028.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1522200.00        | $577483.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1465200.00        | $548043.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5543000.00        | $2045588.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $93123100.00       | $33905189.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $10200000.00       | $3664860.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $3679700.00        | $1305116.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $3094800.00        | $1082870.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $1041000.00        | $359311.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2982300.00        | $1016397.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $9585400.00        | $3220502.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $20056100.00       | $6648998.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $139098200.00      | $45492066.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $6160000.00        | $1988509.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $3625600.00        | $1153847.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $354300.00         | $111402.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $1686700.00        | $516804.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $1498800.00        | $453716.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $16955600.00       | $5060907.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $14137100.00       | $4139342.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $233765600.00      | $67375921.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $9197900.00        | $2613859.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $1254700.00        | $351679.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $3409800.00        | $944207.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $57843000.00       | $15813697.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $450000.00         | $121657.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $785300.00         | $209949.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $5468100.00        | $1443469.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $15268900.00       | $3985793.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $3872100.00        | $1001983.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $153369400.00      | $39178213.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $17096100.00       | $4314371.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $49222700.00       | $12306167.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $13562600.00       | $3362711.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $190280400.00      | $46504529.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $228478100.00      | $55346534.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $69298300.00       | $16594863.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $48448500.00       | $11477449.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $12000.00          | $4681.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $80159700.00       | $18770996.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $37385000.00       | $14392215.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $4752300.00        | $1102343.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $34967900.00       | $13288641.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $961135600.00      | $221762817.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $249600.00         | $93395.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $161745800.00      | $36952445.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2056-02-15      | N/A      | 0.0000% | $23540000.00       | $5310624.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $40400.00          | $39347.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $21775200.00       | $5793074.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $21318713.00       | $5608740.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $34923077.00       | $9063935.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $1497700.00        | $383920.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $33597387.00       | $8492109.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $57116660.00       | $14287732.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $43689225.00       | $10806966.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $34624999.00       | $8472356.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $9160000.00        | $2218185.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $59945000.00       | $14338244.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $55181366.00       | $20448669.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $327.00            | $124.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $32575973.00       | $12241887.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $77251667.00       | $28233939.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $28399998.00       | $10246151.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $111339800.00      | $39613364.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $4710039.00        | $1654151.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $3921383.00        | $1358943.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $5447133.00        | $1863300.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $80565367.00       | $27206118.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $22548903.00       | $7524591.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $28677830.00       | $9443695.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $9521000.00        | $3098514.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $56927814.00       | $18272632.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $45540500.00       | $14441347.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $17466200.00       | $5463602.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $67836828.00       | $20957780.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $1924533.00        | $586616.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $55384149.00       | $16694997.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $35589700.00       | $10593274.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $27606173.00       | $8114834.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $20168288.00       | $5860097.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $33969281.00       | $9706722.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $21060350.00       | $5955024.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $57189483.00       | $15960440.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $2287200.00        | $629986.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $61538799.00       | $16748399.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $3744300.00        | $1007890.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $102578000.00      | $24262364.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $29024000.00       | $6859532.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $79023000.00       | $18569614.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $22665259.00       | $5282886.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $30551000.00       | $7088565.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $6653995.00        | $1527843.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $26103000.00       | $5946942.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2056-02-15      | N/A      | 0.0000% | $8310000.00        | $1874345.43        | U.S. Treasuries (including strips) |

### Security 302: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOR2, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1HCOR2_3.64_0501
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2026-08-06      | N/A      | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-03      | N/A      | 0.0000% | $598900.00         | $591455.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-04      | N/A      | 0.0000% | $2675300.00        | $2666217.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $1420400.00        | $1411606.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $163100.00         | $161635.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-19      | N/A      | 0.0000% | $2560800.00        | $2556211.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2027-02-18      | N/A      | 0.0000% | $200.00            | $194.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-30      | N/A      | 0.0000% | $31802000.00       | $31610297.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $5090600.00        | $5058269.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $610500.00         | $603642.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $149900.00         | $146280.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $7722500.00        | $6293058.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $3948800.00        | $3095606.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $14448000.00       | $10118663.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $27690500.00       | $20626337.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $10761000.00       | $9923750.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $4363400.00        | $2799308.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $25273500.00       | $12298306.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $3298400.00        | $1824532.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $8214500.00        | $4658799.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $3511300.00        | $2345532.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $320600.00         | $233747.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $823000.00         | $583531.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $7400.00           | $5927.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $106000.00         | $94332.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $7900.00           | $6393.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $8351500.00        | $7315265.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $5267200.00        | $5181174.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $12592700.00       | $12387033.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $28994500.00       | $29054076.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $351500.00         | $344877.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $2057000.00        | $1959671.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $1054000.00        | $1083510.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $3192300.00        | $3188208.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $1401600.00        | $1370419.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 4.7500%  | 0.0000% | $6564800.00        | $6391613.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $30999700.00       | $41496342.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $7700.00           | $7580.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $1823500.00        | $1765095.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $2967000.00        | $2602794.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $4198700.00        | $3660608.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-15      | 0.1250%  | 0.0000% | $48740300.00       | $53304936.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1100.00           | $1108.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $89800.00          | $88201.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $99300.00          | $100259.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $970100.00         | $956158.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $10613000.00       | $10821099.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $13608000.00       | $13964369.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $23823800.00       | $24103735.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $16510200.00       | $16358868.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $4995400.00        | $5005390.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $19389500.00       | $20060999.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $294200.00         | $299316.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $58500700.00       | $59667373.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $3004200.00        | $3025330.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $1385100.00        | $1375178.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $194300.00         | $197555.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $3029100.00        | $3078125.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $6919100.00        | $6955326.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $127200.00         | $128249.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $279000.00         | $275553.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $1200.00           | $1208.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $1727900.00        | $1708329.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |

### Security 303: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **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: ARP1HCOS0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1HCOS0_3.65_0501
- **C.18 - Value (incl. sponsor support):** $966000000.00
- **C.18.a - Value (excl. sponsor support):** $966000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                   | 2036-03-11      | 2.3750%  | 0.0000% | $10000000.00       | $8195676.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-09-09      | 4.5000%  | 0.0000% | $25000000.00       | $25356625.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-12-04      | 4.7000%  | 0.0000% | $20000000.00       | $20410422.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-12-10      | 2.5000%  | 0.0000% | $35000.00          | $34558.17          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-12-28      | 1.3700%  | 0.0000% | $40000000.00       | $39504511.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-05-03      | 3.6300%  | 0.0000% | $20000000.00       | $20298970.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-06-01      | 3.4500%  | 0.0000% | $20000000.00       | $20191083.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-27      | 1.6700%  | 0.0000% | $22000000.00       | $17234363.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-23      | 0.7500%  | 0.0000% | $25000000.00       | $24954670.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $4307776.00        | $304103.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $703603.00         | $336704.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $10825120.00       | $4661461.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $1414710.00        | $245983.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $152928.00         | $63214.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2050724.00        | $1196605.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $1024754.00        | $874488.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $309463.00         | $279319.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $3067936.00        | $113961.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $346137.00         | $297003.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1102934.00        | $501584.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-15      | 3.0000%  | 0.0000% | $525000.00         | $55042.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $994017.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 5.1680%  | 0.0000% | $15753232.00       | $17173398.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 4.9300%  | 0.0000% | $527006.00         | $528025.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2344132.00        | $2470253.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1406526.00        | $1491163.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1000%  | 0.0000% | $401166.00         | $405837.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1288884.00        | $1288804.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2033088.00        | $2069790.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2818356.00        | $2885564.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $89629000.00       | $90729450.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $260844544.00      | $265721412.30      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $387370000.00      | $265274500.07      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $139469.00         | $118311.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $3929804.00        | $3503880.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $10250160.00       | $9463649.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $24056256.00       | $23774126.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 3.0000%  | 0.0000% | $2096790.00        | $1867212.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2996032.00        | $2021274.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $22107584.00       | $22472813.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1264946.00        | $1325068.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 6.2740%  | 0.0000% | $991167.00         | $1062287.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1204212.00        | $1232580.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1900%  | 0.0000% | $3512650.00        | $3530539.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.2900%  | 0.0000% | $4680583.00        | $4808537.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1013596.00        | $1017838.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1354832.00        | $1408463.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $7471424.00        | $7621491.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1567904.00        | $1662241.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $4804.00           | $4998.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1306336.00        | $1357083.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1737662.00        | $1769032.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $574339.00         | $595894.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1284912.00        | $1347495.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-06-20      | 3.5000%  | 0.0000% | $617412.00         | $551462.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4941520.00        | $4940970.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1436368.00        | $1492165.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $21421824.00       | $21338445.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5233680.00        | $5349928.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $2144250.00        | $2059151.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 5.1970%  | 0.0000% | $20953344.00       | $22719301.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4082952.00        | $4175200.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 7.0000%  | 0.0000% | $5080456.00        | $13519.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $433096.00         | $636.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $24572096.00       | $63574.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $858127.00         | $3715.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $618597.00         | $32254.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $25150.00          | $225.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $10594639.00       | $29375.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1135332.00        | $7863.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $334282.00         | $1380.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1000100.00        | $2257.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $1150664.00        | $3178.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $5999800.00        | $31129.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $12654840.00       | $65890.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $914239.00         | $9439.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $2151776.00        | $18472.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.5000%  | 0.0000% | $11001100.00       | $131780.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 6.0000%  | 0.0000% | $160893952.00      | $828701.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 5.0000%  | 0.0000% | $155137792.00      | $1140775.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $501782.00         | $8288.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $400000.00         | $4452.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $1560576.00        | $1138.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $200637.00         | $2375.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $471040.00         | $427.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 7.0000%  | 0.0000% | $1315010.00        | $9144.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $2739410.00        | $28743.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $4227880.00        | $79974.95          | Agency Mortgage-Backed Securities |

### Security 304: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.650000%
- **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: ARP1HCOU5, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1HCOU5_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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       | $2390496.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $33432892.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $108998407.68      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $45548900.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2435990.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $200477582.00      | $164383275.57      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $144311033.34      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $122168000.00      | $90497444.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $200838373.00      | $147033736.59      | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-12-17      | 4.4400%  | 0.0000% | $750000.00         | $765019.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $202842.09         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45765.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $91701988.97       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14683.92          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51727.49          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14356.01          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15075.15          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $100966.54         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-06-02      | 3.2300%  | 0.0000% | $250000.00         | $243309.22         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $985.08            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $297432.70         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51777.71          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14616.96          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-01-02      | 3.2200%  | 0.0000% | $255000.00         | $252787.73         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6985.42           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38946.72          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $81317.22          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144892.55         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $98126.90          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $65295.06          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9589.66           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $944969.38         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $123964.35         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2039-02-07      | 2.3900%  | 0.0000% | $502000.00         | $390812.66         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-24      | 0.7600%  | 0.0000% | $1400000.00        | $1354680.60        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4635.60           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129427.89         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $218438.36         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87598.40          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $134548.65         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $405000.00         | $391193.59         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $450000.00         | $444656.70         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-03-16      | 2.3800%  | 0.0000% | $100000.00         | $91064.29          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1065000.00        | $928200.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $66000.00          | $67052.89          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-15      | 4.1250%  | 0.0000% | $2000000.00        | $2036165.50        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-15      | 4.2500%  | 0.0000% | $554000.00         | $567186.04         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $172181.51         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102135.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-07-08      | 4.7500%  | 0.0000% | $820000.00         | $833510.96         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $35711.47          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-10-13      | 4.7500%  | 0.0000% | $675000.00         | $684800.36         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121696.37         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5116.23           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $456494.23         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $185504.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $181969.57         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-25      | 3.7500%  | 0.0000% | $250000.00         | $252904.96         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-03-27      | 3.8750%  | 0.0000% | $125000.00         | $125050.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $20472651.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $26899388.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2835166.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $2981583.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2393437.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2371960.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $39158235.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $17999773.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2532908.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2394793.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2257017.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2491173.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $69866954.00       | $52521891.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $29602761.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2540832.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2564539.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2514174.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2590953.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $2976376.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19296267.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $51652770.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $45345823.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $24436901.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2073521.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2776624.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $24347091.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $206792718.00      | $145068421.34      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $60803136.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $22122825.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $17305013.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $49384387.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $21602080.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $27111249.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $47601953.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $46654343.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $24316084.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $80387479.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $20664097.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $34745418.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $84858373.00       | $84967694.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1128103.00        | $942824.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2784610.00        | $2560925.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $16393301.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $15932160.00       | $15214536.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $87770892.00       | $84548292.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1410000.00        | $1105880.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $41405129.00       | $34150808.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $8783612.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $41287583.00       | $32044737.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $19845815.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $16846763.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $65247485.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $83978674.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $11763201.00       | $11272448.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $11621047.00       | $11302130.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $36593348.00       | $36227202.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $40358941.00       | $39995603.17       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $101800.00         | $101583.36         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $21739524.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $19798493.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $19963656.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $25621188.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $57720559.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $94862642.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $19360067.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $81408473.00       | $76136686.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15292189.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $17848841.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2509273.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $23220621.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $50000000.00       | $38285141.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $19231637.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $34919980.32       | Agency Mortgage-Backed Securities  |

### Security 305: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.650000%
- **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: ARP1HCOV3, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1HCOV3_3.65_0501
- **C.18 - Value (incl. sponsor support):** $915000000.00
- **C.18.a - Value (excl. sponsor support):** $915000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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    | 2033-12-01      | 2.0900%  | 0.0000% | $4305400.00        | $3665801.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 3.0100%  | 0.0000% | $1520130.00        | $1184826.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.3500%  | 0.0000% | $516472.00         | $443347.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $905.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 1.6920%  | 0.0000% | $5000000.00        | $2076269.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $653.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $909.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2251.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2223.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $854.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $660.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3169.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2718592.00        | $2071189.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $820.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $739.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $841.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $722.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3770.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $4499.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $2048.00           | $1798.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $6069.00           | $3896.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $671.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $663.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1479.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $767.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $647.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $3878.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $3646.00           | $2477.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $5767568.00        | $4889592.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $647.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $672.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $2054.00           | $1855.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $279.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1723.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2037.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 8.0000%  | 0.0000% | $1005.00           | $917.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 5.1700%  | 0.0000% | $865000.00         | $883175.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $5188000.00        | $5133198.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.9900%  | 0.0000% | $415000.00         | $421377.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 4.3750%  | 0.0000% | $3000000.00        | $3024567.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1150.00           | $162.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $523.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $4004.00           | $721.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $4494.00           | $971.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $218.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $365.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $227.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $177.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $4060.00           | $3028.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $703.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2098.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $784.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2016.00           | $1656.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2810.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $2046.00           | $1423.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1014.00           | $732.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1635.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1660.00           | $1019.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $757.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $3119.00           | $2031.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $715.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2477.00           | $1637.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1553.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $510.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $4000.00           | $2874.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1581470.00        | $1497452.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $790.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1530.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $2006.00           | $1552.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $732.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1580.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $671.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $660.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1001.00           | $724.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $763.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $626.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $619.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $579.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $6003.00           | $4505.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $717.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $873.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2338.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1006.00           | $766.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 7.0000%  | 0.0000% | $1001.00           | $867.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1070.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $954.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $3000.00           | $2047.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4669.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1822.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1994.00           | $1292.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $4000.00           | $3196.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $3020.00           | $3113.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1507.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $947.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $5106.00           | $3529.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $961.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $786.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $918.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1184028.00        | $1189488.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1897.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1010.00           | $908.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1083.00           | $1011.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $917.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $823.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1102.00           | $847.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1016.00           | $850.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $850.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $2016.00           | $1828.70           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $3198000.00        | $2607942.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $1007.00           | $369.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1411.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $379.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $947.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $528.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $841.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $559.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1089.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $642.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2223.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2320.00           | $1476.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $1013.00           | $697.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $5839.00           | $3945.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $743.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4150.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $727.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $756.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $2128.00           | $1551.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $2001.00           | $1731.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $3196.00           | $2577.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1086.00           | $936.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $738.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $763.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $866.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $6322.00           | $3651.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $714.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $737.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $781.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $4002.00           | $3133.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $1008.00           | $594.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1052.00           | $756.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $614.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1072.00           | $802.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $3076.00           | $2663.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $870.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $6091.00           | $4523.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5120.00           | $4272.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1483.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1477.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 5.5000%  | 0.0000% | $1000.00           | $827.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 1.5000%  | 0.0000% | $3000.00           | $1553.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 2.0000%  | 0.0000% | $1000.00           | $397.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 2.0000%  | 0.0000% | $4000.00           | $1268.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $4000.00           | $2177.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $473.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $237.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $1910.00           | $321.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2000.00           | $100.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $4002.00           | $436.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $2000.00           | $390.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 2.5000%  | 0.0000% | $6997.00           | $4883.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $2584.00           | $2125.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $2030.00           | $1773.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $751.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $5001.00           | $3736.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1051.00           | $965.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $2061.00           | $1597.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $915.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1017.00           | $849.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1816.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 7.0000%  | 0.0000% | $4293370.00        | $2738762.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4185.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1319.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1013.00           | $682.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $578.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1919.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $977.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.0000%  | 0.0000% | $3000.00           | $3034.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $334.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $100000.00         | $84666.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $2011000.00        | $2286988.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-05-15      | N/A      | 0.0000% | $69000.00          | $68889.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-11-15      | N/A      | 0.0000% | $69000.00          | $62235.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-15      | N/A      | 0.0000% | $1460000.00        | $864511.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-09-24      | 1.8750%  | 0.0000% | $1047000.00        | $1041448.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 6.6400%  | 0.0000% | $1000.00           | $146.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 3.5950%  | 0.0000% | $162410.00         | $144328.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-08      | N/A      | 0.0000% | $250000.00         | $236118.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $169.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $151.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $83.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $98.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $2000.00           | $223.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $6131.00           | $95.44             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $2035.00           | $11.54             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $5983.00           | $4185.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $994.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $962.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2596744.00        | $1638988.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3070.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $818.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1001.00           | $990.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $142.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1012.00           | $766.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $926.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1030.00           | $954.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $1003.00           | $827.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $851.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $947.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $867.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1100.00           | $905.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $953.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1119120.00        | $669715.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $895.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $705.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1150.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $938.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2077.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $792.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $845.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $739.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1042448.00        | $1076858.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 7.0000%  | 0.0000% | $2359896.00        | $2308068.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $15874976.00       | $15394555.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1170000.00        | $1179711.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1076020.00        | $914412.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2709496.00        | $2407156.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1255150.00        | $1272475.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $16389344.00       | $4195830.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.5000%  | 0.0000% | $499000.00         | $48880.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $8073.00           | $1437.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1040.00           | $457.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.5200%  | 0.0000% | $1711226.00        | $1680125.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 3.6600%  | 0.0000% | $5495000.00        | $5195952.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.5900%  | 0.0000% | $4910000.00        | $4571145.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 3.6200%  | 0.0000% | $1500000.00        | $1413169.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.3500%  | 0.0000% | $418527.00         | $386103.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.9500%  | 0.0000% | $600000.00         | $478055.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $12589712.00       | $11654733.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 3.3700%  | 0.0000% | $5877472.00        | $5082630.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $277000.00         | $61104.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $223.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $274.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $328.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $10000.00          | $3173.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $180.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $144.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $290.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $10006.00          | $2371.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2111.00           | $576.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $142.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $101.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $19881.00          | $4187.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 1.7490%  | 0.0000% | $5000000.00        | $2524612.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $3000.00           | $245.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $244.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $1301.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1003.00           | $261.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $2854.00           | $58.76             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $5000.00           | $782.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $3024.00           | $746.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $750.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $835.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $4096.00           | $1741.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $4000.00           | $1991.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3076.00           | $1579.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $411.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1067.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 5.0000%  | 0.0000% | $2000.00           | $683.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $309.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 2.1500%  | 0.0000% | $1450000.00        | $1051528.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 1.6200%  | 0.0000% | $2000000.00        | $1772141.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 1.7900%  | 0.0000% | $7102000.00        | $5986576.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.3900%  | 0.0000% | $2500000.00        | $1618820.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-06-01      | 1.8600%  | 0.0000% | $35000000.00       | $30131495.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 1.7600%  | 0.0000% | $6000000.00        | $5264626.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 1.5700%  | 0.0000% | $4000000.00        | $3461578.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 1.6500%  | 0.0000% | $6265000.00        | $5115428.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 1.8100%  | 0.0000% | $14837000.00       | $13023652.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0900%  | 0.0000% | $1630000.00        | $1317686.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.1200%  | 0.0000% | $2000000.00        | $1574905.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.4350%  | 0.0000% | $382000.00         | $208814.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $3003.00           | $636.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $3102.00           | $790.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1411.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1114.00           | $224.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $168.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $7682.00           | $896.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1093.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $244.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $250.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $2290.00           | $313.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $3024.00           | $610.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3080.00           | $364.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $3003.00           | $527.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $11000.00          | $1632.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $84.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $3000.00           | $663.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $2000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $100.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $253.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $71.72             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $246.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $685.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $2048.00           | $1066.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1006.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $3001.00           | $1637.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3358824.00        | $2086580.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1830.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $6010.00           | $3967.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $484.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1005.00           | $621.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $526.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $639.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1257.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $621.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $651.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $575.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1815.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $5585000.00        | $3379016.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1150.00           | $750.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $622.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $649.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2088.00           | $1507.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $661.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.4380%  | 0.0000% | $1426750.00        | $1092743.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $682.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1120.00           | $761.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1323.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $650000.00         | $430104.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1338.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $724.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $640.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1130.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1400.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $696.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $6192856.00        | $4223297.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $3068772.00        | $2238638.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1749304.00        | $1782277.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $3082.00           | $2959.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1878.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $2043.00           | $1872.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2392.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3083.00           | $2687.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1039.00           | $997.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2946.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $4203.00           | $3759.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $5040.00           | $4748.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1011.00           | $947.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $3005.00           | $2436.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $962.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $918.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $5197.00           | $4429.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $842.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $4106.00           | $3867.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2114.00           | $2023.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $4096.00           | $3884.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1049.00           | $1029.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $991.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $936.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4136.00           | $3950.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $969.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $6000.00           | $4916.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $996.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1110.00           | $1015.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $2370.00           | $2129.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1019.00           | $974.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3072.00           | $2987.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $4146.00           | $4094.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $3048.00           | $2988.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $975.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2893.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $3258.00           | $3202.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4331.00           | $4279.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1791.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4156.00           | $4017.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1071.00           | $982.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $997.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2891.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2240.00           | $1960.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1077.00           | $1051.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $5048.00           | $4872.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3035.00           | $2914.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $6150.00           | $4812.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3085.00           | $2751.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $4096.00           | $3687.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $941.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $801.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3076.00           | $2912.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $2064.00           | $1984.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $4010.00           | $3654.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1037.00           | $938.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $2031.00           | $1819.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.5000%  | 0.0000% | $2012.00           | $1799.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1023.00           | $898.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1945.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1028.00           | $1007.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $990.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2040.00           | $2002.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $2021.00           | $1924.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2048.00           | $1765.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2072.00           | $2010.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1280.00           | $1256.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2088.00           | $1735.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $3000.00           | $2498.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2101.00           | $2062.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1148.00           | $1131.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1257.00           | $1232.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2048.00           | $2001.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1046.00           | $1028.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2076.00           | $2045.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $200000.00         | $40850.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1029310.00        | $530541.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $381322.00         | $263873.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $175000.00         | $120082.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $78001.00          | $56762.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $7168.00           | $6272.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $100000.00         | $70368.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $38753.00          | $38450.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.2500%  | 0.0000% | $1774618.00        | $33039.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 4.5000%  | 0.0000% | $4994961.00        | $41647.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $6808000.00        | $537373.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $196000.00         | $26417.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5050.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $91322112.00       | $57055737.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.0000%  | 0.0000% | $3035364.00        | $2632927.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1402698.00        | $1236058.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $283572.00         | $201213.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $7027.00           | $5051.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $5556744.00        | $5651641.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10001.00          | $8536.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $20211904.00       | $20217204.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $12418.00          | $10555.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $7064.00           | $5109.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1562082.00        | $1585486.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $3194500.00        | $3228796.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $2217232.00        | $2301769.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $6746000.00        | $3547494.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $16783008.00       | $6299816.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $8991.00           | $6807.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-03-15      | 5.5800%  | 0.0000% | $11001.00          | $11480.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.7400%  | 0.0000% | $20353152.00       | $19617309.86       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2057-04-15      | 3.9300%  | 0.0000% | $6000.00           | $5483.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $230398.00         | $243443.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $1390560.00        | $846954.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3624472.00        | $2058727.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1656566.00        | $1488909.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $4637552.00        | $3875304.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $17347104.00       | $16426378.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2092556.00        | $1634835.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $891985.00         | $935591.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1942208.00        | $2036432.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $2534608.00        | $2390696.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $212735.00         | $221092.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $168270.00         | $175438.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1004.00           | $734.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1711.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $2003.00           | $189.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.5000%  | 0.0000% | $2996.00           | $336.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $142.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $166.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $3999.00           | $685.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $9000.00           | $1254.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $135.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $14000.00          | $1927.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $17000.00          | $3262.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $7001.00           | $1663.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $322.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $14000.00          | $4773.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $9092.00           | $4184.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $3000.00           | $875.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $5089.00           | $2078.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $616.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1120.00           | $1051.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $4103.00           | $3455.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3191.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $3056.00           | $2570.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $894.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $217.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1712.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $553.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $4047.00           | $2582.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1026.00           | $669.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $1030.00           | $732.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $3131.00           | $2837.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $901.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $364.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2367.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $3001.00           | $1414.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2482.00           | $1375.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $5000.00           | $2777.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $6000.00           | $3187.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $603.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1819.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1757.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $705.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $716.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $6000.00           | $4245.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $6000.00           | $3784.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $641.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2249.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4396.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1481.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1541.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $6000.00           | $4408.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $6058.00           | $4626.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $727.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1261.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.0000%  | 0.0000% | $5000.00           | $3871.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1420.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1001.00           | $772.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $5009.00           | $491.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 4.0000%  | 0.0000% | $3000.00           | $188.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $3000.00           | $81.69             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $1000.00           | $18.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $2009.00           | $335.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $1026.00           | $26.52             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $2001.00           | $76.20             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $1000.00           | $38.18             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $3000.00           | $446.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $3002.00           | $194.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $5000.00           | $241.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.5000%  | 0.0000% | $1000.00           | $39.05             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 2.5000%  | 0.0000% | $1000.00           | $218.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $877.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2648.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1840.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $800.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $3000.00           | $2174.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1643.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1503.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $788.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $6167.00           | $4596.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $799.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2249.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2446.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $3244.00           | $2563.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $743.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $791.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $3139.00           | $2491.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 6.0000%  | 0.0000% | $6000.00           | $1427.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.5000%  | 0.0000% | $2000.00           | $179.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $126.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $9995.00           | $1782.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $1008.00           | $212.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $166.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 4.0000%  | 0.0000% | $2028.00           | $282.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.0000%  | 0.0000% | $2046.00           | $324.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 4.5000%  | 0.0000% | $2036.00           | $109.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.0000%  | 0.0000% | $2049.00           | $268.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $1022.00           | $159.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $73.51             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $6916.00           | $1661.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $157.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.0000%  | 0.0000% | $1046.00           | $273.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $201.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 3.1500%  | 0.0000% | $2725688.00        | $2270975.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $406.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $442.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $2063.00           | $488.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $2001.00           | $161.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.0000%  | 0.0000% | $6000.00           | $941.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $220.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.5000%  | 0.0000% | $6003.00           | $2989.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $423.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 7.0000%  | 0.0000% | $2313.00           | $137.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.5000%  | 0.0000% | $2153.00           | $432.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 3.5000%  | 0.0000% | $12039.00          | $3715.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $485.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 2.5000%  | 0.0000% | $1141.00           | $422.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.0000%  | 0.0000% | $2000.00           | $710.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.0000%  | 0.0000% | $3072.00           | $692.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $352.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1137.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $4014.00           | $2016.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $2001.00           | $842.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $3078.00           | $1834.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1922.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $4100.00           | $2422.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $4000.00           | $2200.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1194.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $4999.00           | $2522.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $536.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $2019.00           | $1373.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $592.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $650.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $732.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $5998.00           | $4155.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1027.00           | $656.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1001.00           | $732.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1361.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1969.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1488.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2097.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $718.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $689.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $3094.00           | $1747.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $712.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $3003.00           | $2240.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2438.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1275.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $838.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $3040.00           | $1867.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1595.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $871.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $4055.00           | $641.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $13440.00          | $1888.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $11000.00          | $956.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $3000.00           | $288.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $171.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2017.00           | $400.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $536.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $13000.00          | $2078.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1263.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $121.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1021.00           | $197.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 3.5000%  | 0.0000% | $1024.00           | $146.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $345.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-01-01      | 3.0400%  | 0.0000% | $6850240.00        | $6358259.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 3.5100%  | 0.0000% | $2639628.00        | $2271926.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $369896.00         | $334174.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 3.6200%  | 0.0000% | $8066496.00        | $7681047.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 3.5700%  | 0.0000% | $5133000.00        | $4273281.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 3.6000%  | 0.0000% | $29122560.00       | $28054133.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 3.6700%  | 0.0000% | $10252000.00       | $8323425.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $16459.00          | $2190.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 2.7750%  | 0.0000% | $9000.00           | $2281.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.7750%  | 0.0000% | $1000.00           | $543.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $153.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $4889.00           | $352.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $11688.00          | $837.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $1001.00           | $49.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 4.5000%  | 0.0000% | $1000.00           | $45.44             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $131.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $3004.00           | $386.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $14606.00          | $1595.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $432.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $130.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $45.70             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $2016.00           | $66.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $1718.00           | $191.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $4997.00           | $834.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $108.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1025.00           | $74.01             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $12885136.00       | $1346863.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $338.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $2000.00           | $41.19             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $1024.00           | $201.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $3058.00           | $2548.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $596.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $597.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $658.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $455.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $5000.00           | $1633.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $4000.00           | $642.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $3072.00           | $452.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $167.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $7000.00           | $1197.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $107.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $25.19             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $2025.00           | $361.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 3.0000%  | 0.0000% | $1003.00           | $19.01             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $3004.00           | $442.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $198.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $1000.00           | $45.73             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $3001.00           | $366.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $2000.00           | $283.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $60622.00          | $1693.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 4.5000%  | 0.0000% | $2000.00           | $215.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $3233.00           | $163.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $2002.00           | $362.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1120.00           | $95.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $2001.00           | $228.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.5000%  | 0.0000% | $1000.00           | $49.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $2002.00           | $300.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $199.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $2079.00           | $410.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $145.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1280.00           | $136.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $2000.00           | $334.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $70.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $151.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $109.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $3086.00           | $655.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $256.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $1027.00           | $83.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $135.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $3640.00           | $300.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1999.00           | $197.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $86.95             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $9236.00           | $2098.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $3030.00           | $285.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $202.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $2000.00           | $358.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $157.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $2059.00           | $430.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $194.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $3018.00           | $540.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1020.00           | $112.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1011.00           | $148.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $2129.00           | $452.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 2.5000%  | 0.0000% | $1001.00           | $125.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $173.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-04-01      | 3.0000%  | 0.0000% | $1000.00           | $131.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1280.00           | $268.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2985.00           | $639.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1023.00           | $144.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $19130.00          | $4417.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $5888.00           | $625.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $204.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1257.00           | $269.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $12425.00          | $2758.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $15872.00          | $2127.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $3421.00           | $493.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $1024.00           | $201.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $192.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $150.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $433.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $5316.00           | $881.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2048.00           | $557.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $7004.00           | $1714.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $216.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $10752.00          | $2742.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $186.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $373.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $274.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $705.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $20256.00          | $4089.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $1063.00           | $85.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $2016.00           | $145.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1024.00           | $229.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $5000.00           | $568.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $214.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $234.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $250.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0000%  | 0.0000% | $3700.00           | $234.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $203.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1793.00           | $251.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $88.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $147000.00         | $122155.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $2825.00           | $4.49              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $1000.00           | $29.37             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-05-01      | 6.5000%  | 0.0000% | $2022.00           | $9.74              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-07-01      | 6.5000%  | 0.0000% | $7084.00           | $28.12             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $3794.00           | $13.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $1003.00           | $4.25              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4301.00           | $159.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $46541.00          | $129.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $762.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1000.00           | $728.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $1656.00           | $0.62              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $1006.00           | $5.93              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 3.5000%  | 0.0000% | $22873.00          | $1239.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $1001.00           | $27.61             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $77.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $133.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $7968.00           | $201.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $2005.00           | $405.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $2000.00           | $577.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 4.0000%  | 0.0000% | $3000.00           | $320.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1000.00           | $45.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $2010.00           | $114.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $84.78             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $19008.00          | $1170.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 3.5000%  | 0.0000% | $1028.00           | $60.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 4.0000%  | 0.0000% | $4096.00           | $343.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $5265.00           | $118.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 4.0000%  | 0.0000% | $1000.00           | $105.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1440.00           | $133.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $3075.00           | $409.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $2016.00           | $296.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-08-01      | 4.5000%  | 0.0000% | $1066.00           | $47.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $3000.00           | $379.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $4001.00           | $499.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $2087.00           | $1487.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4100.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $4032.00           | $3071.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $2012.00           | $1479.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1007.00           | $861.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1538.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2016.00           | $1676.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2742.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3477.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1935.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $913.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1048.00           | $957.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1017.00           | $865.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2369.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $531.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $6998.00           | $4662.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2356.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $722.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2086.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $78000.00          | $56785.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1190.00           | $799.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $682.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $714.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 1.5000%  | 0.0000% | $2000.00           | $1227.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $2032.00           | $1237.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1114.00           | $729.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $643.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $688.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $4096.00           | $3049.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $758.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $2185.00           | $1537.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $783.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $763.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $682.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $653.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $742.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.5000%  | 0.0000% | $5000.00           | $3721.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $3358.00           | $2726.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $754.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $791.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1145.00           | $955.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $736.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $2986.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1263.00           | $989.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $750.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $818.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $6000.00           | $4542.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1100.00           | $1001.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1014.00           | $845.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $760.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $2009.00           | $1445.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1002.00           | $851.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1001.00           | $571.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $6000.00           | $4308.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $2055.00           | $1664.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1348.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3008.00           | $2420.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $729.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $733.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3072.00           | $2478.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1704.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $3072.00           | $2552.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $2038.00           | $1742.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $726.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $831.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $733.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1697.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $2049.00           | $1882.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $818.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3203.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $926.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $45.63             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.73             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $43.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $2001.00           | $437.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $1029.00           | $101.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 3.5000%  | 0.0000% | $1000.00           | $95.69             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $1001.00           | $310.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $145.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $3002.00           | $302.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $1020.00           | $177.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $2010.00           | $378.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $8192.00           | $803.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $178.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $215.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $375.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $3000.00           | $511.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $2080.00           | $471.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $187.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $28940768.00       | $29807929.87       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $10346976.00       | $26627.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $1000000.00        | $33431.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2343630.00        | $35491.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $468955.00         | $25175.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-20      | 2.5000%  | 0.0000% | $100000.00         | $54064.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 2.0000%  | 0.0000% | $623457.00         | $419080.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $398000.00         | $295886.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $11000.00          | $7611.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $12067.00          | $10003.13          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $8961400.00        | $7214454.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $24377100.00       | $20134668.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $31051900.00       | $23855215.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-11-15      | 2.8750%  | 0.0000% | $3213500.00        | $2371163.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $15604300.00       | $12350624.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 0.2500%  | 0.0000% | $1030300.00        | $742084.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $21335500.00       | $13786728.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $21576400.00       | $14387647.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $37134800.00       | $24805873.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $14138800.00       | $7800617.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $13782100.00       | $8277066.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $17695300.00       | $12901518.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $10292900.00       | $7297970.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $5300400.00        | $4477087.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $42245300.00       | $37003601.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $25202400.00       | $23758228.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $50471600.00       | $48083506.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $100816800.00      | $103639486.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-15      | 1.6250%  | 0.0000% | $60000.00          | $55971.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $268000.00         | $265251.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-15      | 4.1250%  | 0.0000% | $127000.00         | $129007.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $349800.00         | $356658.88         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 3.0000%  | 0.0000% | $2899.00           | $356.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.0000%  | 0.0000% | $4959.00           | $354.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 3.0000%  | 0.0000% | $2000.00           | $270.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 3.5000%  | 0.0000% | $6793.00           | $308.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $32.83             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $2035000.00        | $1622635.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 6.0000%  | 0.0000% | $44927.00          | $136.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 2.5000%  | 0.0000% | $19857.00          | $485.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5000%  | 0.0000% | $2508.00           | $420.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 3.5000%  | 0.0000% | $24775.00          | $2069.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $153.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 4.0000%  | 0.0000% | $3041.00           | $203.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $1233.00           | $83.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $8994.00           | $1657.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $130.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $11664.00          | $1349.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $5000.00           | $827.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $176.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 3.0000%  | 0.0000% | $2157.00           | $18.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 3.0000%  | 0.0000% | $15538.00          | $321.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 3.0000%  | 0.0000% | $1000.00           | $16.84             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.5000%  | 0.0000% | $1001.00           | $45.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 3.0000%  | 0.0000% | $1000.00           | $36.02             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1035.00           | $143.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 4.0000%  | 0.0000% | $1064.00           | $149.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1018.00           | $138.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $1024.00           | $129.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $164.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $284.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $46.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $87.51             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $123.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $1024.00           | $163.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-08-01      | 6.0000%  | 0.0000% | $1170.00           | $5.17              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $7893.00           | $771.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $3380.00           | $302.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $69.39             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 3.5000%  | 0.0000% | $2003.00           | $221.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $4160.00           | $286.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.5000%  | 0.0000% | $4000.00           | $73.90             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 2.0000%  | 0.0000% | $2000.00           | $117.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 2.5000%  | 0.0000% | $1000.00           | $72.81             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 2.5000%  | 0.0000% | $1100.00           | $138.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.5000%  | 0.0000% | $1040.00           | $160.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.5000%  | 0.0000% | $3000.00           | $764.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $2000.00           | $369.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1071.00           | $105.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $219.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $540.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4411.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 3.0000%  | 0.0000% | $6000.00           | $3297.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 5.0000%  | 0.0000% | $1000.00           | $624.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 2.5000%  | 0.0000% | $7000.00           | $3323.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 2.5000%  | 0.0000% | $4016.00           | $689.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $531.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 3.5000%  | 0.0000% | $5008.00           | $2644.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1494.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $550.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1263.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $164.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $281.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $370.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $479.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $560.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1897.00           | $1182.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1368.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $670.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $706.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $3933.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $50184896.00       | $51253683.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $2068716.00        | $1737903.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $4098540.00        | $2542502.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1490896.00        | $1309882.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1357610.00        | $1413947.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $25135680.00       | $25966665.59       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $1803624.00        | $1846818.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $8051280.00        | $8681764.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $4400632.00        | $4676704.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $28454912.00       | $22560729.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $499000.00         | $513016.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $1744032.00        | $1819696.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2068420.00        | $2146498.84        | Agency Mortgage-Backed Securities  |

### Security 306: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCOW1, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP1HCOW1_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2028-11-15      | 5.2500%  | 0.0000% | $2162300.00        | $2283712.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $18000000.00       | $16076875.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $43841500.00       | $34368935.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $89121900.00       | $58009217.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $40872500.00       | $26221461.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $28650200.00       | $13941438.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $54373800.00       | $35135656.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $30000000.00       | $17014301.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $70000000.00       | $48724568.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $22366800.00       | $18659375.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $21839600.00       | $21478691.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $43000000.00       | $41843426.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $36432400.00       | $35178854.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 4.7500%  | 0.0000% | $35000000.00       | $34076663.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $1010482000.00     | $959501815.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $50547300.00       | $51031279.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $14220300.00       | $14427340.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $46435800.00       | $47797206.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $19201600.00       | $19358917.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $28986600.00       | $29244324.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $16432000.00       | $16123116.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $23600.00          | $23330.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $45477100.00       | $46503470.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $44776000.00       | $46326688.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $27210400.00       | $27980257.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $28105900.00       | $27993223.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $36252700.00       | $35970282.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $59715200.00       | $59886118.61       | U.S. Treasuries (including strips) |

### Security 307: BMO Harris Bank NA

- **C.1 - Title:** BMO Harris Bank NA 3.650000%
- **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: ARP1HCOX9, C.3 - LEI: 3Y4U8VZURTYW, C.5 - Other ID: ARP1HCOX9_3.65_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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.         | 2035-04-01      | 2.0000%  | 0.0000% | $141794622.00      | $28125265.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 0.9300%  | 0.0000% | $199123163.00      | $190289097.10      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 1.0800%  | 0.0000% | $16696516.00       | $15128654.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $33165697.00       | $20731114.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $4289120.00        | $255000.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $9561453.00        | $5159142.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 1.5000%  | 0.0000% | $1469614.00        | $764999.85         | Agency Mortgage-Backed Securities |

### Security 308: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCP59, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1HCP59_3.64_0501
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 Strip | 2046-05-15      | N/A      | 0.0000% | $13849800.00       | $4976233.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $792038300.00      | $219323325.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $13000000.00       | $12211222.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-23      | N/A      | 0.0000% | $18160600.00       | $18007869.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1268800.00        | $481349.73         | U.S. Treasuries (including strips) |

### Security 309: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCPZ3, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1HCPZ3_3.64_0501
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2051-11-15      | 1.8750%  | 0.0000% | $165725500.00      | $91369119.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $183.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $196.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $103839400.00      | $92828046.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 2.3750%  | 0.0000% | $27079600.00       | $25482244.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $128545200.00      | $126920241.21      | U.S. Treasuries (including strips) |

### Security 310: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCQ25, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1HCQ25_3.64_0501
- **C.18 - Value (incl. sponsor support):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 Strip | 2044-02-15      | N/A      | 0.0000% | $810100.00         | $329895.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-08-15      | 6.3750%  | 0.0000% | $188600.00         | $197033.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2036-02-15      | 4.5000%  | 0.0000% | $490800.00         | $502087.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2038-02-15      | 4.3750%  | 0.0000% | $218000.00         | $218179.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 4.7500%  | 0.0000% | $34291600.00       | $34560444.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-05-15      | 4.3750%  | 0.0000% | $9943500.00        | $9703425.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 3.7500%  | 0.0000% | $57000.00          | $50910.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $2939100.00        | $2395070.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $598900.00         | $671160.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.1250%  | 0.0000% | $8298300.00        | $6647296.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $18617300.00       | $15915840.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $7333800.00        | $5051737.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 1.0000%  | 0.0000% | $284800.00         | $292410.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-08-15      | 2.2500%  | 0.0000% | $7999900.00        | $5207114.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-11-15      | 2.7500%  | 0.0000% | $8239600.00        | $5863254.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $3931000.00        | $2895117.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $94000.00          | $89789.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $69788800.00       | $50891081.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-08-15      | 2.2500%  | 0.0000% | $4671200.00        | $2897738.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $9250800.00        | $4398043.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $13168200.00       | $9202395.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $6991200.00        | $5832368.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $19903900.00       | $16658930.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $3210900.00        | $2945517.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $19470400.00       | $15596008.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $4785100.00        | $3872734.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-11-15      | 4.6250%  | 0.0000% | $1159900.00        | $1119990.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 4.6250%  | 0.0000% | $7500.00           | $7239.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $761000.00         | $558977.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $1518100.00        | $1011116.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.1250%  | 0.0000% | $680400.00         | $667072.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $15758400.00       | $15015639.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-04-30      | 4.1250%  | 0.0000% | $2212400.00        | $2200773.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $6523535.36        | $4660883.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $8872672.00        | $7384440.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $2843934.72        | $2839893.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $14639349.76       | $13652642.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $2777497.60        | $2488668.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-10-31      | N/A      | 0.0000% | $24375.00          | $22113.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $4593868.80        | $2304238.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-10-15      | N/A      | 0.0000% | $23122.70          | $22732.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $4430976.00        | $1965062.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $434503.68         | $183930.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $9549660.16        | $3749712.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $27553628.16       | $7586615.98        | U.S. Treasuries (including strips) |

### Security 311: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.650000%
- **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: ARP1HCQ33, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1HCQ33_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2359000000.00
- **C.18.a - Value (excl. sponsor support):** $2359000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2040-12-01      | 4.5000%  | 0.0000% | $1068947.00        | $1043463.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $1074498.00        | $1044000.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1045156.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1690635.00        | $1045317.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $5849000.00        | $1046010.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $1292271.00        | $1046821.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1024709.00        | $1047140.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1032439.00        | $1048336.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $1048587.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1071375.00        | $1049091.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 6.0000%  | 0.0000% | $1007827.00        | $1049936.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1071269.00        | $1051370.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $1062450.00        | $1051588.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1051788.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1063937.00        | $1052745.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 6.5000%  | 0.0000% | $1002445.00        | $1053170.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1034360.00        | $1054246.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1068459.00        | $1054268.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1083443.00        | $1054740.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1055653.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1061797.00        | $1058360.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1060228.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1067578.00        | $1060946.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1081126.00        | $1061140.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1061326.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1365000.00        | $1062721.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1063292.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1105646.00        | $1064396.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 6.5000%  | 0.0000% | $1049250.00        | $1064639.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $1004079.00        | $1064787.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1187114.00        | $1065052.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1066061.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1668413.00        | $1066173.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1067668.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1359999.00        | $1068119.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.5000%  | 0.0000% | $1002712.00        | $1069096.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1069635.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $5979000.00        | $1070031.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $1078699.00        | $1070804.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $2125465.00        | $1071532.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1087905.00        | $1071893.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1072677.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1042623.00        | $1072777.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $1066722.00        | $1072970.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1084484.00        | $1076544.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $1095025.00        | $1077316.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 5.0000%  | 0.0000% | $204311191.00      | $199946085.19      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $281974285.00      | $271697308.79      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $495179739.00      | $288099276.09      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-25      | 6.5000%  | 0.0000% | $362423000.00      | $377718015.66      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $725724319.00      | $515464516.89      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.5000%  | 0.0000% | $11000.00          | $1225.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $3000.00           | $1226.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.5000%  | 0.0000% | $6547.00           | $1229.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.5000%  | 0.0000% | $410000.00         | $4625.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $503000.00         | $4626.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $4635.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4663.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $46000.00          | $4665.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $4678.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.5000%  | 0.0000% | $50500.00          | $4686.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $16000.00          | $4710.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $68926.00          | $4712.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $34000.00          | $4717.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $4733.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $6000.00           | $4745.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1284261.00        | $4751.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0000%  | 0.0000% | $476149.00         | $4768.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $7000.00           | $4775.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $4796.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $46000.00          | $4801.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.0000%  | 0.0000% | $362448.00         | $4826.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $5000.00           | $4829.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.0000%  | 0.0000% | $25000.00          | $4835.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $37000.00          | $4835.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $3053636.00        | $4882.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 3.0000%  | 0.0000% | $11000.00          | $4897.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 3.0000%  | 0.0000% | $33000.00          | $4909.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.0000%  | 0.0000% | $276636.00         | $4924.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $7000.00           | $4941.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $8000.00           | $4946.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 7.0000%  | 0.0000% | $585984.00         | $4971.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $35000.00          | $4999.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $44000.00          | $5003.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $550000.00         | $33998.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 1.5000%  | 0.0000% | $98000.00          | $34063.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $260000.00         | $34067.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 6.0000%  | 0.0000% | $444000.00         | $34078.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $296703.00         | $34109.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $49000.00          | $34121.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $34181.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $34263.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.0000%  | 0.0000% | $178170.00         | $34269.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $266000.00         | $34299.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $306968.00         | $34372.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $125084.00         | $34469.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.5000%  | 0.0000% | $3000000.00        | $34472.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $244987.00         | $34573.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $450000.00         | $34592.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $195000.00         | $34662.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $103000.00         | $34869.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $2955734.00        | $34914.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $473837.00         | $35032.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $52000.00          | $35084.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $40292.00          | $35125.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $43768.00          | $35168.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $220000.00         | $35219.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $440000.00         | $35257.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 5.5000%  | 0.0000% | $3905614.00        | $35293.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $130000.00         | $35309.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $155515.00         | $35411.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 3.0000%  | 0.0000% | $42000.00          | $35517.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $62042.00          | $35518.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1553744.00        | $35519.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $161000.00         | $35525.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $35544.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $258953.00         | $35556.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $3310702.00        | $35651.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 5.0000%  | 0.0000% | $695000.00         | $35696.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $155000.00         | $97061.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.5000%  | 0.0000% | $1254986.00        | $97454.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $594128.00         | $97463.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $195000.00         | $97531.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $140000.00         | $97622.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $150000.00         | $97709.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $123000.00         | $97753.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $395000.00         | $97930.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $493000.00         | $98155.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $150000.00         | $98223.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.5000%  | 0.0000% | $229000.00         | $98332.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $98339.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $251184.00         | $98386.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $200000.00         | $98399.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.5000%  | 0.0000% | $258146.00         | $98448.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $733000.00         | $98605.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $113416.00         | $98672.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $581000.00         | $50329.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $79543.00          | $50338.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $299000.00         | $50407.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 6.0000%  | 0.0000% | $5100000.00        | $50563.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $1086568.00        | $50566.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $370975.00         | $50585.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $350000.00         | $50684.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $201000.00         | $50743.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $80000.00          | $50812.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $50869.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2648000.00        | $50874.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $50875.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $105000.00         | $50886.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $123660.00         | $51159.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $51178.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 5.5000%  | 0.0000% | $9955000.00        | $51264.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $910000.00         | $51339.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $51348.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 2.5000%  | 0.0000% | $125000.00         | $51354.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 5.0000%  | 0.0000% | $111130.00         | $51407.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $73000.00          | $51440.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $210000.00         | $51456.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $329752.00         | $51476.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $136793.00         | $51801.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $548857.00         | $52116.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $76000.00          | $52248.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $76128.00          | $52273.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $70000.00          | $52313.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $734142.00         | $52403.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.0000%  | 0.0000% | $94000.00          | $52551.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $511468.00         | $52608.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $22000.00          | $13402.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $175000.00         | $44441.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $751154.00         | $44567.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $44633.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $235000.00         | $44744.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $64000.00          | $44808.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $70000.00          | $44832.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $66666.00          | $44896.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $503547.00         | $44897.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $235000.00         | $44916.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 5.0000%  | 0.0000% | $155000.00         | $44929.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 3.0000%  | 0.0000% | $110000.00         | $12050.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $1180000.00        | $12075.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $12076.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $137000.00         | $12093.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $135000.00         | $12098.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $12140.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $231059.00         | $12144.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $12178.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $300000.00         | $12219.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $19255.00          | $12236.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $78302.00          | $12237.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $392845.00         | $12244.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $152963.00         | $12271.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $40000.00          | $12296.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $367884.00         | $12297.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 2.5000%  | 0.0000% | $275000.00         | $12306.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12319.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $695000.00         | $12353.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 5.0000%  | 0.0000% | $154953.00         | $12355.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1385000.00        | $12378.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.0000%  | 0.0000% | $2200000.00        | $12401.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $175000.00         | $12408.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $61000.00          | $12419.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $20000.00          | $12463.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $300000.00         | $12498.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $18000.00          | $12510.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $388461.00         | $6648.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.5000%  | 0.0000% | $23000.00          | $6649.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $80000.00          | $6716.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $6719.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6726.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $872684.00         | $6737.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $11000.00          | $6753.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $22000.00          | $6766.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6766.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $14000.00          | $6791.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $80000.00          | $6791.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $10000.00          | $6798.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $55723.00          | $6822.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $184430.00         | $6830.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $26000.00          | $6856.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $28000.00          | $6863.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $32185.00          | $6868.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $9000.00           | $6873.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $11000.00          | $6878.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $9000.00           | $6889.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $57405.00          | $6912.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $33000.00          | $6945.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $106613.00         | $6946.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $23000.00          | $6958.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.0000%  | 0.0000% | $865000.00         | $6967.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 6.0000%  | 0.0000% | $3487280.00        | $6978.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $38055.00          | $7043.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $60000.00          | $7057.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $216279.00         | $7064.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $40392.00          | $7125.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $57462.00          | $7127.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $12000.00          | $7240.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7292.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 7.5000%  | 0.0000% | $1653612.00        | $7320.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $7322.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 3.5000%  | 0.0000% | $21000.00          | $7331.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 6.5000%  | 0.0000% | $1014394.00        | $7347.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $19000.00          | $7398.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $23000.00          | $7399.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $48750.00          | $7406.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $9811.00           | $7421.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $7427.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $7438.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $9000.00           | $7451.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $7461.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7465.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $4000400.00        | $7488.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $7515.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.5000%  | 0.0000% | $102000.00         | $7529.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $10000.00          | $7537.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $81000.00          | $7566.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $52000.00          | $7586.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $12571.00          | $7664.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $352000.00         | $7746.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $80000.00          | $7747.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7747.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $7815.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 6.0000%  | 0.0000% | $537410.00         | $7825.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $575486.00         | $7901.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $15000.00          | $7906.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.5000%  | 0.0000% | $265000.00         | $7915.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $50000.00          | $7935.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $7980.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $45636.00          | $45027.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 1.5000%  | 0.0000% | $100000.00         | $45028.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.0000%  | 0.0000% | $51000.00          | $45142.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $158593.00         | $45170.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 6.0000%  | 0.0000% | $4850000.00        | $45181.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $45229.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $288000.00         | $45301.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 3.5000%  | 0.0000% | $425000.00         | $45323.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $55000.00          | $45426.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $387000.00         | $45444.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 5.5000%  | 0.0000% | $16847000.00       | $45489.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $45590.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $45811.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 6.5000%  | 0.0000% | $36521996.00       | $45821.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $45909.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $563841.00         | $45936.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $579908.00         | $45977.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $270000.00         | $46090.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $62000.00          | $46107.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $46113.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $342492.00         | $46136.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $252000.00         | $46144.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $53955.00          | $46239.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $57000.00          | $46288.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $74996.00          | $46329.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $93000.00          | $46353.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 4.0000%  | 0.0000% | $133602.00         | $46378.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $509786.00         | $46407.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $46483.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $2319112.00        | $46806.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $46907.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $56631.00          | $46953.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $61000.00          | $47025.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $575000.00         | $47059.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $50860.00          | $47120.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $200000.00         | $47156.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $47162.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $147000.00         | $47410.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 4.0000%  | 0.0000% | $250000.00         | $47519.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $47521.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $47535.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $2996343.00        | $47544.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $66400.00          | $47697.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $1042000.00        | $47703.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $230000.00         | $47720.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $538604.00         | $47757.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $78000.00          | $47778.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $78000.00          | $47805.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $48032.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $104946.00         | $48056.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.5000%  | 0.0000% | $327000.00         | $48103.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $70000.00          | $48127.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $80000.00          | $48138.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $60000.00          | $48299.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $111000.00         | $48376.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $100000.00         | $48377.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $94554.00          | $48379.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $48852.00          | $48400.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $65000.00          | $48401.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $110000.00         | $48498.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $69000.00          | $48527.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $170000.00         | $48584.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $598979.00         | $48616.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $163000.00         | $48631.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $48736.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $86295.00          | $48764.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $48786.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 2.5000%  | 0.0000% | $202713.00         | $48843.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 4.5000%  | 0.0000% | $1308953.00        | $48844.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $100000.00         | $48850.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $48916.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $48938.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $164000.00         | $49011.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $49069.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $49082.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 2.5000%  | 0.0000% | $3275000.00        | $49129.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $525000.00         | $49245.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $49346.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $80000.00          | $49457.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $300000.00         | $49565.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.0000%  | 0.0000% | $410000.00         | $49701.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $50321.00          | $49766.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $60430.00          | $49836.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $49947.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $300000.00         | $50168.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $54000.00          | $50220.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 4.0000%  | 0.0000% | $356000.00         | $50266.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $50316.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $12039.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $378323.00         | $39242.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $536324.00         | $39261.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $70000.00          | $39281.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $652465.00         | $39285.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $53000.00          | $39291.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $1780000.00        | $39314.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $194000.00         | $39437.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $135460.00         | $39461.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $69694.00          | $39463.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $200000.00         | $39492.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $55743.00          | $39513.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $70000.00          | $39552.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $933000.00         | $39577.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $230000.00         | $39700.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $52826.00          | $39712.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $39826.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $300000.00         | $40014.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $40151.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 4.5000%  | 0.0000% | $56978.00          | $40166.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $522714.00         | $40168.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $175000.00         | $40205.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 2.5000%  | 0.0000% | $63580.00          | $40233.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.5000%  | 0.0000% | $1141031.00        | $40310.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 3.5000%  | 0.0000% | $47000.00          | $40387.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $48000.00          | $40405.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $200000.00         | $40592.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $1100000.00        | $40623.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $2100000.00        | $40640.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $50331.00          | $40787.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $50000.00          | $40795.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 4.5000%  | 0.0000% | $2590000.00        | $40870.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.5000%  | 0.0000% | $354000.00         | $40886.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $67000.00          | $40897.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $40915.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $745000.00         | $40921.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.0000%  | 0.0000% | $319953.00         | $40989.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $402601.00         | $41046.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $41068.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $65000.00          | $41072.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $55914.00          | $41099.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $67634.00          | $41350.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $41376.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $41412.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $10098935.00       | $41444.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 2.0000%  | 0.0000% | $700000.00         | $41496.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $419105.00         | $41607.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $41640.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 1.5000%  | 0.0000% | $79712.00          | $41821.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $74000.00          | $41898.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $41953.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $6365000.00        | $41999.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $52915.00          | $42001.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 2.5000%  | 0.0000% | $750000.00         | $42098.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $60000.00          | $42152.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $215000.00         | $42343.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $184411.00         | $42505.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $60000.00          | $42523.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $764746.00         | $42618.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $64800.00          | $42654.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $183000.00         | $42854.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.5000%  | 0.0000% | $264000.00         | $42924.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $414000.00         | $42987.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $302778.00         | $43000.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $196000.00         | $43040.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $584682.00         | $43073.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $100000.00         | $43087.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $43165.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $16000000.00       | $43281.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $43319.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $55190.00          | $43385.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 3.0000%  | 0.0000% | $172000.00         | $43385.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $57291.00          | $43532.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $6107285.00        | $43621.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $76587.00          | $43693.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 6.0000%  | 0.0000% | $1750000.00        | $43842.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $391726.00         | $265038.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $265701.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $365000.00         | $265911.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.0000%  | 0.0000% | $362509.00         | $265938.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $480000.00         | $267496.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $546701.00         | $267680.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $269817.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $459393.00         | $270110.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $285250.00         | $270395.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.5000%  | 0.0000% | $2092774.00        | $271157.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $734000.00         | $272293.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $249000.00         | $164214.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $500000.00         | $164250.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $164338.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $1016814.00        | $164638.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $175000.00         | $164772.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $193209.00         | $164858.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $164984.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $4955363.00        | $165028.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $346685.00         | $165087.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $268199.00         | $165411.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $1087000.00        | $165673.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $254000.00         | $165746.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.5000%  | 0.0000% | $316000.00         | $165771.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $173379.00         | $165960.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $255659.00         | $166077.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 4.0000%  | 0.0000% | $950000.00         | $166643.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $216000.00         | $166896.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 2.5000%  | 0.0000% | $631000.00         | $167353.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $235000.00         | $167497.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $420000.00         | $167762.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $167895.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $2167000.00        | $168197.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 1.5000%  | 0.0000% | $300000.00         | $168219.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 2.5000%  | 0.0000% | $695000.00         | $169117.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $169402.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $250000.00         | $169493.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 5.0000%  | 0.0000% | $2940000.00        | $169946.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $300000.00         | $170402.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $1400000.00        | $170502.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.0000%  | 0.0000% | $1521685.00        | $170567.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 2.5000%  | 0.0000% | $643860.00         | $170937.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $32000.00          | $16325.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.0000%  | 0.0000% | $111000.00         | $16482.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16578.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 7.0000%  | 0.0000% | $3329000.00        | $16593.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $70309.00          | $16612.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.0000%  | 0.0000% | $1870000.00        | $16636.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $25166.00          | $16682.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $16692.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $500410.00         | $16748.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $200000.00         | $16757.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $24000.00          | $16801.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $196966.00         | $16829.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16855.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $80000.00          | $16872.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $95470.00          | $16935.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $25000.00          | $16949.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $24000.00          | $17097.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $21000.00          | $17103.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $17132.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $1010000.00        | $17191.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $274412.00         | $17213.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $25000.00          | $17243.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $82000.00          | $17258.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $25000.00          | $17284.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $132554.00         | $17296.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 6.0000%  | 0.0000% | $1943000.00        | $17361.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $174000.00         | $17407.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $22000.00          | $17418.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $75000.00          | $17441.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $17489.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.0000%  | 0.0000% | $100000.00         | $17532.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 5.0000%  | 0.0000% | $83054.00          | $17538.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $17554.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $98992.00          | $17629.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $105000.00         | $17661.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $20000.00          | $17671.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 4.0000%  | 0.0000% | $135000.00         | $17689.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.5000%  | 0.0000% | $30000.00          | $17719.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.0000%  | 0.0000% | $21000.00          | $17747.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $3152344.00        | $17768.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 3.5000%  | 0.0000% | $45000.00          | $17777.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.5000%  | 0.0000% | $30000.00          | $17860.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 1.5000%  | 0.0000% | $42513.00          | $17869.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $17879.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $30000.00          | $18007.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $62000.00          | $18027.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $56991.00          | $18085.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $18319.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $18378.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $123862.00         | $18403.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $110000.00         | $18530.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $130000.00         | $18531.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $3017601.00        | $18605.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $25000.00          | $18605.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1188388.00        | $18643.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $18684.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 4.5000%  | 0.0000% | $2250000.00        | $18686.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $55000.00          | $18752.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $18770.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $198000.00         | $18888.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $18900.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.5000%  | 0.0000% | $1728425.00        | $18951.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $175000.00         | $19040.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $190000.00         | $19120.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $136678.00         | $19280.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.5000%  | 0.0000% | $87858.00          | $19287.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $19314.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $19319.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $19362.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.5000%  | 0.0000% | $136000.00         | $19433.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $19504.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $19519.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $19522.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 5.0000%  | 0.0000% | $2219000.00        | $19546.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $114821.00         | $19635.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $28911.00          | $19649.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $100000.00         | $19654.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $40926.00          | $19835.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $19852.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $5500000.00        | $19879.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $35000.00          | $19972.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $20074.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.5000%  | 0.0000% | $23000.00          | $20078.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $122747.00         | $20079.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $1165000.00        | $20103.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $20140.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $20259.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 3.5000%  | 0.0000% | $139000.00         | $20280.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $33089.00          | $20288.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.0000%  | 0.0000% | $28000.00          | $20379.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $30000.00          | $20384.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $127000.00         | $20413.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $800000.00         | $20462.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $104000.00         | $20496.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $30000.00          | $20590.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $28504.00          | $20676.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $33892.00          | $20717.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.5000%  | 0.0000% | $50000.00          | $20746.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $145000.00         | $20780.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $20900.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $124640.00         | $20948.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $300000.00         | $21056.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.0000%  | 0.0000% | $7759797.00        | $21070.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $253502.00         | $21181.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1007615.00        | $21215.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $21251.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $29000.00          | $21302.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $91563.00          | $21303.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $24000.00          | $21305.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $126000.00         | $21330.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $99879.00          | $21386.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $21424.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.5000%  | 0.0000% | $40000.00          | $21446.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $143905.00         | $21522.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $922000.00         | $21576.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $282935.00         | $21577.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $599388.00         | $21694.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $25673.00          | $21705.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $41000.00          | $21851.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $49500.00          | $21872.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $147000.00         | $22013.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $440000.00         | $272631.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1637151.00        | $272713.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $273282.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 2.5000%  | 0.0000% | $1721000.00        | $273303.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.5000%  | 0.0000% | $1870000.00        | $274209.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $335340.00         | $274558.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $274761.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $497000.00         | $275830.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $276056.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $2130588.00        | $276173.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $51262037.00       | $276341.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $276542.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $277283.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $2308267.00        | $277575.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $455000.00         | $277902.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $391957.00         | $278050.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $326305.00         | $279161.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $318622.00         | $279447.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $468285.00         | $279646.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-25      | 6.5000%  | 0.0000% | $400811.00         | $279810.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279843.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $405955.00         | $280023.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $402000.00         | $280051.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $2430000.00        | $280428.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1404068.00        | $280467.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 1.5000%  | 0.0000% | $469705.00         | $280807.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $280957.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $477000.00         | $281033.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $1750000.00        | $281184.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $355980.00         | $281661.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $777803.00         | $282714.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $5015289.00        | $282936.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $457534.00         | $283256.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $610000.00         | $283318.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $423238.00         | $283605.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $350000.00         | $283763.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $424496.00         | $284594.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $367000.00         | $285068.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $495000.00         | $285683.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $501647.00         | $287367.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $9894828.00        | $287392.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $300000.00         | $287555.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $373500.00         | $288333.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $288975.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $289157.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $433000.00         | $289216.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $289217.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $289989.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $290676.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $438771.00         | $290931.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $432095.00         | $291706.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $349000.00         | $292973.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $432000.00         | $293013.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.0000%  | 0.0000% | $483451.00         | $293131.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $406000.00         | $294304.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $2349950.00        | $294800.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $295822.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $354000.00         | $298257.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $298793.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $395000.00         | $299542.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $313086.00         | $300705.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $527945.00         | $301508.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $314304.00         | $301629.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 4.5000%  | 0.0000% | $358207.00         | $301793.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $989259.00         | $302465.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $302572.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $535749.00         | $302995.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $303242.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 5.5000%  | 0.0000% | $22012470.00       | $303780.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $1855000.00        | $304229.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $388000.00         | $304297.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $2407633.00        | $304799.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $1230057.00        | $305373.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $305689.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $305907.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $582875.00         | $306439.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $910370.00         | $307106.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $1517708.00        | $307372.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $366979.00         | $308059.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $510000.00         | $308679.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.5000%  | 0.0000% | $9105947.00        | $309044.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1058294.00        | $309321.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $1761994.00        | $309553.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $486647.00         | $310034.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1790000.00        | $311113.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $624849.00         | $311499.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $351881.00         | $311581.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 2.5000%  | 0.0000% | $458380.00         | $311599.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $500000.00         | $312440.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $393000.00         | $312627.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $364383.00         | $313508.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $420829.00         | $314467.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $314936.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $552000.00         | $316537.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $330993.00         | $316897.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $579554.00         | $317030.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $3840352.00        | $317736.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 1.5000%  | 0.0000% | $469803.00         | $318555.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 3.5000%  | 0.0000% | $121920806.00      | $318607.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $319193.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $2565000.00        | $319869.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $319986.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $320095.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $464316.00         | $320207.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $320573.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.0000%  | 0.0000% | $2769000.00        | $320884.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $688175.00         | $321524.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.5000%  | 0.0000% | $560000.00         | $321721.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $600312.00         | $322263.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.5000%  | 0.0000% | $335600.00         | $322853.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 4.5000%  | 0.0000% | $386000.00         | $322907.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $1415000.00        | $323779.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $1469000.00        | $324377.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1239407.00        | $324545.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.0000%  | 0.0000% | $399110.00         | $324638.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $388144.00         | $324738.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $324899.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $435657.00         | $325365.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $330000.00         | $325368.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $329893.00         | $325545.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $325563.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $50399.00          | $35699.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $40359.00          | $35713.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $50000.00          | $35725.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $61862.00          | $35836.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 5.0000%  | 0.0000% | $190000.00         | $35846.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $35925.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $35931.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $54211.00          | $35970.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $479167.00         | $36106.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $56000.00          | $36151.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 2.5000%  | 0.0000% | $2850000.00        | $36185.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $36265.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $50000.00          | $36444.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $36514.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $700000.00         | $36541.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 1.5000%  | 0.0000% | $55000.00          | $36579.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $58000.00          | $36624.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $50000.00          | $36773.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 1.5000%  | 0.0000% | $100000.00         | $36903.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $84000.00          | $37006.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $60655.00          | $37112.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $265000.00         | $37115.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $1122252.00        | $37173.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 3.0000%  | 0.0000% | $172000.00         | $37199.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.0000%  | 0.0000% | $2792000.00        | $37213.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $45193.00          | $37282.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $37363.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $70000.00          | $37438.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $2089061.00        | $37540.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $59000.00          | $37560.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $59000.00          | $37590.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $176525.00         | $37593.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $400000.00         | $37604.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 6.0000%  | 0.0000% | $7697962.00        | $37621.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $55000.00          | $37658.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $4500000.00        | $37800.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $734000.00         | $37809.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $5335000.00        | $37846.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $404000.00         | $38059.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $55000.00          | $38120.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $47579.00          | $38128.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $76815.00          | $38146.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $500000.00         | $38235.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $200000.00         | $38252.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $95000.00          | $38265.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38361.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 4.5000%  | 0.0000% | $564000.00         | $38392.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $92699.00          | $38565.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $230000.00         | $38654.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $38681.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $55000.00          | $38712.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $113000.00         | $38734.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $267000.00         | $38903.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $38956.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $560000.00         | $39015.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $270000.00         | $39152.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $39172.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $345000.00         | $39192.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $304780.00         | $219521.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $220563.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $247580.00         | $220881.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $220892.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $266548.00         | $221072.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $227018.00         | $221102.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $2800000.00        | $221709.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $222353.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $223608.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $326123.00         | $223891.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1150000.00        | $224300.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1113528.00        | $224310.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.0000%  | 0.0000% | $240000.00         | $225158.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $225874.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $534724.00         | $226223.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $347000.00         | $226627.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $304986.00         | $227424.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $300000.00         | $227427.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $227844.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $300000.00         | $228930.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $229034.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 3.5000%  | 0.0000% | $400000.00         | $229318.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $330460.00         | $229582.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $230069.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.0000%  | 0.0000% | $500000.00         | $230619.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $400000.00         | $230638.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $275531.00         | $230829.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $278596.00         | $231770.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $344000.00         | $232555.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $399836.00         | $232866.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $1100000.00        | $233531.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $653176.00         | $234514.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $265702.00         | $234867.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $235109.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $361282.00         | $235115.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $325000.00         | $235344.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $3400000.00        | $235419.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $440000.00         | $235530.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $300000.00         | $235776.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $790637.00         | $236496.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $236998.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $3039852.00        | $237625.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $369000.00         | $238026.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $302775.00         | $239079.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $409829.00         | $239276.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $375000.00         | $239808.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $357235.00         | $240018.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $370000.00         | $240637.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $325000.00         | $241497.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $250346.00         | $241940.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.5000%  | 0.0000% | $1943627.00        | $242061.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $340000.00         | $242106.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $242951.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $2508380.00        | $243967.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $244104.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $244476.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 4.0000%  | 0.0000% | $2260000.00        | $244675.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $267700.00         | $244768.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $386139.00         | $244947.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1967808.00        | $245034.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $250000.00         | $245061.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $434227.00         | $245121.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1800000.00        | $245244.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1945000.00        | $245716.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 5.0000%  | 0.0000% | $4338408.00        | $246161.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $246964.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $263100.00         | $247164.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $1073000.00        | $247760.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $425000.00         | $248187.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 4.0000%  | 0.0000% | $4238926.00        | $248493.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $1127671.00        | $935307.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $1115482.00        | $936440.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $936916.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $2214698.00        | $937820.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $5050000.00        | $937987.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $938432.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $4500000.00        | $941138.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $1045560.00        | $941284.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1135000.00        | $942599.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $943285.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $3665555.00        | $943565.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $1777177.00        | $945402.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $5089504.00        | $947973.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1088005.00        | $949649.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $952674.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $953038.00         | $953069.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1904017.00        | $957185.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2247575.00        | $959988.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1280778.00        | $960094.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $248536.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 1.5000%  | 0.0000% | $396696.00         | $248956.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $249088.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $256716.00         | $249140.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $492195.00         | $249367.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $3374500.00        | $249662.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $375166.00         | $249814.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $399760.00         | $250459.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.5000%  | 0.0000% | $920000.00         | $250675.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $750000.00         | $251551.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $360000.00         | $251603.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $358000.00         | $252038.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1423164.00        | $252499.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $320000.00         | $252583.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $1910000.00        | $253655.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $400000.00         | $253753.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1610000.00        | $253818.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $253940.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $253958.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $281000.00         | $255361.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 5.0000%  | 0.0000% | $805000.00         | $255756.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $255771.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $348000.00         | $255812.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $325000.00         | $255992.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $256280.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.0000%  | 0.0000% | $479000.00         | $256463.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $256666.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $373485.00         | $257684.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $257980.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $3709020.00        | $258282.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $293000.00         | $258303.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $453272.00         | $258607.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $258737.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $300000.00         | $259168.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $398926.00         | $259448.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $350000.00         | $260803.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $386206.00         | $260966.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $419735.00         | $261297.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $3025000.00        | $261620.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 1.5000%  | 0.0000% | $586987.00         | $261710.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.5000%  | 0.0000% | $425000.00         | $261963.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $262077.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $395000.00         | $262708.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $379000.00         | $262767.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $1503676.00        | $263622.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $679000.00         | $263811.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $451000.00         | $264060.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $264078.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $264153.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $150000.00         | $98929.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 4.0000%  | 0.0000% | $3486000.00        | $99031.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $135000.00         | $99115.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $99157.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $101000.00         | $99208.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.5000%  | 0.0000% | $410000.00         | $99234.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $120000.00         | $99669.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $99673.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $143000.00         | $99751.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 3.0000%  | 0.0000% | $2395647.00        | $100029.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $100076.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $160000.00         | $100429.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $240000.00         | $100876.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $430000.00         | $101048.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $159000.00         | $101049.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $163599.00         | $101050.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $886645.00         | $101096.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $133300.00         | $101925.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $880000.00         | $101947.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $131000.00         | $101991.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $102301.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $240000.00         | $102418.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $593492.00         | $102431.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $102464.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $138000.00         | $102635.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $180000.00         | $102696.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $102786.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $450000.00         | $103059.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $147000.00         | $103260.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $614157.00         | $103301.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $140000.00         | $103527.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $1900000.00        | $103760.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $103825.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 5.0000%  | 0.0000% | $919000.00         | $103874.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $1990000.00        | $103941.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $146000.00         | $103942.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $125000.00         | $103970.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 6.5000%  | 0.0000% | $4226733.00        | $104202.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $104463.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 1.5000%  | 0.0000% | $235150.00         | $104477.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $104581.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $122703.00         | $104636.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $104641.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $606000.00         | $104793.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $154083.00         | $105184.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $828250.00         | $105992.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $150205.00         | $106038.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $155000.00         | $107011.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $210000.00         | $107032.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $1025000.00        | $107115.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $650000.00         | $107135.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $225714.00         | $107762.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $185185.00         | $107935.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $182002.00         | $108067.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $502000.00         | $108606.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $108663.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $610000.00         | $108742.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $27777728.00       | $108901.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $545000.00         | $109219.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 2.0000%  | 0.0000% | $480000.00         | $109297.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $400000.00         | $109316.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $109673.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $228120.00         | $110157.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $889970.00         | $110253.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $3678456.00        | $110361.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.0000%  | 0.0000% | $5949442.00        | $110398.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $110414.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $906881.00         | $110791.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 5.0000%  | 0.0000% | $7825909.00        | $110873.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $415006.00         | $111135.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $111575.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 4.5000%  | 0.0000% | $1953000.00        | $111585.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $210000.00         | $111623.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $191686.00         | $111639.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $2350000.00        | $111727.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $159000.00         | $112141.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.0000%  | 0.0000% | $317238.00         | $112243.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $631000.00         | $112641.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $155000.00         | $112772.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $240000.00         | $113167.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $168350.00         | $113202.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $697954.00         | $113398.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $381000.00         | $113642.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 5.0000%  | 0.0000% | $198158.00         | $113758.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $545000.00         | $113829.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $182787.00         | $113840.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $195000.00         | $114087.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $300000.00         | $114191.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $200000.00         | $114208.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $185000.00         | $115257.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $960823.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $998960.00         | $962202.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $5087000.00        | $962815.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1091262.00        | $964009.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $964923.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $5260926.00        | $965704.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $3062160.00        | $966664.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $6050079.00        | $967482.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $1008724.00        | $969979.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $972057.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $3882969.00        | $973710.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 5.5000%  | 0.0000% | $1008836.00        | $974821.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $974893.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 3.0000%  | 0.0000% | $1180000.00        | $975236.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $7432393.00        | $975314.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1001674.00        | $975667.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1263998.00        | $976489.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1011106.00        | $977543.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1491451.00        | $979074.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $980411.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1495000.00        | $980584.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1014835.00        | $980938.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $1960000.00        | $981074.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $1001598.00        | $986788.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1400000.00        | $987513.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1019566.00        | $987927.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $1066377.00        | $988327.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1072134.00        | $988473.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $988670.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1013692.00        | $989502.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1001567.00        | $990162.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1421000.00        | $991652.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $1003524.00        | $991980.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $992357.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1800000.00        | $995174.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1026020.00        | $999313.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $1900000.00        | $1001793.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $1021690.00        | $1004111.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $1007076.00        | $1004771.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1395000.00        | $1005198.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $1022637.00        | $1006156.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 5.0000%  | 0.0000% | $1600000.00        | $1007809.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.0000%  | 0.0000% | $1027170.00        | $1009439.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $22045.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $22051.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 5.0000%  | 0.0000% | $544000.00         | $22156.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 4.0000%  | 0.0000% | $203445.00         | $22206.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $31000.00          | $22250.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $40000.00          | $22258.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 7.5000%  | 0.0000% | $50000000.00       | $22261.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $30000.00          | $22340.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $46000.00          | $22425.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $134000.00         | $22430.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $333000.00         | $22439.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $85000.00          | $22457.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $22526.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $1271920.00        | $22584.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $86000.00          | $22588.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $28000.00          | $22673.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $175000.00         | $22757.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $600000.00         | $22758.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $292799.00         | $22790.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $40000.00          | $22845.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $343000.00         | $22912.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $186000.00         | $22917.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $77236.00          | $22922.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $80000.00          | $22923.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $316853.00         | $22973.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.0000%  | 0.0000% | $243130.00         | $23042.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $55000.00          | $23051.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $40000.00          | $23052.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $37389.00          | $23087.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $70000.00          | $23158.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 6.5000%  | 0.0000% | $186000.00         | $23172.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $23178.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $45000.00          | $23181.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $167000.00         | $23201.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $23223.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $23253.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $23354.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $23382.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $2000000.00        | $23455.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1191549.00        | $23478.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $58897.00          | $23563.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $506986.00         | $23661.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $35000.00          | $23679.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $32207.00          | $23712.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.5000%  | 0.0000% | $2134956.00        | $23754.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $466669.00         | $23884.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $80000.00          | $23887.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $78000.00          | $43949.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $44001.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $227226.00         | $44139.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $100000.00         | $44170.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $258507.00         | $44268.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $31513.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $238866.00         | $31543.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 7.0000%  | 0.0000% | $3698224.00        | $31568.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.0000%  | 0.0000% | $205000.00         | $31594.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $146000.00         | $31621.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 6.5000%  | 0.0000% | $6000000.00        | $31664.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $47000.00          | $31798.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.0000%  | 0.0000% | $40000.00          | $31814.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $35000.00          | $31890.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $42759.00          | $31894.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $721480.00         | $31948.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $95027.00          | $31961.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $168000.00         | $31997.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $46000.00          | $32039.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.0000%  | 0.0000% | $6611184.00        | $32108.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $32114.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $32193.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.0000%  | 0.0000% | $130000.00         | $32250.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 2.5000%  | 0.0000% | $1180736.00        | $756901.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $758003.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2831479.00        | $759841.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $759959.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $3467333.00        | $760963.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $761251.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $877117.00         | $761390.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $3963248.00        | $761503.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1038334.00        | $763023.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $4225000.00        | $763669.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.0000%  | 0.0000% | $816114.00         | $764647.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $765120.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 1.5000%  | 0.0000% | $1214181.00        | $765162.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $770742.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $772413.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $1180085.00        | $773040.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $2982263.00        | $773690.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $1140386.00        | $775052.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1006779.00        | $775067.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2979470.00        | $775137.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1102430.00        | $776075.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.5000%  | 0.0000% | $3339000.00        | $777916.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $2797415.00        | $779404.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $1348971.00        | $779440.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $779570.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $779950.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $1234839.00        | $781019.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1076032.00        | $781303.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1125000.00        | $781396.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $1319606.00        | $781883.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1160000.00        | $782035.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $779451.00         | $782140.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 2.5000%  | 0.0000% | $1149483.00        | $784286.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $784401.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $1349723.00        | $526769.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $800000.00         | $528341.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $500690.00         | $528517.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1140496.00        | $531040.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $531357.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $25585000.00       | $532782.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $4680000.00        | $533675.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $5202228.00        | $537556.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $2597000.00        | $540918.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $893123.00         | $542140.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $697747.00         | $542157.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 1.5000%  | 0.0000% | $1500000.00        | $544783.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $728017.00         | $545469.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $900000.00         | $545677.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $91990.00          | $90885.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $94108.00          | $91468.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $452738.00         | $91635.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $155000.00         | $91903.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $157000.00         | $91973.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $92476.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $144000.00         | $92668.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.0000%  | 0.0000% | $739499.00         | $93139.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $660116.00         | $93150.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $164364.00         | $93446.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.0000%  | 0.0000% | $201000.00         | $93453.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $204000.00         | $93469.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 5.0000%  | 0.0000% | $700000.00         | $93661.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $93936.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 1.5000%  | 0.0000% | $225000.00         | $93977.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $116994.00         | $94050.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $94089.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.5000%  | 0.0000% | $299000.00         | $94104.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $185000.00         | $94320.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $132000.00         | $94531.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $396489.00         | $94565.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $94612.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $1074439.00        | $94744.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $125000.00         | $94910.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $550038.00         | $94947.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.5000%  | 0.0000% | $109164.00         | $94987.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $12005000.00       | $95588.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $95748.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $140000.00         | $95825.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $118000.00         | $96278.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $96681.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $149000.00         | $96726.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $200000.00         | $96812.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $100380.00         | $96816.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $1096858.00        | $96829.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $96862.00          | $97035.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $615770.00         | $579419.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $579727.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1010018.00        | $579747.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $962950.00         | $579843.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $720000.00         | $580198.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $3068787.00        | $580204.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $543185.00         | $580594.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $580839.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $754285.00         | $581509.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $582660.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.5000%  | 0.0000% | $734272.00         | $583646.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $913511.00         | $583996.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $982450.00         | $586348.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $2356264.00        | $588033.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $993411.00         | $588324.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $3638000.00        | $589025.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 4.0000%  | 0.0000% | $945000.00         | $589223.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.0000%  | 0.0000% | $438817.00         | $115541.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $783479.00         | $115587.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1195000.00        | $115625.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $1566707.00        | $115631.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $115641.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $132058.00         | $115666.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $115742.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $160000.00         | $115798.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $175000.00         | $116115.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $12675000.00       | $116172.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $680000.00         | $116358.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $158000.00         | $116945.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $230000.00         | $117120.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $404000.00         | $117290.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $117391.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $160000.00         | $117450.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $117407.00         | $117646.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.5000%  | 0.0000% | $1922756.00        | $117650.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $117658.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $117734.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.5000%  | 0.0000% | $1400000.00        | $117841.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $117857.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $117975.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $192000.00         | $117989.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $118286.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169000.00         | $118325.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $1220000.00        | $118383.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $296000.00         | $118521.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $118786.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $139000.00         | $118799.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1125000.00        | $119123.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $550000.00         | $119300.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $119421.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $125065.00         | $119421.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $120269.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $9322135.00        | $120471.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $144000.00         | $120532.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $430000.00         | $120544.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $120716.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $131533.00         | $120782.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $120836.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1200000.00        | $120870.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $365166.00         | $120969.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $120995.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $125000.00         | $121098.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $182882.00         | $121133.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $205000.00         | $121212.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $14650000.00       | $121236.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $121332.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 4.0000%  | 0.0000% | $1952067.00        | $121360.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 3.5000%  | 0.0000% | $277997.00         | $121367.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $121426.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $1808000.00        | $122046.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $183698.00         | $122397.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $200000.00         | $122588.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $122591.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $320000.00         | $123370.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $201490.00         | $123486.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 2.5000%  | 0.0000% | $1185000.00        | $123704.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $235000.00         | $123955.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $200000.00         | $124092.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $1053462.00        | $738886.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $741043.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $1050000.00        | $742003.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $742363.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1079000.00        | $744232.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $841227.00         | $744631.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $7493698.00        | $744706.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1098000.00        | $745157.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1078462.00        | $746342.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1508580.00        | $747593.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $800011.00         | $747630.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $5502400.00        | $749520.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $826719.00         | $750091.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $750805.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $751008.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $751662.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $9125162.00        | $753498.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 4.0000%  | 0.0000% | $6500000.00        | $753555.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1122683.00        | $753591.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1360097.00        | $755440.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 4.5000%  | 0.0000% | $852336.00         | $32264.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $170000.00         | $32272.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $345893.00         | $32275.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 7.0000%  | 0.0000% | $1700000.00        | $32288.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $220000.00         | $32383.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $35000.00          | $32410.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $50000.00          | $32523.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $32535.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 3.5000%  | 0.0000% | $115726.00         | $32627.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $42000.00          | $32680.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $42000.00          | $32829.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.0000%  | 0.0000% | $790000.00         | $32924.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $41000.00          | $32927.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $235380.00         | $32933.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $861018.00         | $32934.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $34308.00          | $33066.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $33100.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 2.5000%  | 0.0000% | $104000.00         | $33154.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $365379.00         | $33444.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 5.0000%  | 0.0000% | $550000.00         | $33449.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $33577.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $53000.00          | $33602.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $67000.00          | $33650.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $33665.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $100000.00         | $33736.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $87000.00          | $33819.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $250000.00         | $33839.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $33847.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 3.5000%  | 0.0000% | $150000.00         | $33873.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $39000.00          | $33875.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $33877.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $34331.00          | $33925.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $46830.00          | $33937.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $33987.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $452000.00         | $67289.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $65882.00          | $67371.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $67396.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $67423.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $110000.00         | $67681.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2450000.00        | $67806.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $68148.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $68196.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $700000.00         | $68202.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $300000.00         | $68224.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $800000.00         | $68559.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $767000.00         | $68578.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $932050.00         | $68691.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $105000.00         | $68876.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $630000.00         | $68927.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 3.0000%  | 0.0000% | $76091.00          | $69081.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $486293.00         | $69149.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $131661.00         | $69328.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $69405.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.5000%  | 0.0000% | $125000.00         | $69481.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $69490.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $129000.00         | $69519.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $93104.00          | $69593.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $85257.00          | $69964.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $69984.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $70078.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $3333570.00        | $70201.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $70282.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.0000%  | 0.0000% | $115000.00         | $70556.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $70692.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $92000.00          | $70798.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 4.0000%  | 0.0000% | $625000.00         | $70840.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $122622.00         | $71185.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $99990.00          | $71236.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $552962.00         | $438555.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $4598406.00        | $439202.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $586278.00         | $439214.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.5000%  | 0.0000% | $1900000.00        | $439955.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $800710.00         | $440514.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1583041.00        | $440829.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $441681.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $865000.00         | $442336.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1110915.00        | $443068.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $923000.00         | $443307.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $3452000.00        | $443600.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $445216.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $765048.00         | $446254.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.5000%  | 0.0000% | $978725.00         | $447021.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $447576.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $729000.00         | $448439.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $554000.00         | $448476.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $449527.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $448751.00         | $449546.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.5000%  | 0.0000% | $828965.00         | $450215.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $451298.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 5.5000%  | 0.0000% | $444746.00         | $451434.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $451694.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $452401.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $506000.00         | $453749.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $496727.00         | $453782.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $477000.00         | $454854.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $455923.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $910000.00         | $456000.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 6.0000%  | 0.0000% | $5251262.00        | $589885.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $9967680.00        | $590712.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $866000.00         | $591474.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $1462454.00        | $592304.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $800000.00         | $592654.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1100000.00        | $593810.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $826500.00         | $595021.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1184000.00        | $595404.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $597167.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $1029000.00        | $598159.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $598225.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1921266.00        | $600350.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $869565.00         | $602107.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $627625.00         | $602998.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 3.5000%  | 0.0000% | $4100000.00        | $604117.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $1177671.00        | $605763.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $818089.00         | $607873.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 1.5000%  | 0.0000% | $1033260.00        | $608272.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $3370000.00        | $610858.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $750000.00         | $611799.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $612534.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $613599.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $34401947.00       | $613648.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $1213812.00        | $613810.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $825000.00         | $614707.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $616678.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $617371.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1098739.00        | $617716.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $858000.00         | $617728.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 7.0000%  | 0.0000% | $1295273.00        | $618598.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $845615.00         | $620234.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1056000.00        | $620876.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $900000.00         | $621064.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 2.5000%  | 0.0000% | $130047350.00      | $621134.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $622057.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $771000.00         | $622934.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $728998.00         | $623127.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $977298.00         | $623596.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $870000.00         | $623715.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1275400.00        | $627803.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $1775000.00        | $629100.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.5000%  | 0.0000% | $805000.00         | $630601.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $630783.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $3497228.00        | $631206.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1115688.00        | $631789.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $607673.00         | $632201.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.5000%  | 0.0000% | $1071774.00        | $632298.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $658599.00         | $632648.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1119711.00        | $633508.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $675000.00         | $636731.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $921000.00         | $637071.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $50000.00          | $5031.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17306.00          | $5045.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 6.5000%  | 0.0000% | $460000.00         | $5046.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 3.5000%  | 0.0000% | $70000.00          | $5088.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.0000%  | 0.0000% | $81000.00          | $5107.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $177019.00         | $5125.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $173000.00         | $5135.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $327594.00         | $5148.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $420542.00         | $5172.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $5175.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5196.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $40000.00          | $5201.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $25000.00          | $5206.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $33547.00          | $5232.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $5255.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $5265.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 2.5000%  | 0.0000% | $55000.00          | $5270.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 7.5000%  | 0.0000% | $15000000.00       | $5281.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $37140.00          | $5293.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $37000.00          | $5294.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $35000.00          | $5294.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 4.0000%  | 0.0000% | $110000.00         | $5296.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.5000%  | 0.0000% | $73000.00          | $5298.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $233226.00         | $5299.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $1391000.00        | $5306.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $712000.00         | $5331.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $40000.00          | $5367.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $7000.00           | $5385.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1260071.00        | $5410.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $25000.00          | $5432.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $23000.00          | $5461.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $30000.00          | $5462.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $38824.00          | $5502.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $412435.00         | $5529.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $81539.00          | $55186.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.5000%  | 0.0000% | $82635.00          | $55267.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $228000.00         | $124116.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $140419.00         | $124262.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $225000.00         | $125212.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $125348.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.0000%  | 0.0000% | $600000.00         | $125373.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $755355.00         | $125777.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $200000.00         | $126084.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 1.5000%  | 0.0000% | $485000.00         | $126503.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 3.5000%  | 0.0000% | $725000.00         | $126552.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $169200.00         | $126640.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $312655.00         | $126711.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $3212395.00        | $127330.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $218000.00         | $127596.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $561000.00         | $127601.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $242129.00         | $127623.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $127819.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $127896.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 2.5000%  | 0.0000% | $150271.00         | $128100.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $180000.00         | $128108.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $1454000.00        | $128194.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $129367.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 1.5000%  | 0.0000% | $534581.00         | $129433.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $197297.00         | $129549.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $300000.00         | $129566.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $185571.00         | $129584.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $129608.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $144641.00         | $129616.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $506591.00         | $130278.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $185000.00         | $130388.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 1.5000%  | 0.0000% | $485000.00         | $130413.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 1.5000%  | 0.0000% | $254354.00         | $130532.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $140000.00         | $131052.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $334259.00         | $131348.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $190800.00         | $132509.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $250000.00         | $132742.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $1310000.00        | $132874.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $133030.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $133203.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $250000.00         | $133264.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 5.5000%  | 0.0000% | $134010.00         | $133265.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $997000.00         | $133347.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $180000.00         | $133424.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $245000.00         | $133493.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $290000.00         | $133577.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $515000.00         | $133687.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $165000.00         | $133698.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $584078.00         | $133737.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $1020116.00        | $133854.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $290000.00         | $134497.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $163000.00         | $134566.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $134614.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $785000.00         | $134680.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $293297.00         | $134852.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $208570.00         | $134941.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $755000.00         | $134956.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $530000.00         | $135085.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $188000.00         | $135164.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $620000.00         | $135291.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $205897.00         | $135395.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $181720.00         | $135400.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $236000.00         | $135506.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $567000.00         | $135506.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $161536.00         | $135547.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $225000.00         | $135578.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $203000.00         | $135938.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $250000.00         | $136164.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $200000.00         | $136366.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $290000.00         | $136518.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $517542.00         | $136602.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $136847.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $1987066.00        | $136955.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $719390.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $719803.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $721575.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $4312677.00        | $723914.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $7650000.00        | $724192.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $5217888.00        | $724725.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1126432.00        | $725318.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1100000.00        | $726789.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $1261703.00        | $727389.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $776839.00         | $729558.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0000%  | 0.0000% | $1143307.00        | $730419.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $830000.00         | $731746.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $877716.00         | $732402.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $732527.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1080681.00        | $737951.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $738142.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 6.0000%  | 0.0000% | $3170000.00        | $25733.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $1900906.00        | $25803.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $38299.00          | $25805.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $70363.00          | $25836.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $25999.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $359440.00         | $26072.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $37000.00          | $26080.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $146876.00         | $26091.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $40000.00          | $26098.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $32612.00          | $26108.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $26169.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $26186.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $230358.00         | $26203.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $70000.00          | $26264.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $470000.00         | $26365.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $26431.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $2130900.00        | $26449.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 4.5000%  | 0.0000% | $47000.00          | $26454.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $35000.00          | $26477.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $184000.00         | $26532.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $144000.00         | $26537.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 2.5000%  | 0.0000% | $35345.00          | $26695.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $105000.00         | $26711.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $26740.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $39000.00          | $26747.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $29000.00          | $26800.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $120000.00         | $26832.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $44000.00          | $26838.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $26893.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $580882.00         | $27001.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $269725.00         | $27079.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.5000%  | 0.0000% | $394000.00         | $27131.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $426000.00         | $27147.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $33926.00          | $27176.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $485628.00         | $27203.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $600000.00         | $27239.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $45000.00          | $27265.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $58000.00          | $27282.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $38000.00          | $27334.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $33418.00          | $27338.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $67000.00          | $27407.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $100000.00         | $27530.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $27585.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $35000.00          | $27623.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $27482.00          | $27678.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $40000.00          | $27711.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $179630.00         | $27764.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $76537.00          | $27780.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $44743.00          | $27784.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $525320.00         | $27791.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $37333.00          | $27795.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $49000.00          | $27851.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $310000.00         | $27862.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $214000.00         | $28106.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $28130.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $114000.00         | $28164.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 5.0000%  | 0.0000% | $400000.00         | $28222.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $200000.00         | $28239.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $28333.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $28340.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $200000.00         | $28381.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $39000.00          | $28432.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $275000.00         | $28446.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $42506.00          | $28507.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $36643.00          | $28531.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $28540.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 2.0000%  | 0.0000% | $60000.00          | $28586.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $186000.00         | $28629.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $40000.00          | $28640.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.5000%  | 0.0000% | $451723.00         | $28676.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $28809.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $28825.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $28872.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $122000.00         | $28923.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $42190.00          | $28927.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $167000.00         | $29062.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $29077.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $237000.00         | $29136.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $325000.00         | $29192.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $294000.00         | $29325.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $29345.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $3330000.00        | $29460.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $236296.00         | $29554.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $1230000.00        | $29652.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $50000.00          | $29832.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $29832.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 1.5000%  | 0.0000% | $65284.00          | $29834.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $340000.00         | $29851.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $56308.00          | $30027.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $351017.00         | $30200.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $31530.00          | $30210.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $460000.00         | $30219.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $52363.00          | $30317.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 2.5000%  | 0.0000% | $38717.00          | $30318.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.0000%  | 0.0000% | $182000.00         | $30428.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $30486.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $1120000.00        | $30496.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $170000.00         | $30532.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $40000.00          | $30536.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $260400.00         | $30567.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $134000.00         | $30643.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $140000.00         | $30734.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $50000.00          | $30749.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $70000.00          | $30826.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.0000%  | 0.0000% | $2080000.00        | $30867.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $47000.00          | $30907.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $272836.00         | $30909.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $30914.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.5000%  | 0.0000% | $500000.00         | $31050.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $1013698.00        | $31115.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $32392.00          | $31136.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $250000.00         | $31196.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $31309.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.5000%  | 0.0000% | $4400000.00        | $31335.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 2.5000%  | 0.0000% | $45000.00          | $31339.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $44712.00          | $31465.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $5642560.00        | $409650.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $512164.00         | $410130.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $411087.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $703086.00         | $411514.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $819000.00         | $412246.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $796740.00         | $412288.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $352000.00         | $137158.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $104126.00         | $13418.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $13427.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 6.0000%  | 0.0000% | $1806134.00        | $13491.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $13546.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.0000%  | 0.0000% | $561000.00         | $13555.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $665000.00         | $13583.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1666666.00        | $13603.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $19000.00          | $13606.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $21600.00          | $13612.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.5000%  | 0.0000% | $3101279.00        | $13623.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $20000.00          | $13661.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $30000.00          | $13701.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $1600000.00        | $13710.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $16003.00          | $13711.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $125000.00         | $13855.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $13931.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $62000.00          | $13960.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $55000.00          | $13969.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $17000.00          | $13976.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $60000.00          | $13992.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $166815.00         | $14028.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.0000%  | 0.0000% | $2448265.00        | $14033.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $25000.00          | $14034.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $25000.00          | $14054.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.5000%  | 0.0000% | $110000.00         | $14142.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $222000.00         | $14175.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $23000.00          | $14182.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $59000.00          | $14194.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $18000.00          | $14239.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 5.5000%  | 0.0000% | $3929620.00        | $14244.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $22000.00          | $14383.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $225000.00         | $14450.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $60000.00          | $14450.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 5.5000%  | 0.0000% | $31000.00          | $14455.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $76062.00          | $14506.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $117362.00         | $14571.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.0000%  | 0.0000% | $26581.00          | $14589.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $741000.00         | $14592.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $72464.00          | $14592.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 2.5000%  | 0.0000% | $68000.00          | $14634.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $22500.00          | $14635.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $159825.00         | $14637.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $89044.00          | $14656.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $31598.00          | $14692.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 4.0000%  | 0.0000% | $16000.00          | $14693.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.0000%  | 0.0000% | $2012000.00        | $14697.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.0000%  | 0.0000% | $2950685.00        | $14721.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $600000.00         | $14758.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $30847.00          | $14796.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $14847.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.5000%  | 0.0000% | $30000.00          | $14875.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.5000%  | 0.0000% | $163138.00         | $14920.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $32000.00          | $14936.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $101034.00         | $14945.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $433865.00         | $14972.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $120000.00         | $14977.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $43461.00          | $14979.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $69000.00          | $15026.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $566684.00         | $15236.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $175000.00         | $15238.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15257.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $22000.00          | $15284.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15366.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.0000%  | 0.0000% | $193249.00         | $15369.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $80000.00          | $15451.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $15494.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $15500.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $15566.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $15606.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $15641.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $230000.00         | $15644.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $2123264.00        | $15684.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $15718.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $1700000.00        | $15769.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $90000.00          | $15791.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 3.5000%  | 0.0000% | $152601.00         | $15816.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.0000%  | 0.0000% | $765000.00         | $15872.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $159698.00         | $15956.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 5.0000%  | 0.0000% | $249771.00         | $15987.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $20000.00          | $16019.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $16020.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $16028.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $183821.00         | $16048.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.5000%  | 0.0000% | $20000.00          | $16091.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $19000.00          | $16110.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $76000.00          | $16166.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $42653.00          | $16210.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $31000.00          | $16236.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $25000.00          | $16286.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $23000.00          | $16302.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 6.0000%  | 0.0000% | $2578697.00        | $9533.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 4.5000%  | 0.0000% | $650000.00         | $9543.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $128000.00         | $9552.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $58000.00          | $9574.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $75000.00          | $9575.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $1025000.00        | $9577.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $13000.00          | $9605.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $9631.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $12000.00          | $9640.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.0000%  | 0.0000% | $2474060.00        | $9681.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 3.5000%  | 0.0000% | $240000.00         | $9692.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $14000.00          | $9722.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $27000.00          | $9747.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.0000%  | 0.0000% | $73000.00          | $9769.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 7.0000%  | 0.0000% | $25000.00          | $9773.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $103000.00         | $9782.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $9784.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1451460.00        | $9837.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $25000.00          | $9865.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $16000.00          | $9870.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $25000.00          | $9914.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $36000.00          | $9943.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $140083.00         | $9984.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 7.0000%  | 0.0000% | $545000.00         | $9987.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $15000.00          | $10007.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 2.5000%  | 0.0000% | $242250.00         | $10041.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $132000.00         | $10052.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.0000%  | 0.0000% | $495053.00         | $10069.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0000%  | 0.0000% | $687398.00         | $10073.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 2.0000%  | 0.0000% | $1787580.00        | $10130.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $125000.00         | $10131.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $61000.00          | $10149.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.5000%  | 0.0000% | $39000.00          | $10154.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $13000.00          | $10169.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10172.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.0000%  | 0.0000% | $15000.00          | $10187.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 5.5000%  | 0.0000% | $555000.00         | $10189.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $10221.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10230.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10232.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $18000.00          | $10283.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 4.0000%  | 0.0000% | $10448481.00       | $10288.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 6.5000%  | 0.0000% | $1551965.00        | $10306.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $31855.00          | $10327.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $16000.00          | $10375.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.5000%  | 0.0000% | $1438000.00        | $10433.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $145000.00         | $10454.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $20000.00          | $10456.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 6.0000%  | 0.0000% | $759500.00         | $10470.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $110000.00         | $10546.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.5000%  | 0.0000% | $115000.00         | $10551.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $25345.00          | $10571.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $52000.00          | $10604.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $10643.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $70000.00          | $10644.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 4.5000%  | 0.0000% | $195451.00         | $10649.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $13000.00          | $10664.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $69000.00          | $10669.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $55900.00          | $10692.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $126570.00         | $10707.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $45024.00          | $10715.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.0000%  | 0.0000% | $4960330.00        | $10767.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 2.5000%  | 0.0000% | $101000.00         | $10824.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $10848.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $31396.00          | $10872.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 7.0000%  | 0.0000% | $1681000.00        | $10882.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $10899.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $64577.00          | $10914.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $11055.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11088.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.0000%  | 0.0000% | $39362.00          | $11094.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 7.0000%  | 0.0000% | $1148858.00        | $11114.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 3.0000%  | 0.0000% | $115000.00         | $11115.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $146539.00         | $11148.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $397000.00         | $11233.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $13000.00          | $11298.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $31000.00          | $11312.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $600000.00         | $11325.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $20000.00          | $11363.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $74851.00          | $11386.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.5000%  | 0.0000% | $125000.00         | $11389.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 8.0000%  | 0.0000% | $1000000.00        | $11476.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 3.5000%  | 0.0000% | $14000.00          | $11515.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $51330.00          | $11556.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $489556.00         | $11571.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.0000%  | 0.0000% | $377633.00         | $11608.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $16000.00          | $11615.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $13047.00          | $11618.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $11619.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $170000.00         | $11658.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $19572.00          | $11672.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $11745.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $19000.00          | $11770.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $1311250.00        | $11771.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $835000.00         | $11826.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $76589.00          | $11868.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 7.0000%  | 0.0000% | $3610000.00        | $11921.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 6.0000%  | 0.0000% | $307907.00         | $11943.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1001201.00        | $11962.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 4.5000%  | 0.0000% | $105000.00         | $11990.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.5000%  | 0.0000% | $720930.00         | $11993.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.0000%  | 0.0000% | $7096854.00        | $12010.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $92000.00          | $12020.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $50790.00          | $12024.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $320000.00         | $12038.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5558.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.0000%  | 0.0000% | $14850000.00       | $5565.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $5614.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $5655.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $35330.00          | $5658.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5688.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 5.5000%  | 0.0000% | $999900.00         | $5708.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $5750.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $51355.00          | $5767.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.0000%  | 0.0000% | $44000.00          | $5771.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 3.0000%  | 0.0000% | $67000.00          | $5785.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $33000.00          | $5795.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 5.0000%  | 0.0000% | $25000.00          | $5803.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0000%  | 0.0000% | $632071.00         | $5839.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 3.0000%  | 0.0000% | $25000.00          | $5840.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $5856.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $5861.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 5.5000%  | 0.0000% | $900000.00         | $5907.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $55916.00          | $5908.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $5921.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $10000.00          | $5937.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $11000.00          | $5953.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $90000.00          | $5983.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $8000.00           | $5991.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $14000.00          | $6000.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $95270.00          | $6012.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $82000.00          | $6034.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 5.0000%  | 0.0000% | $503418.00         | $6064.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $966929.00         | $6117.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $6127.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6136.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $12242.00          | $6173.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.5000%  | 0.0000% | $1015413.00        | $6182.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 3.5000%  | 0.0000% | $7000.00           | $6183.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $11000.00          | $6184.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6185.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6192.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $640453.00         | $6195.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $266440.00         | $6199.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 3.5000%  | 0.0000% | $8000.00           | $6206.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $668956.00         | $6234.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $15000.00          | $6235.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $32000.00          | $6243.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $72671.00          | $6247.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $6285.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $137958.00         | $6298.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $345000.00         | $6315.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $51464.00          | $6321.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $6324.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6344.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.5000%  | 0.0000% | $33803.00          | $6363.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $24000.00          | $6375.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $26000.00          | $6376.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $25000.00          | $6376.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.0000%  | 0.0000% | $310000.00         | $6377.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $10000.00          | $6385.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $26500.00          | $6395.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $10000.00          | $6427.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6460.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 5.5000%  | 0.0000% | $1566220.00        | $6500.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 5.0000%  | 0.0000% | $800000.00         | $6514.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 4.0000%  | 0.0000% | $112632.00         | $6514.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6535.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $72000.00          | $6539.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6574.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $48739.00          | $6591.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $150000.00         | $6602.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $10000.00          | $6619.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 5.5000%  | 0.0000% | $1244275.00        | $6640.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $2050000.00        | $72314.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.5000%  | 0.0000% | $867889.00         | $72331.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $144000.00         | $72362.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $116000.00         | $72418.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $102000.00         | $72439.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $72485.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $72537.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $72652.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.5000%  | 0.0000% | $140000.00         | $72839.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $72914.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $704000.00         | $72988.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $75703.00          | $73202.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $265000.00         | $73353.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $73361.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $440000.00         | $73622.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $73682.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $73856.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $1010000.00        | $74050.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 2.5000%  | 0.0000% | $413000.00         | $74385.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $131000.00         | $74447.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $74528.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $200240.00         | $74823.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $499433.00         | $74887.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $111726.00         | $74980.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $74988.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 7.0000%  | 0.0000% | $2612794.00        | $75095.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $100000.00         | $75128.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $145000.00         | $75246.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $2507000.00        | $75247.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $75336.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $497195.00         | $75651.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $422274.00         | $75896.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $76160.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $76251.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $87387.00          | $76286.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $188000.00         | $76539.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $150000.00         | $76706.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1180000.00        | $76733.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $393972.00         | $76851.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $76942.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $77271.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $245680.00         | $77424.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $77533.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $380000.00         | $77616.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $425000.00         | $78008.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $78425.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $575000.00         | $78550.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $110000.00         | $78749.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $78874.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $79124.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $87839.00          | $79211.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $341936.00         | $79487.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $79523.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $79681.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $125000.00         | $79971.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $80019.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $809987.00         | $80344.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $19515000.00       | $137181.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $200000.00         | $137603.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $200000.00         | $137694.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1756023.00        | $138082.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $138091.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $209741.00         | $138471.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $187000.00         | $139191.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $139298.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $246000.00         | $139309.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $148273.00         | $139455.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $243782.00         | $139514.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1125000.00        | $139634.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1798550.00        | $139905.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $742000.00         | $139906.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $140013.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $212000.00         | $140036.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $240000.00         | $140291.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $140413.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $710644.00         | $140571.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1165000.00        | $140638.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $729000.00         | $140726.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $9655424.00        | $140741.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $475000.00         | $140983.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $277000.00         | $140983.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $141119.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 4.0000%  | 0.0000% | $488690.00         | $141396.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $220000.00         | $141694.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $202000.00         | $141834.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $10197840.00       | $141945.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $142003.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1253505.00        | $142270.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $500000.00         | $142505.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $3681325.00        | $142541.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $161000.00         | $142573.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $687000.00         | $142659.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $147076.00         | $142905.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $143127.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $143511.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $148683.00         | $143571.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $143810.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $702000.00         | $143954.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $548891.00         | $144196.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $144409.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $166000.00         | $145324.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $1350000.00        | $145358.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $3390682.00        | $146218.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $195000.00         | $147174.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $453000.00         | $147426.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $240385.00         | $147511.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 5.5000%  | 0.0000% | $22102000.00       | $147683.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $215537.00         | $147762.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $190546.00         | $147993.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $246486.00         | $148186.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $148504.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $234000.00         | $148734.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $148794.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $2154000.00        | $149006.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 1.5000%  | 0.0000% | $268177.00         | $149056.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $660000.00         | $149839.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $149859.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1841000.00        | $149902.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $300000.00         | $150235.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $200048.00         | $150244.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $345000.00         | $150263.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $150709.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $260000.00         | $150943.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $217000.00         | $151009.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $364962.00         | $151054.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $164298.00         | $151141.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $151187.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $259554.00         | $151321.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $181375.00         | $151803.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $758000.00         | $152026.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $236000.00         | $152074.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $240000.00         | $152463.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 6.5000%  | 0.0000% | $6332022.00        | $152516.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $235000.00         | $152529.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $554000.00         | $152783.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $1020000.00        | $153043.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $200000.00         | $153439.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $153487.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $320000.00         | $153665.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1207867.00        | $153927.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $5255000.00        | $154579.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $283990.00         | $154904.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $262000.00         | $155011.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $155692.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $155826.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $250000.00         | $155839.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $5357779.00        | $155857.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $462000.00         | $155940.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $346000.00         | $156469.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $397244.00         | $156548.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $232500.00         | $156568.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $251000.00         | $156732.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $285000.00         | $156782.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $157297.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $900000.00         | $157320.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $157572.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $256000.00         | $157817.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $300000.00         | $157831.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $252000.00         | $157845.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $193000.00         | $158139.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $158961.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $495000.00         | $159044.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $223000.00         | $159383.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $305000.00         | $159575.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $15619101.00       | $159596.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $746668.00         | $159870.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $340000.00         | $160058.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $193120.00         | $160225.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 2.5000%  | 0.0000% | $220000.00         | $160604.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $417379.00         | $161377.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $222000.00         | $161776.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $194752.00         | $161931.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1389202.00        | $162249.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $495000.00         | $162265.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $162699.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $163059.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $163152.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $163164.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $240000.00         | $163189.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1975645.00        | $163201.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $425000.00         | $163585.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.5000%  | 0.0000% | $263674.00         | $163791.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $690000.00         | $164061.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $286000.00         | $164074.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $275000.00         | $164184.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 2.5000%  | 0.0000% | $1864000.00        | $204550.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $204633.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1660544.00        | $205272.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $347401.00         | $205996.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $1334106.00        | $206164.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $275000.00         | $206357.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $450000.00         | $207011.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $500000.00         | $207174.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $300000.00         | $207215.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $352000.00         | $207594.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 3.5000%  | 0.0000% | $227629.00         | $207676.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $411978.00         | $208437.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $208809.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $225091.00         | $208875.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $391289.00         | $208982.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $318000.00         | $209039.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $209135.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $363000.00         | $209915.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $500000.00         | $210058.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 5.0000%  | 0.0000% | $441145.00         | $210601.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $400000.00         | $210780.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $211409.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $211458.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $400000.00         | $211498.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $337000.00         | $211888.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $354000.00         | $211981.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $340000.00         | $212367.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $737000.00         | $212539.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1283000.00        | $213000.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $842815.00         | $213096.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 3.0000%  | 0.0000% | $1959000.00        | $213719.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $213758.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $329730.00         | $214190.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $214252.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $300000.00         | $214281.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $769752.00         | $214473.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 7.5000%  | 0.0000% | $556477.00         | $214658.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $355752.00         | $214905.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $215452.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $238347.00         | $215615.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1912429.00        | $216339.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $216662.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $320000.00         | $216676.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1200000.00        | $216886.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $217092.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $217199.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $515000.00         | $218726.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $775000.00         | $219285.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $300000.00         | $219497.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $806000.00         | $325826.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $326371.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $590000.00         | $326611.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $475000.00         | $327097.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $465000.00         | $327378.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $328208.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1066400.00        | $328609.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $455000.00         | $328613.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $384000.00         | $328913.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $329040.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.0000%  | 0.0000% | $565344.00         | $329986.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1955000.00        | $330620.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $1097000.00        | $330710.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $2300000.00        | $330853.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $4098469.00        | $331228.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $331987.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1631787.00        | $332498.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $600000.00         | $332563.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1592355.00        | $332631.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 2.5000%  | 0.0000% | $422441.00         | $332785.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $2026468.00        | $333186.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $333861.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $500000.00         | $335032.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2070000.00        | $335347.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.5000%  | 0.0000% | $1526000.00        | $335781.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $400000.00         | $335890.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 3.5000%  | 0.0000% | $1852578.00        | $336980.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $1253283.00        | $337436.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $337978.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.5000%  | 0.0000% | $2773000.00        | $338221.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $1033387.00        | $338345.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $9545000.00        | $338383.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $480000.00         | $340087.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $500000.00         | $340426.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $354931.00         | $340954.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $479000.00         | $342329.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $815585.00         | $345481.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 4.5000%  | 0.0000% | $1200000.00        | $346232.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1382410.00        | $346980.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1525000.00        | $347085.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $1076000.00        | $347483.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1656000.00        | $347913.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1299056.00        | $348522.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1609015.00        | $348639.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1299706.00        | $349245.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $5598500.00        | $350035.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 4.0000%  | 0.0000% | $2612021.00        | $350295.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $553000.00         | $350583.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $4330868.00        | $351944.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $353083.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $3336698.00        | $353158.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $353630.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 2.5000%  | 0.0000% | $600000.00         | $353698.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $1083242.00        | $353874.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $2444000.00        | $354212.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $5028744.00        | $354930.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $555000.00         | $355122.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $355174.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $356842.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $460658.00         | $357064.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $476000.00         | $357658.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $675000.00         | $358259.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.5000%  | 0.0000% | $2090000.00        | $358269.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $2738000.00        | $358954.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $600000.00         | $358992.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1857796.00        | $359180.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $397108.00         | $359259.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1555647.00        | $359387.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 4.0000%  | 0.0000% | $501000.00         | $359841.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $359990.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $4556849.00        | $360301.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $613182.00         | $360502.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $360932.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $5009028.00        | $361249.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $361722.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1500883.00        | $361884.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $1619000.00        | $361923.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 3.5000%  | 0.0000% | $2300000.00        | $361996.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $813000.00         | $362574.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1852407.00        | $362652.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $583000.00         | $364787.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $365092.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $6350000.00        | $365992.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.0000%  | 0.0000% | $604402.00         | $367934.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $435682.00         | $368762.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $3201293.00        | $369594.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $544932.00         | $370302.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $515000.00         | $371186.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $400000.00         | $372228.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $4430746.00        | $372569.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2400000.00        | $373913.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $622288.00         | $374329.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $375490.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $1530000.00        | $376362.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $3956487.00        | $376664.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $825000.00         | $377951.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $545000.00         | $378549.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 4.0000%  | 0.0000% | $500000.00         | $379502.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $380264.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $829000.00         | $381734.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $505000.00         | $382403.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $499424.00         | $382828.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $477000.00         | $382882.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $555378.00         | $383863.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $584643.00         | $384259.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1931147.00        | $384509.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $700000.00         | $385634.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $653000.00         | $385896.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $538000.00         | $385896.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $597000.00         | $386316.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $926000.00         | $386695.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $566975.00         | $388410.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1494430.00        | $388907.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1200000.00        | $389324.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 4.0000%  | 0.0000% | $671967.00         | $389660.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $414000.00         | $390712.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $450125.00         | $391283.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $642303.00         | $391859.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $412698.00         | $392220.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $830000.00         | $392739.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $460000.00         | $392808.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.5000%  | 0.0000% | $706000.00         | $393170.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $393236.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $408922.00         | $394928.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1400000.00        | $395252.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $501971.00         | $395338.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $2363944.00        | $396142.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $2969000.00        | $396451.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $397102.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 1.5000%  | 0.0000% | $564523.00         | $397287.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $554626.00         | $397432.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.0000%  | 0.0000% | $460079.00         | $397598.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $909000.00         | $399083.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $2310000.00        | $399546.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $400126.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 5.0000%  | 0.0000% | $409473.00         | $400289.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $1025000.00        | $400847.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $401317.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $401891.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $545796.00         | $402018.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $402339.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $403340.00         | $402778.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $485885.00         | $403152.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1525000.00        | $403749.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.0000%  | 0.0000% | $2550000.00        | $403788.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $826374.00         | $403982.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 4.5000%  | 0.0000% | $469000.00         | $404066.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $754610.00         | $404133.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $404663.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 5.0000%  | 0.0000% | $535335.00         | $405042.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $405283.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $405705.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 4.0000%  | 0.0000% | $1914840.00        | $405874.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $600000.00         | $406094.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $570825.00         | $406195.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1620000.00        | $406287.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $535000.00         | $406467.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $563113.00         | $406554.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $437886.00         | $408829.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2098576.00        | $409107.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $12555.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12556.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 5.0000%  | 0.0000% | $108640.00         | $12692.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $12720.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.0000%  | 0.0000% | $70000.00          | $12747.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $70000.00          | $12759.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $20000.00          | $12764.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $12765.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 6.5000%  | 0.0000% | $1268140.00        | $12773.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.5000%  | 0.0000% | $775000.00         | $12785.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $272000.00         | $12794.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 3.5000%  | 0.0000% | $109690.00         | $12823.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $12823.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $12825.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $19000.00          | $12866.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $224929.00         | $12877.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 5.0000%  | 0.0000% | $1827473.00        | $12889.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $404056.00         | $12908.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $23000.00          | $12923.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $20000.00          | $12934.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $250000.00         | $12934.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $1991118.00        | $12936.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $18315.00          | $13005.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $16000.00          | $13056.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13079.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.0000%  | 0.0000% | $47000.00          | $13096.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $50000.00          | $13151.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100000.00         | $13282.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $17612602.00       | $13287.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $64000.00          | $13289.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $13327.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 8.0000%  | 0.0000% | $1127192.00        | $13361.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.5000%  | 0.0000% | $16000.00          | $13399.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $58149.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $105360.00         | $58216.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $58682.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $90000.00          | $58836.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $197762.00         | $58884.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 4.0000%  | 0.0000% | $2010000.00        | $58901.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 3.0000%  | 0.0000% | $1475000.00        | $80543.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $80549.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $80619.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $880000.00         | $80634.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $221000.00         | $80711.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $115000.00         | $80806.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 6.0000%  | 0.0000% | $3322535.00        | $80812.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $530000.00         | $81035.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $81043.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $81591.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $665000.00         | $81602.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 4.0000%  | 0.0000% | $2078661.00        | $81772.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $405000.00         | $81788.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $82025.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $129000.00         | $82381.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 2.5000%  | 0.0000% | $129836.00         | $82446.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $450000.00         | $82457.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $4431085.00        | $58908.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $58916.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $3900000.00        | $58929.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $98009.00          | $58942.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $137000.00         | $58977.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $436000.00         | $59072.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $59073.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $59283.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $141000.00         | $59396.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $65000.00          | $59485.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 3.5000%  | 0.0000% | $100994.00         | $59615.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $162625.00         | $59669.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $59814.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $272000.00         | $59879.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $59953.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 5.0000%  | 0.0000% | $680468.00         | $59968.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.5000%  | 0.0000% | $2200000.00        | $60183.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $284000.00         | $60237.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $60242.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.0000%  | 0.0000% | $355000.00         | $60387.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $214000.00         | $60474.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $3014240.00        | $60487.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $77000.00          | $60490.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $1000099.00        | $60520.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $77025.00          | $60561.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $60586.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.5000%  | 0.0000% | $108000.00         | $60587.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60598.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $68634.00          | $60627.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $100000.00         | $60709.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $71196.00          | $60912.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 4.0000%  | 0.0000% | $385000.00         | $61058.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $61115.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 3.5000%  | 0.0000% | $77000.00          | $61165.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $61398.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $400000.00         | $61439.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $364000.00         | $61538.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $61544.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $502363.00         | $61624.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $190000.00         | $61697.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $61795.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $61837.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $82063.00          | $61864.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $343000.00         | $62122.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $62287.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $1287000.00        | $62463.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $127000.00         | $62484.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $140000.00         | $62571.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $62867.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $63039.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $110000.00         | $63043.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 6.0000%  | 0.0000% | $1523029.00        | $63073.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $63206.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $898275.00         | $63314.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $63338.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $88137.00          | $63391.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $63648.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.5000%  | 0.0000% | $7000000.00        | $63939.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $151861.00         | $63949.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $112919.00         | $64038.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $229000.00         | $64142.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $64174.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1947405.00        | $64198.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $85563.00          | $64270.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $64304.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $140000.00         | $64369.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $80000.00          | $64382.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $108778.00         | $64586.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $64666.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $170000.00         | $64706.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $90000.00          | $64754.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $900000.00         | $64981.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $69360.00          | $65016.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $404000.00         | $65094.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $120000.00         | $65131.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $65310.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $248349.00         | $65377.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.0000%  | 0.0000% | $1083811.00        | $65382.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $65531.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $364700.00         | $65540.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $96024.00          | $65674.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 4.0000%  | 0.0000% | $160000.00         | $65692.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $91000.00          | $65734.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $19850000.00       | $65835.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $110000.00         | $66217.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $90000.00          | $66375.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 3.0000%  | 0.0000% | $275000.00         | $66638.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $66770.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $93000.00          | $66793.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $461763.00         | $66963.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 1.5000%  | 0.0000% | $130000.00         | $67140.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 1.5000%  | 0.0000% | $111000.00         | $67196.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $115000.00         | $67244.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $1114638.00        | $852361.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $936651.00         | $853352.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 7.5000%  | 0.0000% | $800000.00         | $854004.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2200000.00        | $855473.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 3.5000%  | 0.0000% | $8600000.00        | $855992.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.5000%  | 0.0000% | $1194610.00        | $856886.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $857293.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $857465.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $898653.00         | $858264.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $971000.00         | $858294.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1095484.00        | $858895.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $2597560.00        | $859931.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $861660.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 4.0000%  | 0.0000% | $5600000.00        | $863326.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 4.0000%  | 0.0000% | $3709071.00        | $864033.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $1066458.00        | $864103.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1061956.00        | $864960.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $839689.00         | $868303.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1463840.00        | $869841.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $870076.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1050365.00        | $870563.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $871493.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $915814.00         | $874339.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $946032.00         | $874938.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $875397.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1942149.00        | $876282.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1007158.00        | $876412.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1510000.00        | $876628.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1055162.00        | $637172.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $715000.00         | $639806.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 5.0000%  | 0.0000% | $1105000.00        | $640520.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $3837784.00        | $641711.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $645148.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $1162614.00        | $645472.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $3075000.00        | $647209.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1027000.00        | $648428.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $1488000.00        | $652352.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 3.5000%  | 0.0000% | $2490896.00        | $653834.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $5460286.00        | $654312.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $814000.00         | $657086.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $665852.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $666735.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $667199.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $713597.00         | $667231.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $667726.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $962000.00         | $668391.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $1365305.00        | $668581.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $669214.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 6.5000%  | 0.0000% | $1394537.00        | $670624.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 2.5000%  | 0.0000% | $974134.00         | $670981.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $170991.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $1900000.00        | $172378.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $400000.00         | $172798.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $247806.00         | $173212.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $260947.00         | $173274.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $252556.00         | $173393.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $1092409.00        | $173764.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1884000.00        | $174219.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $236000.00         | $174734.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $925000.00         | $174747.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $230000.00         | $174749.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $188179.00         | $174891.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $175400.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $691000.00         | $175419.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $750000.00         | $175477.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $8000000.00        | $175566.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $175819.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1318470.00        | $175878.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $714186.00         | $175946.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $176165.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $177092.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $300000.00         | $177123.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $269537.00         | $177394.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $219000.00         | $177566.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 1.5000%  | 0.0000% | $485441.00         | $178681.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $383587.00         | $178912.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $1680000.00        | $179554.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.0000%  | 0.0000% | $276872.00         | $179706.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $925000.00         | $180083.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.5000%  | 0.0000% | $192610.00         | $180400.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $260000.00         | $180668.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $200733.00         | $181000.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $610000.00         | $181023.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 6.5000%  | 0.0000% | $399286.00         | $181223.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $1490000.00        | $181355.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $229093.00         | $181367.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $570828.00         | $181397.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $31335221.00       | $181623.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $300000.00         | $181832.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $351000.00         | $182392.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $182657.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $300000.00         | $182751.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $315744.00         | $183843.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.0000%  | 0.0000% | $258850.00         | $183969.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $310000.00         | $184412.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $184621.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $290000.00         | $55321.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $64334.00          | $55368.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $77000.00          | $55499.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $285000.00         | $55560.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $1460000.00        | $55564.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $285000.00         | $55570.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $3500000.00        | $55583.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $55586.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $233432.00         | $55597.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $95000.00          | $55626.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $55708.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $155000.00         | $55724.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $56000.00          | $55724.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $100000.00         | $55892.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $86026.00          | $55926.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $85000.00          | $55982.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $715977.00         | $56287.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 4.5000%  | 0.0000% | $70138.00          | $56560.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $260000.00         | $56670.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $56793.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $204000.00         | $57088.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $196000.00         | $57256.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.0000%  | 0.0000% | $60071.00          | $57303.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $240000.00         | $57429.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $57621.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $57681.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $288000.00         | $57824.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $57825.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.5000%  | 0.0000% | $500000.00         | $57893.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $250000.00         | $57893.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 2.5000%  | 0.0000% | $97192.00          | $57906.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $57918.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $149000.00         | $58021.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $426000.00         | $82478.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $130000.00         | $82707.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $161000.00         | $83167.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $83566.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $83663.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $185000.00         | $83881.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $342000.00         | $84113.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $255000.00         | $84168.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $84347.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $84585.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $139000.00         | $84608.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $331538.00         | $84647.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $2620365.00        | $84769.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $2940000.00        | $84871.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $85191.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $85432.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1100000.00        | $85592.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $129588.00         | $85935.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $162000.00         | $86040.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $229000.00         | $86304.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $290000.00         | $86346.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-04      | 4.5000%  | 0.0000% | $290000.00         | $86518.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $140000.00         | $86646.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $430000.00         | $86647.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $112279.00         | $86650.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $449000.00         | $86898.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.5000%  | 0.0000% | $242000.00         | $87047.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.0000%  | 0.0000% | $2000534.00        | $87426.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $94000.00          | $87430.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $135000.00         | $87577.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $180866.00         | $87609.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $384000.00         | $87737.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $949443.00         | $87979.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.0000%  | 0.0000% | $523193.00         | $88046.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 4.0000%  | 0.0000% | $109765.00         | $88141.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $200000.00         | $88176.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $88503.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $88758.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $93113.00          | $88768.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $4380412.00        | $88774.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 6.0000%  | 0.0000% | $7000000.00        | $89149.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $89390.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $847500.00         | $89477.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $89501.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 4.0000%  | 0.0000% | $570000.00         | $90283.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $2759460.00        | $90349.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.5000%  | 0.0000% | $500000.00         | $90589.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2772000.00        | $90616.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $90740.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $458077.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $5200000.00        | $458274.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $3414260.00        | $459040.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $459326.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $600000.00         | $460370.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $685000.00         | $460395.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 4.5000%  | 0.0000% | $5200000.00        | $462241.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1351600.00        | $462756.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1027502.00        | $463290.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $463428.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $653000.00         | $465180.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $657350.00         | $468268.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $480835.00         | $468688.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1470000.00        | $468988.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $534868.00         | $469492.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $469588.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $690656.00         | $469818.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $470835.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $672431.00         | $471862.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $472302.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $640000.00         | $472408.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $555000.00         | $472992.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $473543.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1005000.00        | $474568.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $474689.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $476170.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $752401.00         | $477008.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.5000%  | 0.0000% | $4033000.00        | $477079.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $477568.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $1394238.00        | $477967.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $4590129.00        | $478392.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1027068.00        | $480650.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $482564.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 5.0000%  | 0.0000% | $1423128.00        | $483151.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1028409.00        | $483241.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $669794.00         | $483260.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $779000.00         | $484935.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $695000.00         | $485205.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $7988717.00        | $485794.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $5056118.00        | $486065.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $6000000.00        | $486307.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $487669.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $671000.00         | $488770.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106747.00        | $488790.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $784000.00         | $490176.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 3.5000%  | 0.0000% | $4200000.00        | $491646.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $3699000.00        | $492844.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $792546.00         | $493123.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $807091.00         | $493793.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $556000.00         | $493998.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $706000.00         | $494237.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $628500.00         | $494501.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $500000.00         | $496960.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $599282.00         | $497187.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $955139.00         | $498221.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $498476.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $695000.00         | $498579.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $660000.00         | $499093.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $499542.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $511084.00         | $502569.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $498738.00         | $503774.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $504234.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $550000.00         | $504805.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $794102.00         | $504842.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1130000.00        | $505041.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1584505.00        | $508610.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $710883.00         | $509516.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1013721.00        | $510411.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $921778.00         | $510866.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $512084.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $493768.00         | $513127.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $665000.00         | $515220.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1479281.00        | $516439.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $516484.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $518546.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $1764734.00        | $519291.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $519355.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1216355.00        | $519487.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $725000.00         | $519575.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1148375.00        | $521113.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $826244.00         | $521380.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $580000.00         | $522227.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $745000.00         | $522577.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $523492.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $808277.00         | $523512.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $594752.00         | $524026.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $766006.00         | $524907.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $525121.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $910398.00         | $525195.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 1.5000%  | 0.0000% | $1050624.00        | $525856.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $627888.00         | $526209.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.0000%  | 0.0000% | $210000.00         | $23916.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $23918.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $317241.00         | $23939.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 6.0000%  | 0.0000% | $8388609.00        | $23949.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $23976.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $176000.00         | $24031.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $400000.00         | $24073.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $260000.00         | $24095.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 3.0000%  | 0.0000% | $190000.00         | $24170.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $90000.00          | $24176.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.5000%  | 0.0000% | $2187142.00        | $24223.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $60000.00          | $24232.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $136889.00         | $24275.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 1.5000%  | 0.0000% | $40000.00          | $24332.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.0000%  | 0.0000% | $787774.00         | $24598.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $88000.00          | $24608.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 4.0000%  | 0.0000% | $1200000.00        | $24609.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $24658.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.5000%  | 0.0000% | $47000.00          | $24686.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $24753.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $25903.00          | $24766.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $24814.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $67834.00          | $24852.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $24891.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $24910.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25107.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1600000.00        | $25170.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $25196.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $34000.00          | $25205.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.5000%  | 0.0000% | $245000.00         | $25241.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $25274.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $25288.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.0000%  | 0.0000% | $100000.00         | $25333.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $2188838.00        | $25369.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $35504.00          | $25397.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $29000.00          | $25454.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $25496.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $816867.00         | $786582.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.0000%  | 0.0000% | $5279791.00        | $788730.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $789796.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1224000.00        | $790951.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $792323.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1178011.00        | $793456.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1100000.00        | $795271.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 1.5000%  | 0.0000% | $1247215.00        | $795895.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1012659.00        | $797504.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1250000.00        | $797522.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1221070.00        | $800620.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1177020.00        | $801076.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 4.0000%  | 0.0000% | $1425799.00        | $801709.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $801761.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $801949.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $867000.00         | $802380.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $3705000.00        | $807901.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $904630.00         | $807928.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $1023817.00        | $808635.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2300382.00        | $809432.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $8480000.00        | $811102.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1355659.00        | $813257.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $813829.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $2925928.00        | $814255.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.0000%  | 0.0000% | $3659696.00        | $814323.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $849130.00         | $816300.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $817206.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1235000.00        | $817867.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $2518000.00        | $823847.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1200000.00        | $824826.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1221763.00        | $825960.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1500000.00        | $826527.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1725000.00        | $828536.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $1204100.00        | $830460.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $879372.00         | $831325.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1215000.00        | $832239.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1189248.00        | $832848.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $811994.00         | $836777.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $960914.00         | $837355.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1470007.00        | $839113.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.5000%  | 0.0000% | $1011330.00        | $841823.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $842956.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $4404000.00        | $843732.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $843849.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1160000.00        | $844163.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $2110000.00        | $845017.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $1355942.00        | $845108.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $1571104.00        | $845228.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $1125000.00        | $845933.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $940000.00         | $846175.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1483000.00        | $673961.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $675393.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $1587000.00        | $679444.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1271973.00        | $680511.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $682956.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $6605724.00        | $683586.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $940000.00         | $683741.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $946553.00         | $684800.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $686878.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.5000%  | 0.0000% | $1498780.00        | $688678.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1077276.00        | $689985.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $900000.00         | $690654.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $1200498.00        | $690866.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1301142.00        | $692722.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $2282000.00        | $693736.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $774728.00         | $694824.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.5000%  | 0.0000% | $693008.00         | $696080.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $864695.00         | $696537.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1265000.00        | $698085.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $933500.00         | $698559.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $990000.00         | $698613.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $700085.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 3.5000%  | 0.0000% | $944092.00         | $700867.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1100000.00        | $701680.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $772866.00         | $703259.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1505000.00        | $703262.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.5000%  | 0.0000% | $1466000.00        | $705627.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1650000.00        | $707485.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $708097.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.5000%  | 0.0000% | $1000148.00        | $709448.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $875000.00         | $709613.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $1006000.00        | $710454.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $1278257.00        | $712762.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $712775.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.5000%  | 0.0000% | $745984.00         | $713176.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $713701.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $9452000.00        | $714349.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $950000.00         | $715041.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $717101.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $717268.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $717402.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $1473481.00        | $718108.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.0000%  | 0.0000% | $1655000.00        | $412886.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $560000.00         | $414146.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $600000.00         | $414512.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $646989.00         | $415208.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $428799.00         | $415521.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $762000.00         | $415871.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $3281480.00        | $416339.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 7.0000%  | 0.0000% | $12569985.00       | $416954.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $683542.00         | $417791.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $2054826.00        | $417846.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $810000.00         | $418501.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $418717.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $1634000.00        | $418874.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $633000.00         | $419281.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $707150.00         | $419501.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 1.5000%  | 0.0000% | $1032764.00        | $421010.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.0000%  | 0.0000% | $5499000.00        | $422470.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $755000.00         | $422475.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $2457810.00        | $424233.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $427078.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $480314.00         | $427146.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $850000.00         | $427280.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $427444.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $600000.00         | $429706.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1724000.00        | $429992.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $1200000.00        | $430117.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $3742664.00        | $430284.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3707364.00        | $431073.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $593278.00         | $432262.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $520000.00         | $434101.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $435530.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $675000.00         | $436276.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.0000%  | 0.0000% | $991108.00         | $437493.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $2257304.00        | $438189.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $877605.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $1008489.00        | $878287.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1281902.00        | $878762.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1326907.00        | $879429.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $1772087.00        | $880827.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1828000.00        | $882446.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 1.5000%  | 0.0000% | $1495809.00        | $882899.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $882948.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2950000.00        | $883522.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3560822.00        | $885088.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1637000.00        | $885566.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 6.0000%  | 0.0000% | $867851.00         | $888409.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $1049173.00        | $888625.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1616898.00        | $890159.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $1521495.00        | $891096.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1123521.00        | $891429.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1578000.00        | $891964.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $894626.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1119000.00        | $894978.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $4383000.00        | $896156.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $1599190.00        | $896605.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1684621.00        | $897200.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $4463674.00        | $899778.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $900682.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $1640186.00        | $901505.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $1525000.00        | $902703.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 3.5000%  | 0.0000% | $2900000.00        | $905787.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $907494.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1708687.00        | $909114.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $1525832.00        | $910269.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $911004.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $905986.00         | $911012.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $949495.00         | $912024.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $2373000.00        | $913671.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $914627.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $915359.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $3928689.00        | $915368.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $916703.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 2.5000%  | 0.0000% | $1313900.00        | $917729.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $917872.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $918511.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $920523.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $921027.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1765139.00        | $922083.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $922181.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1677000.00        | $922420.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $925195.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $4025562.00        | $927631.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.5000%  | 0.0000% | $981011.00         | $928448.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 1.5000%  | 0.0000% | $2325000.00        | $929670.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $929786.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1010573.00        | $931321.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1493709.00        | $932455.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $933046.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $1500000.00        | $935206.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $935305.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $530042.00         | $52645.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $277349.00         | $52729.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $52762.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $510000.00         | $52836.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $854000.00         | $52978.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $52998.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $78803.00          | $53003.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $1786621.00        | $53172.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $53202.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $106000.00         | $53273.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $210000.00         | $53369.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $53447.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $90000.00          | $53466.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $349000.00         | $53518.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $53810.00          | $53716.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $85000.00          | $53826.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $93243.00          | $53871.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.5000%  | 0.0000% | $372279.00         | $53896.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $310000.00         | $53966.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54339.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $85541.00          | $54487.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $220000.00         | $54516.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54520.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $65000.00          | $54581.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $75000.00          | $54679.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $90000.00          | $54700.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $7131090.00        | $54732.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 4.0000%  | 0.0000% | $480000.00         | $54908.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $54923.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $54943.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $54984.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $55128.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $150000.00         | $55129.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $77500.00          | $55132.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $343867.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $3242000.00        | $344965.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 1.5000%  | 0.0000% | $700000.00         | $345292.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $575000.00         | $345447.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $25000.00          | $7995.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $12000.00          | $8029.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $75328.00          | $8042.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 7.0000%  | 0.0000% | $15169.00          | $8047.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $40000.00          | $8061.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.0000%  | 0.0000% | $7000200.00        | $8064.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-04      | 4.5000%  | 0.0000% | $33000.00          | $8071.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $33000.00          | $8072.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 5.0000%  | 0.0000% | $29000.00          | $8094.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $75698.00          | $8109.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $25000.00          | $8132.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $15000.00          | $8134.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $8161.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $131411.00         | $8168.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $91000.00          | $8169.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $17000.00          | $8223.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $14000.00          | $8279.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 2.5000%  | 0.0000% | $50000.00          | $8311.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $8360.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $10000.00          | $8422.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8424.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $8455.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 2.5000%  | 0.0000% | $74334.00          | $8492.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $47000.00          | $8529.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8538.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $8545.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $69000.00          | $8577.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $66000.00          | $8593.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $13000.00          | $8598.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $69000.00          | $8606.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 6.5000%  | 0.0000% | $7968299.00        | $8674.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $171568.00         | $8694.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $47000.00          | $8696.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 4.5000%  | 0.0000% | $58000.00          | $8704.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 5.0000%  | 0.0000% | $27646.00          | $8748.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 5.0000%  | 0.0000% | $1025000.00        | $8752.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $71318.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $100000.00         | $71381.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $85000.00          | $71414.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $570000.00         | $71568.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $71881.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $71921.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $102817.00         | $71958.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $72033.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.0000%  | 0.0000% | $960000.00         | $72128.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $30000.00          | $25539.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $34000.00          | $25626.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $65000.00          | $25643.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 8.0000%  | 0.0000% | $24631550.00       | $25644.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $32550.00          | $25675.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $130000.00         | $25689.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $204564.00         | $25720.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $200075.00         | $186176.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $641000.00         | $186395.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186437.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $186641.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1499000.00        | $187151.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $500000.00         | $187614.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $260000.00         | $187688.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $281000.00         | $187822.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $336000.00         | $187862.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $273399.00         | $187949.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $288670.00         | $188223.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $188352.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $275000.00         | $188485.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $1201687.00        | $188692.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $339000.00         | $188800.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $450000.00         | $188967.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $814290.00         | $189075.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $189884.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $990000.00         | $189965.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1400000.00        | $189996.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $190658.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $276992.00         | $190922.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $245000.00         | $191045.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $198448.00         | $191314.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $758000.00         | $191775.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $2210000.00        | $191781.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $405000.00         | $192455.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $192530.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $890577.00         | $192543.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $193214.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $1705000.00        | $193262.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $281000.00         | $193382.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $250000.00         | $193665.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $193833.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $262000.00         | $194284.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $302000.00         | $194289.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $280000.00         | $194908.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $1055758.00        | $194976.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1170000.00        | $195170.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $225000.00         | $195341.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $195639.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1136000.00        | $196213.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $1802950.00        | $196521.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $4475000.00        | $197112.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $214670.00         | $197955.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $198070.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 1.5000%  | 0.0000% | $490000.00         | $198282.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $198786.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $8013758.00        | $200295.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.5000%  | 0.0000% | $769000.00         | $200373.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $200580.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1207000.00        | $200630.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $17200000.00       | $201347.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $300000.00         | $202335.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $245291.00         | $202884.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $203727.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $204067.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $1240000.00        | $204373.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $204376.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1039625.00        | $1009480.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1390275.00        | $1009547.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $1260000.00        | $1010004.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $1020553.00        | $1010147.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1454074.00        | $1010526.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $1015891.00        | $1011035.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1011941.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1012771.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.5000%  | 0.0000% | $10000000.00       | $1013276.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1454238.00        | $1014189.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1300000.00        | $1014702.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $1048447.00        | $1016392.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $1018759.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $15000000.00       | $1019324.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1485370.00        | $1019402.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $5911000.00        | $1022312.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1022735.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $1042774.00        | $1023318.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1331000.00        | $1023662.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $1309580.00        | $1024247.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1025265.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.5000%  | 0.0000% | $1032096.00        | $1026642.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1777012.00        | $1029358.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1400000.00        | $1029602.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1829467.00        | $1029823.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1013333.00        | $1030008.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.0000%  | 0.0000% | $1713938.00        | $1030174.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1728724.00        | $1030815.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1030828.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1029304.00        | $1030874.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $1015543.00        | $1031277.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.5000%  | 0.0000% | $1026581.00        | $1031382.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $5000000.00        | $1034563.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1002350.00        | $1034972.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1833288.00        | $1035175.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 6.5000%  | 0.0000% | $1001466.00        | $1035503.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1035671.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1020694.00        | $1036677.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1037408.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1038194.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1040016.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1149193.00        | $1041065.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $1078075.00        | $1041132.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1041463.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1041960.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 2.5000%  | 0.0000% | $1356603.00        | $1042680.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1800000.00        | $1043413.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $127000.00         | $8778.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $679015.00         | $8810.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 5.0000%  | 0.0000% | $94701.00          | $8831.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $25000.00          | $8875.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $8876.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $14000.00          | $8877.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $170568.00         | $8879.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.0000%  | 0.0000% | $20000.00          | $8886.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $22000.00          | $8914.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $15691.00          | $8916.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $8944.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $78000.00          | $8978.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $8988.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $13000.00          | $9022.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $45000.00          | $9024.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.0000%  | 0.0000% | $58000.00          | $9050.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9062.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $89000.00          | $9074.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9129.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $60000.00          | $9135.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $81888.00          | $9159.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 6.0000%  | 0.0000% | $1079612.00        | $9169.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $26000.00          | $9171.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $54500.00          | $9183.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $50000.00          | $9193.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $87336.00          | $9208.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $9262.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 5.5000%  | 0.0000% | $9350000.00        | $9304.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $10000.00          | $9308.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $9368.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $38539.00          | $9374.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $44311.00          | $9396.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $19000.00          | $9415.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $21000.00          | $9440.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9443.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $31000.00          | $9473.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $774606.00         | $546777.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1327406.00        | $548009.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $4400000.00        | $550166.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $868285.00         | $550694.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $576000.00         | $550836.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $2512692.00        | $553040.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $690777.00         | $553476.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $987000.00         | $554479.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $554674.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $554818.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $632827.00         | $555796.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $5963950.00        | $556170.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $850569.00         | $556794.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $841028.00         | $559570.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $559941.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $11815000.00       | $559965.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $560465.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $618750.00         | $560659.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $562042.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 3.5000%  | 0.0000% | $8350000.00        | $562149.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $652993.00         | $562755.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $564009.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.5000%  | 0.0000% | $691186.00         | $570502.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 6.0000%  | 0.0000% | $1172195.00        | $571432.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $571436.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $779050.00         | $572036.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $1500000.00        | $572423.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $600272.00         | $572669.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $573483.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $4165144.00        | $573565.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $5385913.00        | $574921.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $720183.00         | $576127.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $3383581.00        | $576143.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $576633.20         | Agency Mortgage-Backed Securities |

### Security 312: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCQ41, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1HCQ41_3.64_0501
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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  | 2051-08-15      | 2.0000%  | 0.0000% | $1000.00           | $566.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-11-15      | 2.3750%  | 0.0000% | $400.00            | $256.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $15110000.00       | $10448022.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $73300.00          | $59655.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $355.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 4.6250%  | 0.0000% | $458800.00         | $442276.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 4.7500%  | 0.0000% | $27975800.00       | $27496573.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $58609500.00       | $55774710.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $8169600.00        | $8222315.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $3583800.00        | $3583405.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $29988200.00       | $29546674.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $900.00            | $886.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $1243700.00        | $1221848.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 3.3750%  | 0.0000% | $450000.00         | $448156.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $18313000.00       | $18156423.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 3.5000%  | 0.0000% | $200.00            | $198.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 3.6250%  | 0.0000% | $400.00            | $400.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $800.00            | $801.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 3.6250%  | 0.0000% | $921200.00         | $908497.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 3.7500%  | 0.0000% | $1000.00           | $996.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $1445800.00        | $1462751.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-15      | 3.8750%  | 0.0000% | $4200900.00        | $4256301.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $0.31              | $0.22              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $5493683.10        | $3820526.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $9.97              | $6.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $5.12              | $5.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $347149.60         | $330310.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $34.81             | $22.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $1765642.24        | $1059629.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $122.88            | $69.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $3324980.00        | $874768.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $70208296.26       | $38577773.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $7.98              | $2.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $525269.08         | $127199.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $75190678.73       | $31335113.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $13204766.72       | $4459117.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $1495.79           | $480.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $29611000.00       | $8461343.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $1011400.00        | $436207.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $15754800.00       | $6497610.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $247000.00         | $77664.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2699000.00        | $790267.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $226000.00         | $90739.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $51602000.00       | $12357130.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $47992000.00       | $34549413.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1687.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $126700.00         | $119289.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $115.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $106.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $400.00            | $416.63            | U.S. Treasuries (including strips) |

### Security 313: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCQ58, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1HCQ58_3.64_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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 | 2034-05-15      | N/A      | 0.0000% | $0.64              | $0.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $1.28              | $0.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $2.55              | $1.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $3.81              | $1.21              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $16.12             | $7.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $24.28             | $7.50              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $9.36              | $8.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $43.94             | $13.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $14.07             | $13.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $29.91             | $19.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $41.20             | $20.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $21.94             | $20.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $30.72             | $21.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $28.16             | $22.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $65.61             | $24.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $86.83             | $34.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $100.00            | $83.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $125.63            | $98.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194.55            | $98.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-15      | 1.2500%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $163.66            | $119.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $153.50            | $137.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $163.16            | $142.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $257.34            | $152.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $306.72            | $229.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2056-02-15      | 4.7500%  | 0.0000% | $400.00            | $389.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-15      | 4.2500%  | 0.0000% | $600.00            | $605.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $700.00            | $738.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $743.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $1000.00           | $790.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $986.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $800.00            | $1042.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $1200.00           | $1184.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $1400.00           | $1385.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-08-15      | 3.0000%  | 0.0000% | $15500.00          | $11341.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-30      | N/A      | 0.0000% | $18800.00          | $18685.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $37100.00          | $37486.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $55100.00          | $56319.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $64000.00          | $63602.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $67400.00          | $64169.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $60900.00          | $68330.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-11-15      | 4.0000%  | 0.0000% | $80000.00          | $69426.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $129800.00         | $129276.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $592534.11         | $172166.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 3.7500%  | 0.0000% | $200000.00         | $201211.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $271600.00         | $266828.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $330300.00         | $275098.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-19      | N/A      | 0.0000% | $308000.00         | $307416.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $393300.00         | $360155.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $417600.00         | $418012.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $587100.00         | $427574.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $1593758.30        | $559723.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $723200.00         | $680900.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $724300.00         | $735228.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $766200.00         | $787128.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $1072900.00        | $959127.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $750600.00         | $1020115.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2884100.00        | $1064348.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $1146600.00        | $1087648.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1112400.00        | $1144119.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $1359400.00        | $1308757.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $1363700.00        | $1413492.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $1550500.00        | $1513563.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $1599600.00        | $1527266.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $1780000.00        | $1672289.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 4.6250%  | 0.0000% | $1967500.00        | $2005474.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-08-15      | 3.8750%  | 0.0000% | $2080300.00        | $2046643.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $2208100.00        | $2163338.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-08-15      | 4.5000%  | 0.0000% | $2198600.00        | $2180788.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 3.6250%  | 0.0000% | $2774100.00        | $2353935.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $2765000.00        | $2822877.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $2868600.00        | $2910167.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $4348134.31        | $3142144.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $16175900.00       | $3787910.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $7038586.88        | $4771901.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $9136700.00        | $4780976.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $13202900.00       | $4938412.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-06      | N/A      | 0.0000% | $5357900.00        | $5305499.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $7912800.00        | $5606001.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $5364400.00        | $6248465.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $174443000.00      | $164674837.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $247984200.00      | $271830002.16      | U.S. Treasuries (including strips) |

### Security 314: Natixis SA

- **C.1 - Title:** Natixis SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCQ66, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1HCQ66_3.64_0501
- **C.18 - Value (incl. sponsor support):** $178000000.00
- **C.18.a - Value (excl. sponsor support):** $178000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $600.00            | $588.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $1700.00           | $1557.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $2900.00           | $1931.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.2500%  | 0.0000% | $3800.00           | $3814.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $1229100.00        | $493127.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $2413100.00        | $2451625.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $4727700.00        | $6329626.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 3.5000%  | 0.0000% | $16513900.00       | $16372706.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $153842400.00      | $155904831.61      | U.S. Treasuries (including strips) |

### Security 315: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **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: ARP1HCQ82, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1HCQ82_3.65_0501
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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                       | 2027-06-30      | 3.7500%  | 0.0000% | $2400.00           | $2427.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $6156.99           | $2851.08           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $3002.00           | $3127.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $5136.00           | $4968.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $100000.00         | $5922.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $10252.00          | $6068.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $9000.00           | $7648.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $9000.00           | $8213.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $126455.00         | $8875.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $10496.00          | $10244.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $19156.00          | $16658.32          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $21300.00          | $20931.12          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $45000.00          | $27893.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $34876.00          | $29130.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $38895.00          | $29568.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $200994.00         | $32714.18          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-09-10      | N/A      | 0.0000% | $35300.00          | $34830.16          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $378357.00         | $45509.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2200000.00        | $1394867.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1666310.00        | $1403201.19        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $1815000.00        | $1405887.57        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1496800.00        | $1459959.73        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $17803000.00       | $19712392.95       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $90401.00          | $50215.31          | Agency Mortgage-Backed Securities  |

### Security 316: Natixis SA

- **C.1 - Title:** Natixis SA 3.650000%
- **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: ARP1HCQ90, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1HCQ90_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **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? No, 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              | 2035-09-10      | 1.7300%  | 0.0000% | $1526000.00        | $1196452.33        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1519.74           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-03-27      | 3.8750%  | 0.0000% | $4999000.00        | $4995776.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-04-21      | 2.4700%  | 0.0000% | $4990000.00        | $4061697.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-03-25      | 4.0000%  | 0.0000% | $3000000.00        | $3010136.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14794.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $823.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2104625.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $1174.00           | $1160.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-10-01      | 3.6900%  | 0.0000% | $2338512.00        | $2212588.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $3107.00           | $2987.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9239740.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1006.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 4.6700%  | 0.0000% | $4862600.00        | $4877241.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $58426010.00       | $59497161.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540911.00       | $23110448.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $97837312.00       | $12776132.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1546.00           | $431.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3004770.00        | $2918457.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $49996450.00       | $41290111.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $4971340.00        | $4423107.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241892.00        | $3632047.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $67160960.00       | $63303306.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 3.7500%  | 0.0000% | $564352.00         | $538461.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $29000000.00       | $2697081.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593436.00       | $23205802.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2702000.00        | $2717386.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $6877888.00        | $5739151.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $955.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $831.30            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2032-12-31      | 3.8750%  | 0.0000% | $70000000.00       | $69493571.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $76409400.00       | $77427265.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $39524700.00       | $39075968.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $33431600.00       | $33780099.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $45377700.00       | $45536053.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $6999800.00        | $7110523.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1004.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $65354900.00       | $66455604.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $74999800.00       | $75110135.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50722597.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-04-30      | 4.1250%  | 0.0000% | $285728000.00      | $283719332.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $600.00            | $608.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1009.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $41701800.00       | $41952364.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $152216900.00      | $155403136.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $6245800.00        | $2505877.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2046-02-15      | N/A      | 0.0000% | $100.00            | $36.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $5000300.00        | $5132314.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $133.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $1000.00           | $1303.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $800.00            | $851.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $4798000.00        | $4806438.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 3.6250%  | 0.0000% | $900.00            | $890.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $80677000.00       | $80181366.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $5587400.00        | $5627858.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $35243200.00       | $35715675.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $89557500.00       | $89201026.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.7500%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $50000100.00       | $49732599.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1641935.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1159470.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1727273.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1386301.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1593425.11        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $1000.00           | $474.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $24414600.00       | $13495972.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $115.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $73791000.00       | $54104127.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $999900.00         | $774516.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $294.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $44998900.00       | $34146070.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $347.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $21836500.00       | $20001416.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $854300.00         | $830695.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-02-15      | 4.7500%  | 0.0000% | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $5814300.00        | $5749454.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $109711400.00      | $104070698.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 1.2500%  | 0.0000% | $12999900.00       | $12370788.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $31571200.00       | $29946187.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $22749200.00       | $22451636.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $183.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $6034100.00        | $5936410.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 2.8750%  | 0.0000% | $6892400.00        | $6771301.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $50919600.00       | $49352294.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $600.00            | $566.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $17225600.00       | $17128845.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.5000%  | 0.0000% | $60882600.00       | $59707565.82       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-05-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President