# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-046006
**Filing Date:** 2025-7
**Character Count:** 1032421
**Document Hash:** 640fe662d6f548ca24b6bb97fb524f21
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046006.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046006

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251109997

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 49 days

- **WAL:** 112 days

- **Total Value of Portfolio Securities:** $165770612037.41

- **Amortized Cost of Portfolio Securities:** $165757760001.68

- **Cash:** $10215021879.86

- **Total Other Assets:** $1033204975.91

- **Total Liabilities:** $5837109135.73

- **Net Assets of Series:** $171168877721.72

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $150293018689.22          | $150893018689.22           | 84.2600%                  | 84.6000%                   |
| 2025-06-03 | $147942943133.45          | $148542943133.45           | 84.0500%                  | 84.3900%                   |
| 2025-06-04 | $147735129192.30          | $148335129192.30           | 83.9900%                  | 84.3300%                   |
| 2025-06-05 | $144135579400.06          | $145336100915.06           | 83.9500%                  | 84.6500%                   |
| 2025-06-06 | $142802056744.25          | $144179657008.94           | 83.8100%                  | 84.6100%                   |
| 2025-06-09 | $146118155265.44          | $147495912082.26           | 84.1200%                  | 84.9100%                   |
| 2025-06-10 | $148202209377.81          | $149580021809.96           | 84.3100%                  | 85.0900%                   |
| 2025-06-11 | $151108794843.64          | $151751662763.67           | 84.6400%                  | 85.0000%                   |
| 2025-06-12 | $147622243342.41          | $148265163324.65           | 84.3400%                  | 84.7100%                   |
| 2025-06-13 | $145197606294.16          | $145840584824.45           | 84.1000%                  | 84.4800%                   |
| 2025-06-16 | $145553624766.65          | $146196759104.75           | 84.1400%                  | 84.5100%                   |
| 2025-06-17 | $145042574384.99          | $145485742684.52           | 84.1900%                  | 84.4500%                   |
| 2025-06-18 | $152101538780.21          | $152544776990.48           | 84.6800%                  | 84.9300%                   |
| 2025-06-20 | $140804550593.32          | $142239704629.23           | 83.3300%                  | 84.1800%                   |
| 2025-06-23 | $147672885939.44          | $148116378583.79           | 84.2900%                  | 84.5500%                   |
| 2025-06-24 | $147602705834.27          | $148046245411.71           | 84.2900%                  | 84.5400%                   |
| 2025-06-25 | $150676540845.95          | $151120142611.93           | 84.5500%                  | 84.8000%                   |
| 2025-06-26 | $147142028899.12          | $147585682602.52           | 84.2400%                  | 84.4900%                   |
| 2025-06-27 | $150912084825.03          | $151355792839.65           | 84.5600%                  | 84.8100%                   |
| 2025-06-30 | $149484388829.77          | $149928239320.40           | 84.4500%                  | 84.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%             |
| 2025-06-03 | 0.0000%             |
| 2025-06-04 | 0.0000%             |
| 2025-06-05 | 0.0000%             |
| 2025-06-06 | 0.0000%             |
| 2025-06-09 | 0.0000%             |
| 2025-06-10 | 0.0000%             |
| 2025-06-11 | 0.0000%             |
| 2025-06-12 | 0.0000%             |
| 2025-06-13 | 0.0000%             |
| 2025-06-16 | 0.0000%             |
| 2025-06-17 | 0.0000%             |
| 2025-06-18 | 0.0000%             |
| 2025-06-20 | 0.0000%             |
| 2025-06-23 | 0.0000%             |
| 2025-06-24 | 0.0000%             |
| 2025-06-25 | 0.0000%             |
| 2025-06-26 | 0.0000%             |
| 2025-06-27 | 0.0000%             |
| 2025-06-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.0000                      |
|  |  |
| 2025-06-03 | 0.0000                      |
|  |  |
| 2025-06-04 | 0.0000                      |
|  |  |
| 2025-06-05 | 0.0000                      |
|  |  |
| 2025-06-06 | 0.0000                      |
|  |  |
| 2025-06-09 | 0.0000                      |
|  |  |
| 2025-06-10 | 0.0000                      |
|  |  |
| 2025-06-11 | 0.0000                      |
|  |  |
| 2025-06-12 | 0.0000                      |
|  |  |
| 2025-06-13 | 0.0000                      |
|  |  |
| 2025-06-16 | 0.0000                      |
|  |  |
| 2025-06-17 | 0.0000                      |
|  |  |
| 2025-06-18 | 0.0000                      |
|  |  |
| 2025-06-20 | 0.0000                      |
|  |  |
| 2025-06-23 | 0.0000                      |
|  |  |
| 2025-06-24 | 0.0000                      |
|  |  |
| 2025-06-25 | 0.0000                      |
|  |  |
| 2025-06-26 | 0.0000                      |
|  |  |
| 2025-06-27 | 0.0000                      |
|  |  |
| 2025-06-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $171168877721.72

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.2300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.41_0701
- **C.18 - Value (incl. sponsor support):** $829000000.00
- **C.18.a - Value (excl. sponsor support):** $829000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1981481.00        | $1410835.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $900716.00         | $646238.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $1016269.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $14323999.00       | $10444507.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $9184165.00        | $7076394.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-05-01      | 6.0000%  | 0.0000% | $33106.00          | $212.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-01-01      | 4.0000%  | 0.0000% | $7000000.00        | $1126.09           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $131.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $297123.00         | $300032.60         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $105089.00         | $98058.71          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 5.0000%  | 0.0000% | $2563889.00        | $2511433.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 5.5000%  | 0.0000% | $136000.00         | $12429.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $22000.00          | $15549.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 7.0000%  | 0.0000% | $184000.00         | $190728.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.0000%  | 0.0000% | $2167000.00        | $2118963.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $25000.00          | $25837.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $100000.00         | $104068.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 6.5000%  | 0.0000% | $165000.00         | $154.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 5.0000%  | 0.0000% | $352363.00         | $5127.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 6.0000%  | 0.0000% | $533481.00         | $5046.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-04-20      | 7.0000%  | 0.0000% | $70000.00          | $73.81             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-04-20      | 6.0000%  | 0.0000% | $305000.00         | $495.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-04-20      | 6.5000%  | 0.0000% | $116596.00         | $132.06            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-20      | 6.0000%  | 0.0000% | $25000.00          | $70.94             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-12-15      | 6.5000%  | 0.0000% | $50000.00          | $8.49              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 7.5000%  | 0.0000% | $225000.00         | $231008.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $1319000.00        | $1370390.73        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $1114814.17        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $1010000.00        | $101700.42         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $5750000.00        | $886825.77         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-06-01      | 2.0000%  | 0.0000% | $7262358.00        | $5268960.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $530415.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-12-01      | 2.5000%  | 0.0000% | $700000.00         | $547024.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-10-01      | 3.5000%  | 0.0000% | $6541045.00        | $6091180.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1950974.00        | $1324566.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $2315851.00        | $1649489.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1502248.00        | $1033220.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $1455000.00        | $916560.16         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $1420032.00        | $944183.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $2099057.00        | $1447565.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1444867.00        | $1037036.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1855492.00        | $1294342.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1948882.00        | $1448085.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1320013.00        | $960477.62         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $149111.00         | $114317.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1469819.00        | $1130994.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1875352.00        | $1470310.45        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 2.5000%  | 0.0000% | $278536.00         | $195268.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1971.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1994700.00        | $1226187.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1364863.00        | $898795.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $2093431.00        | $1421217.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1473432.00        | $1024378.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $2913995.00        | $2085758.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1793436.00        | $1256656.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1315227.00        | $934692.12         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2119435.00        | $1375085.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $334432.00         | $238657.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2014239.00        | $1384991.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1560314.00        | $1083867.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1665081.00        | $1151275.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $1508495.00        | $1074814.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $2293195.00        | $1433190.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1173428.00        | $896216.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1416938.00        | $1037327.88        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank       | 2027-03-16      | 4.0000%  | 0.0000% | $508000.00         | $510724.18         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $2231720.00        | $1279917.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 2.5000%  | 0.0000% | $2357723.00        | $1390346.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $2110962.00        | $1462128.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1719300.00        | $1018745.28        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $19031898.00       | $13171478.52       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $1870511.00        | $1283720.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1654266.00        | $1152473.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $2079565.00        | $1457199.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1444337.00        | $1017889.09        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1904144.00        | $1292449.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1347479.00        | $947218.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $832989.00         | $570450.83         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $2150812.00        | $1461103.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $2043610.04        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 1.5000%  | 0.0000% | $2000000.00        | $583096.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $341283.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-07-01      | 2.0000%  | 0.0000% | $1625443.00        | $415930.31         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $254104.97         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $266814.15         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $965739.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $326016.24         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-01-01      | 1.5000%  | 0.0000% | $6635000.00        | $2419161.61        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $393379.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $385541.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-05-01      | 1.5000%  | 0.0000% | $3500000.00        | $1451825.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-08-01      | 1.5000%  | 0.0000% | $2500000.00        | $1133902.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-09-01      | 1.5000%  | 0.0000% | $1000000.00        | $463033.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-05-01      | 1.5000%  | 0.0000% | $182450.00         | $103965.24         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-25      | 2.5000%  | 0.0000% | $8369217.00        | $6811983.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-01-01      | 3.5000%  | 0.0000% | $630000.00         | $6934.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-04-01      | 3.5000%  | 0.0000% | $5314065.00        | $41457.28          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-04-01      | 3.2200%  | 0.0000% | $671257.00         | $250227.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-03-01      | 3.5000%  | 0.0000% | $2336000.00        | $32029.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-02-01      | 2.5000%  | 0.0000% | $1990000.00        | $75229.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1563988.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $220835.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-04-01      | 3.5000%  | 0.0000% | $9500000.00        | $108598.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $4619073.00        | $309070.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $1764419.00        | $218330.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $2118325.00        | $254159.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $4086599.00        | $350506.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 3.0000%  | 0.0000% | $5274068.00        | $490915.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-01-01      | 2.0000%  | 0.0000% | $3896751.00        | $162079.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 3.0000%  | 0.0000% | $6504540.00        | $781709.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-08-01      | 2.5000%  | 0.0000% | $5200000.00        | $274731.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-01      | 3.5000%  | 0.0000% | $3299526.00        | $302607.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-10-01      | 3.5000%  | 0.0000% | $2500000.00        | $161287.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-02-01      | 2.5000%  | 0.0000% | $2400000.00        | $207362.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-05-01      | 3.0000%  | 0.0000% | $1800000.00        | $135023.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-09-01      | 2.5000%  | 0.0000% | $4250000.00        | $657172.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 2.0000%  | 0.0000% | $3000000.00        | $156035.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-01-01      | 2.5000%  | 0.0000% | $9749000.00        | $1752024.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-01-01      | 2.5000%  | 0.0000% | $2525000.00        | $487726.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $151842.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 2.0000%  | 0.0000% | $2500000.00        | $104536.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-04-01      | 2.5000%  | 0.0000% | $1300000.00        | $57080.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-04-01      | 1.5000%  | 0.0000% | $5453030.00        | $168090.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-05-01      | 2.0000%  | 0.0000% | $6596774.00        | $237417.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $2703321.00        | $493620.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-08-01      | 3.5000%  | 0.0000% | $506850.00         | $37022.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-05-01      | 3.5000%  | 0.0000% | $3201974.00        | $148810.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 5.0000%  | 0.0000% | $10042.00          | $101.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $12984635.00       | $13478928.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $19695123.00       | $20113142.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $15903865.00       | $16036991.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $17118215.00       | $17404590.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6506156.00        | $6640406.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $15681006.00       | $16002850.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $17389924.00       | $17777459.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $8394149.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $10094944.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $8261907.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6992562.00        | $7135037.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $5716231.00        | $5833411.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $6568270.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6590359.00        | $6740536.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2025-11-01      | 2.0000%  | 0.0000% | $4000000.00        | $15241.43          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-11-01      | 3.5000%  | 0.0000% | $10735024.00       | $1113994.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 2.0000%  | 0.0000% | $2000000.00        | $301850.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 3.5000%  | 0.0000% | $2750000.00        | $622868.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 3.5000%  | 0.0000% | $523000.00         | $63655.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 2.5000%  | 0.0000% | $7484863.00        | $1871333.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-07-01      | 3.5000%  | 0.0000% | $1031072.00        | $41057.81          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $40464.00          | $26316.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1346824.00        | $999507.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $808069.00         | $592197.83         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $81833.00          | $53888.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $2295180.00        | $1091784.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1624180.00        | $1086077.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $1588703.00        | $1004098.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $2110801.00        | $1384374.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1507613.00        | $1047047.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $249239.00         | $171703.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1319535.00        | $944458.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $2026287.00        | $1404715.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1274714.00        | $983063.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1989649.00        | $1304619.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $729267.00         | $514971.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 4.0000%  | 0.0000% | $2089838.00        | $392433.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $747409.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 3.5000%  | 0.0000% | $5300000.00        | $1232892.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $160983.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $217668.00         | $132584.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $2560100.00        | $1299045.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $1876344.00        | $1063905.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $357458.00         | $205682.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $508473.00         | $247599.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1809881.00        | $1182655.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $6394810.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4966009.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1879850.00        | $1316446.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $11107560.00       | $7672695.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $282487.00         | $195913.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $29872495.00       | $21114769.54       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $1534196.00        | $1082332.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $121161.00         | $82416.91          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $91795813.00       | $64208309.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $13312901.00       | $9087216.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1521413.00        | $1056078.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1940460.00        | $1350025.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1892736.00        | $1317261.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $303357.00         | $212822.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1850000.00        | $1290061.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $7274973.00        | $6943433.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $40345788.00       | $39614719.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $55134555.00       | $53573954.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 5.0000%  | 0.0000% | $55796786.00       | $54527410.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2032-06-01      | 3.0000%  | 0.0000% | $8926705.00        | $6694085.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2033-07-01      | 3.5000%  | 0.0000% | $12231540.00       | $10666600.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2032-01-01      | 1.5000%  | 0.0000% | $22025333.00       | $18750986.14       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $44235404.00       | $41396787.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.0000%  | 0.0000% | $7755910.00        | $6843625.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2033-11-01      | 3.0000%  | 0.0000% | $15592839.00       | $14566852.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $12204846.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2038-11-01      | 4.5000%  | 0.0000% | $10524914.00       | $10090983.39       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $1907202.00        | $1325343.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1698078.00        | $1181210.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $3610000.00        | $490146.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $565750.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-08-01      | 3.5000%  | 0.0000% | $614933.00         | $56285.11          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $190193.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-01      | 2.5000%  | 0.0000% | $17942605.00       | $1532565.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-05-01      | 2.8030%  | 0.0000% | $2117000.00        | $904969.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $5000000.00        | $735769.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-12-01      | 3.5000%  | 0.0000% | $9065000.00        | $740418.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-07-01      | 2.5000%  | 0.0000% | $16100000.00       | $981115.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 3.5000%  | 0.0000% | $1150000.00        | $115707.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-10-01      | 2.5000%  | 0.0000% | $20500000.00       | $1500311.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $10049000.00       | $1585948.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 3.1900%  | 0.0000% | $7448340.00        | $2836300.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-05-01      | 3.0500%  | 0.0000% | $946226.00         | $679956.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-11-01      | 3.4000%  | 0.0000% | $1372000.00        | $1095954.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $616155.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $885612.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1694457.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 3.3400%  | 0.0000% | $25500000.00       | $25209492.68       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5736191.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-01-01      | 3.1700%  | 0.0000% | $1775690.00        | $1486360.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-10-01      | 3.2000%  | 0.0000% | $1000000.00        | $810460.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-03-01      | 3.1000%  | 0.0000% | $2000000.00        | $1741379.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-06-01      | 2.6800%  | 0.0000% | $2500000.00        | $2406742.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1121550.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-07-01      | 2.8000%  | 0.0000% | $23000000.00       | $19789959.91       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-08-01      | 2.3400%  | 0.0000% | $2000000.00        | $1958908.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $490593.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8316277.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1336997.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 3.1500%  | 0.0000% | $2500000.00        | $2187311.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-03-01      | 4.8660%  | 0.0000% | $3000000.00        | $3001670.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 2.8500%  | 0.0000% | $2185000.00        | $1802171.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 3.1200%  | 0.0000% | $12673000.00       | $10661059.44       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 4.8560%  | 0.0000% | $3000000.00        | $3001652.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-10-01      | 2.8300%  | 0.0000% | $6350000.00        | $5915042.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-11-01      | 3.0600%  | 0.0000% | $2000000.00        | $1959102.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-11-01      | 4.7810%  | 0.0000% | $1300000.00        | $1296981.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-05-01      | 3.5800%  | 0.0000% | $2500000.00        | $2150970.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-03-01      | 4.7260%  | 0.0000% | $10000000.00       | $9751487.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-10-01      | 2.5000%  | 0.0000% | $2810000.00        | $89206.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $3431410.00        | $244597.09         | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47091228.88
- **C.18.a - Value (excl. sponsor support):** $47091228.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNG1, C.4 - ISIN: US3130AWNG12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $678475604.70
- **C.18.a - Value (excl. sponsor support):** $678475604.70
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120580551.66
- **C.18.a - Value (excl. sponsor support):** $120580551.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384957277.99
- **C.18.a - Value (excl. sponsor support):** $384957277.99
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVX1, C.4 - ISIN: US3130AYVX19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $482074799.87
- **C.18.a - Value (excl. sponsor support):** $482074799.87
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005.71
- **C.18.a - Value (excl. sponsor support):** $10005.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100057.80
- **C.18.a - Value (excl. sponsor support):** $100057.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185188503.90
- **C.18.a - Value (excl. sponsor support):** $185188503.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473630190.85
- **C.18.a - Value (excl. sponsor support):** $473630190.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189820550.56
- **C.18.a - Value (excl. sponsor support):** $189820550.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750356895.00
- **C.18.a - Value (excl. sponsor support):** $750356895.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192602357.42
- **C.18.a - Value (excl. sponsor support):** $192602357.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163762852.62
- **C.18.a - Value (excl. sponsor support):** $163762852.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53400244.04
- **C.18.a - Value (excl. sponsor support):** $53400244.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143026449.28
- **C.18.a - Value (excl. sponsor support):** $143026449.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.387800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970476680.76
- **C.18.a - Value (excl. sponsor support):** $970476680.76
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24650944.50
- **C.18.a - Value (excl. sponsor support):** $24650944.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PT9, C.4 - ISIN: US313313PT90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39324533.20
- **C.18.a - Value (excl. sponsor support):** $39324533.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JZ0, C.4 - ISIN: US313385JZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266302916.63
- **C.18.a - Value (excl. sponsor support):** $266302916.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KA3, C.4 - ISIN: US313385KA32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $177547574.00
- **C.18.a - Value (excl. sponsor support):** $177547574.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $440688640.00
- **C.18.a - Value (excl. sponsor support):** $440688640.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.163000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44633345.18
- **C.18.a - Value (excl. sponsor support):** $44633345.18
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $616368230.75
- **C.18.a - Value (excl. sponsor support):** $616368230.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14120037.93
- **C.18.a - Value (excl. sponsor support):** $14120037.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65050759.15
- **C.18.a - Value (excl. sponsor support):** $65050759.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418217568.10
- **C.18.a - Value (excl. sponsor support):** $418217568.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259357326.04
- **C.18.a - Value (excl. sponsor support):** $259357326.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.471000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250171232.50
- **C.18.a - Value (excl. sponsor support):** $250171232.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450717608.57
- **C.18.a - Value (excl. sponsor support):** $450717608.57
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613936333.47
- **C.18.a - Value (excl. sponsor support):** $613936333.47
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46672812.50
- **C.18.a - Value (excl. sponsor support):** $46672812.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28585780.16
- **C.18.a - Value (excl. sponsor support):** $28585780.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997436.00
- **C.18.a - Value (excl. sponsor support):** $99997436.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106140606.59
- **C.18.a - Value (excl. sponsor support):** $106140606.59
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133199104.90
- **C.18.a - Value (excl. sponsor support):** $133199104.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225299261.02
- **C.18.a - Value (excl. sponsor support):** $225299261.02
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119121030.68
- **C.18.a - Value (excl. sponsor support):** $119121030.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33217007.03
- **C.18.a - Value (excl. sponsor support):** $33217007.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243946619.53
- **C.18.a - Value (excl. sponsor support):** $243946619.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.585000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56487048.89
- **C.18.a - Value (excl. sponsor support):** $56487048.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57335554.28
- **C.18.a - Value (excl. sponsor support):** $57335554.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189918145.52
- **C.18.a - Value (excl. sponsor support):** $189918145.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62264444.80
- **C.18.a - Value (excl. sponsor support):** $62264444.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66448990.58
- **C.18.a - Value (excl. sponsor support):** $66448990.58
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47424287.29
- **C.18.a - Value (excl. sponsor support):** $47424287.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247647691.93
- **C.18.a - Value (excl. sponsor support):** $247647691.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270901455.22
- **C.18.a - Value (excl. sponsor support):** $270901455.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30020676.90
- **C.18.a - Value (excl. sponsor support):** $30020676.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175147960.75
- **C.18.a - Value (excl. sponsor support):** $175147960.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50037392.50
- **C.18.a - Value (excl. sponsor support):** $50037392.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340027623.74
- **C.18.a - Value (excl. sponsor support):** $340027623.74
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129446337.88
- **C.18.a - Value (excl. sponsor support):** $129446337.88
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70000816.20
- **C.18.a - Value (excl. sponsor support):** $70000816.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301273640.39
- **C.18.a - Value (excl. sponsor support):** $301273640.39
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997845.00
- **C.18.a - Value (excl. sponsor support):** $99997845.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $591177654.05
- **C.18.a - Value (excl. sponsor support):** $591177654.05
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28567403.79
- **C.18.a - Value (excl. sponsor support):** $28567403.79
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95067110.85
- **C.18.a - Value (excl. sponsor support):** $95067110.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250129112.50
- **C.18.a - Value (excl. sponsor support):** $250129112.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94755201.58
- **C.18.a - Value (excl. sponsor support):** $94755201.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247134127.86
- **C.18.a - Value (excl. sponsor support):** $247134127.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94968606.06
- **C.18.a - Value (excl. sponsor support):** $94968606.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100096101.00
- **C.18.a - Value (excl. sponsor support):** $100096101.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405361725.75
- **C.18.a - Value (excl. sponsor support):** $405361725.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156274076.29
- **C.18.a - Value (excl. sponsor support):** $156274076.29
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33128101.24
- **C.18.a - Value (excl. sponsor support):** $33128101.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85557801.77
- **C.18.a - Value (excl. sponsor support):** $85557801.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287685257.77
- **C.18.a - Value (excl. sponsor support):** $287685257.77
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76101259.46
- **C.18.a - Value (excl. sponsor support):** $76101259.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26112274.83
- **C.18.a - Value (excl. sponsor support):** $26112274.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591713555.22
- **C.18.a - Value (excl. sponsor support):** $591713555.22
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599885480.14
- **C.18.a - Value (excl. sponsor support):** $599885480.14
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578594022.16
- **C.18.a - Value (excl. sponsor support):** $578594022.16
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $706181880.09
- **C.18.a - Value (excl. sponsor support):** $706181880.09
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416695530.79
- **C.18.a - Value (excl. sponsor support):** $416695530.79
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177507632.13
- **C.18.a - Value (excl. sponsor support):** $177507632.13
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $537115811.23
- **C.18.a - Value (excl. sponsor support):** $537115811.23
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589752404.46
- **C.18.a - Value (excl. sponsor support):** $589752404.46
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531288367.85
- **C.18.a - Value (excl. sponsor support):** $531288367.85
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91786002.68
- **C.18.a - Value (excl. sponsor support):** $91786002.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714219073.71
- **C.18.a - Value (excl. sponsor support):** $714219073.71
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126246467.67
- **C.18.a - Value (excl. sponsor support):** $126246467.67
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.390000%
- **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: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.39_0701
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac     | 2053-02-01      | 5.5000%  | 0.0000% | $33763776.00       | $26627283.58       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25646667.45       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-01-01      | 5.5000%  | 0.0000% | $28390943.00       | $25518561.44       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2054-09-01      | 6.0000%  | 0.0000% | $26510332.00       | $25785101.22       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-06-01      | 4.5000%  | 0.0000% | $37167444.00       | $27176804.75       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-08-01      | 6.0000%  | 0.0000% | $12562710.00       | $11041087.31       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.0000%  | 0.0000% | $41441000.00       | $31438564.97       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $42295680.00       | $33096541.71       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $33884694.00       | $24575017.39       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 4.0000%  | 0.0000% | $71223509.00       | $17434554.93       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 3.0000%  | 0.0000% | $35491033.00       | $25549088.12       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $31504584.00       | $28862465.63       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 6.5000%  | 0.0000% | $27582408.00       | $27325208.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2053-07-01      | 4.5000%  | 0.0000% | $28324458.00       | $27074678.02       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 2.0000%  | 0.0000% | $53000000.00       | $25590697.32       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.0000%  | 0.0000% | $28971901.00       | $25373720.46       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 6.0000%  | 0.0000% | $27399725.00       | $26214803.93       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2055-04-01      | 6.0000%  | 0.0000% | $25260177.00       | $24669154.19       | Agency Mortgage-Backed Securities |

### Security 85: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1676151684.56
- **C.18.a - Value (excl. sponsor support):** $1676151684.56
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1964387967.07
- **C.18.a - Value (excl. sponsor support):** $1964387967.07
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $792181713.93
- **C.18.a - Value (excl. sponsor support):** $792181713.93
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1785260606.84
- **C.18.a - Value (excl. sponsor support):** $1785260606.84
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2775421239.68
- **C.18.a - Value (excl. sponsor support):** $2775421239.68
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1833614946.34
- **C.18.a - Value (excl. sponsor support):** $1833614946.34
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48988591.33
- **C.18.a - Value (excl. sponsor support):** $48988591.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $891746162.40
- **C.18.a - Value (excl. sponsor support):** $891746162.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.165000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1519894814.77
- **C.18.a - Value (excl. sponsor support):** $1519894814.77
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.172500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3280679799.38
- **C.18.a - Value (excl. sponsor support):** $3280679799.38
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.202500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2639135341.10
- **C.18.a - Value (excl. sponsor support):** $2639135341.10
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1286344777.15
- **C.18.a - Value (excl. sponsor support):** $1286344777.15
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84268009.95
- **C.18.a - Value (excl. sponsor support):** $84268009.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2566261474.85
- **C.18.a - Value (excl. sponsor support):** $2566261474.85
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1888439860.89
- **C.18.a - Value (excl. sponsor support):** $1888439860.89
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1101283787.27
- **C.18.a - Value (excl. sponsor support):** $1101283787.27
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $318021551.00
- **C.18.a - Value (excl. sponsor support):** $318021551.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1299672169.24
- **C.18.a - Value (excl. sponsor support):** $1299672169.24
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5271330534.21
- **C.18.a - Value (excl. sponsor support):** $5271330534.21
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.394000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $627966206.27
- **C.18.a - Value (excl. sponsor support):** $627966206.27
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2115020012.57
- **C.18.a - Value (excl. sponsor support):** $2115020012.57
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3212341991.23
- **C.18.a - Value (excl. sponsor support):** $3212341991.23
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $855304742.65
- **C.18.a - Value (excl. sponsor support):** $855304742.65
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1286310645.93
- **C.18.a - Value (excl. sponsor support):** $1286310645.93
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3079847854.60
- **C.18.a - Value (excl. sponsor support):** $3079847854.60
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1852991457.78
- **C.18.a - Value (excl. sponsor support):** $1852991457.78
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2513714844.15
- **C.18.a - Value (excl. sponsor support):** $2513714844.15
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2868477250.31
- **C.18.a - Value (excl. sponsor support):** $2868477250.31
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5422875008.44
- **C.18.a - Value (excl. sponsor support):** $5422875008.44
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $685757002.05
- **C.18.a - Value (excl. sponsor support):** $685757002.05
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $900179765.10
- **C.18.a - Value (excl. sponsor support):** $900179765.10
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96511642.70
- **C.18.a - Value (excl. sponsor support):** $96511642.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.291500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2727705328.14
- **C.18.a - Value (excl. sponsor support):** $2727705328.14
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96239538.16
- **C.18.a - Value (excl. sponsor support):** $96239538.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.435600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAB7, C.4 - ISIN: US91282CAB72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1787254225.63
- **C.18.a - Value (excl. sponsor support):** $1787254225.63
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730532587.49
- **C.18.a - Value (excl. sponsor support):** $730532587.49
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132970873.06
- **C.18.a - Value (excl. sponsor support):** $132970873.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64886957.20
- **C.18.a - Value (excl. sponsor support):** $64886957.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $165717692.12
- **C.18.a - Value (excl. sponsor support):** $165717692.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1228321454.60
- **C.18.a - Value (excl. sponsor support):** $1228321454.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1419466533.52
- **C.18.a - Value (excl. sponsor support):** $1419466533.52
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 5.023700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEY3, C.4 - ISIN: US91282CEY30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $326205540.10
- **C.18.a - Value (excl. sponsor support):** $326205540.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $424339436.44
- **C.18.a - Value (excl. sponsor support):** $424339436.44
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.437900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHN4, C.4 - ISIN: US91282CHN48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257318914.71
- **C.18.a - Value (excl. sponsor support):** $257318914.71
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136063618.65
- **C.18.a - Value (excl. sponsor support):** $136063618.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $731949718.36
- **C.18.a - Value (excl. sponsor support):** $731949718.36
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134193333.40
- **C.18.a - Value (excl. sponsor support):** $134193333.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139307233.35
- **C.18.a - Value (excl. sponsor support):** $139307233.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $429964200.71
- **C.18.a - Value (excl. sponsor support):** $429964200.71
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.526000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $530831113.94
- **C.18.a - Value (excl. sponsor support):** $530831113.94
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $492306384.21
- **C.18.a - Value (excl. sponsor support):** $492306384.21
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $651536690.75
- **C.18.a - Value (excl. sponsor support):** $651536690.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $453929437.50
- **C.18.a - Value (excl. sponsor support):** $453929437.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.431000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712601485.50
- **C.18.a - Value (excl. sponsor support):** $712601485.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.463000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2086566101.35
- **C.18.a - Value (excl. sponsor support):** $2086566101.35
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.486000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1636528010.24
- **C.18.a - Value (excl. sponsor support):** $1636528010.24
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.379000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1798050530.00
- **C.18.a - Value (excl. sponsor support):** $1798050530.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.441000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $611082545.27
- **C.18.a - Value (excl. sponsor support):** $611082545.27
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: Bank of Nova Scotia New York Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia New York Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921BPA003_4.39_0701
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $3000.00           | $1981.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $1000.00           | $616.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $59257400.00       | $43429099.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $66600.00          | $56529.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $3000000.00        | $2478655.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $9597600.00        | $8698755.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $966.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $21994400.00       | $21833060.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $5966500.00        | $5944116.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $788300.00         | $812926.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $64224700.00       | $64400812.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $401.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $368900.00         | $371162.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $55624000.00       | $55970822.04       | U.S. Treasuries (including strips) |

### Security 144: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $400.00            | $318.69            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $1200.00           | $1193.59           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $1400.00           | $1073.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $57513800.00       | $39705399.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $2352300.00        | $2355203.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $93.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $256.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 0.2500%  | 0.0000% | $2800.00           | $2773.54           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $29180500.00       | $27449523.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $300.00            | $279.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $301.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $204.04            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $400.00            | $411.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $6904900.00        | $6981168.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $201.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $700.00            | $704.36            | U.S. Treasuries (including strips) |

### Security 145: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 926SGL007, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGL007_4.40_0701
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2049-04-01      | 3.0000%  | 0.0000% | $895285.00         | $139688.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-01      | 4.5000%  | 0.0000% | $5713.00           | $565.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $82745.87          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $13332240.00       | $2816811.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $64794.08          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-05-01      | 2.5000%  | 0.0000% | $232681.00         | $125270.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $10264600.00       | $8543984.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-01      | 3.0000%  | 0.0000% | $7761.00           | $5114.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $160403.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-05-20      | 4.0000%  | 0.0000% | $3516040.00        | $206683.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $962206.00         | $151743.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $1055.00           | $197.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 3.0000%  | 0.0000% | $163691363.00      | $23866931.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 3.5000%  | 0.0000% | $5376970.00        | $3877779.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $2987416.00        | $2305940.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-15      | 4.5000%  | 0.0000% | $2446256.00        | $239625.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-15      | 4.0000%  | 0.0000% | $1035507.00        | $336622.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-09-15      | 5.2000%  | 0.0000% | $543723.00         | $547374.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 5.5000%  | 0.0000% | $5410910.00        | $5446687.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1598986.00        | $1674864.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $4412.00           | $4445.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 5.0000%  | 0.0000% | $6944603.00        | $90556.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-20      | 3.5000%  | 0.0000% | $4232248.00        | $311168.88         | Agency Mortgage-Backed Securities |

### Security 146: BNP Paribas Securities Corp. Tri Party Repo

- **C.1 - Title:** BNP Paribas Securities Corp. Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 927NEC009_4.39_0701
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $46845100.00       | $41030405.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $34489900.00       | $34449546.82       | U.S. Treasuries (including strips) |

### Security 147: BNP Paribas Securities Corp. Tri Party Repo

- **C.1 - Title:** BNP Paribas Securities Corp. Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 927NEF002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $125079000.00
- **C.18.a - Value (excl. sponsor support):** $125079000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE REMICS              | 2053-12-25      | 18.1328% | 0.0000% | $3299664.00        | $4394658.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 3.7948%  | 0.0000% | $276784.00         | $22447.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-05-25      | 22.0328% | 0.0000% | $1479927.00        | $1465636.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.7448%  | 0.0000% | $200656.00         | $14561.59          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-01-15      | 2.2317%  | 0.0000% | $322272.00         | $76.99             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 1.6817%  | 0.0000% | $292000000.00      | $4959277.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-03-15      | 2.2199%  | 0.0000% | $127840971.00      | $1136757.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-25      | 1.6648%  | 0.0000% | $49900000.00       | $2196374.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-25      | 1.2448%  | 0.0000% | $23124303.00       | $781552.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 1.4948%  | 0.0000% | $39799947.00       | $1261475.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 2.0548%  | 0.0000% | $25830522.00       | $1578911.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 1.6948%  | 0.0000% | $50000000.00       | $1697240.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-06-25      | 19.4328% | 0.0000% | $2551049.00        | $2464969.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 1.6448%  | 0.0000% | $284029.00         | $17857.36          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 19.0738% | 0.0000% | $10436669.00       | $12525462.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-11-25      | 2.8948%  | 0.0000% | $20405198.00       | $2312223.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 0.7948%  | 0.0000% | $78723329.00       | $2279725.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | 0.8748%  | 0.0000% | $72933179.00       | $3049431.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-11-25      | 2.8448%  | 0.0000% | $18444289.00       | $1423374.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-04-25      | 1.0448%  | 0.0000% | $160670730.00      | $9004371.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-20      | 1.5679%  | 0.0000% | $40025729.00       | $302413.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-20      | NA       | 0.0000% | $44675361.00       | $27449.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 1.7679%  | 0.0000% | $39274680.00       | $1027112.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 1.6679%  | 0.0000% | $13555536.00       | $211212.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 1.6179%  | 0.0000% | $36387141.00       | $1202282.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.5000%  | 0.0000% | $500000.00         | $38411.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $68727122.00       | $641979.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $60000000.00       | $495441.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.7381%  | 0.0000% | $142045.00         | $8482.58           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 1.6682%  | 0.0000% | $3378464.00        | $150686.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-16      | 1.5738%  | 0.0000% | $20927811.00       | $1279191.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9782%  | 0.0000% | $58902444.00       | $5466465.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9482%  | 0.0000% | $3919478.00        | $210734.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3282%  | 0.0000% | $83400000.00       | $1899742.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.8982%  | 0.0000% | $18439011.00       | $980302.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.2019%  | 0.0000% | $16709074.00       | $10243715.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2482%  | 0.0000% | $77619700.00       | $1619859.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8482%  | 0.0000% | $50000000.00       | $3065596.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.7982%  | 0.0000% | $34478208.00       | $2811218.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 1.6982%  | 0.0000% | $12001000.00       | $609485.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 2.7982%  | 0.0000% | $32327296.00       | $2735337.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0982%  | 0.0000% | $74871168.00       | $3329795.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 0.1000%  | 0.0000% | $30421632.00       | $53380.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.4982%  | 0.0000% | $60308783.00       | $1848108.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.0982%  | 0.0000% | $12655520.00       | $744345.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6982%  | 0.0000% | $100000000.00      | $5353181.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | NA       | 0.0000% | $179623.00         | $1.08              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 2.3982%  | 0.0000% | $93397888.00       | $7425417.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1982%  | 0.0000% | $93281756.00       | $4989743.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | NA       | 0.0000% | $1381531.00        | $871006.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 22.7260% | 0.0000% | $6519853.00        | $9682231.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.1482%  | 0.0000% | $23513344.00       | $1068438.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.8482%  | 0.0000% | $57514751.00       | $3454985.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.7682%  | 0.0000% | $3430330.00        | $273660.27         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.1182%  | 0.0000% | $100016.00         | $6749.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-05-20      | 0.6482%  | 0.0000% | $100144912.00      | $1971939.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.0482%  | 0.0000% | $50000000.00       | $144877.76         | Agency Mortgage-Backed Securities |

### Security 148: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** JPMorgan Securities LLC Tri Party Repo 4.390000%
- **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: 930PNB001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNB001_4.39_0701
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2055-06-20      | 5.5000%  | 0.0000% | $91282017.00       | $91800001.88       | Agency Mortgage-Backed Securities |

### Security 149: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** JPMorgan Securities LLC Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_4.40_0701
- **C.18 - Value (incl. sponsor support):** $6362208000.00
- **C.18.a - Value (excl. sponsor support):** $6362208000.00
- **C.19 - Percentage of Net Assets:** 3.7200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5449.43           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 1.5000%  | 0.0000% | $76125.00          | $49798.49          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $10704048.00       | $9152586.02        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 6.5000%  | 0.0000% | $5447000.00        | $3992857.94        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $100000000.00      | $86082955.24       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $44000.00          | $39006.72          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $566441600.00      | $531982926.68      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $27455552.00       | $25858545.32       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.5000%  | 0.0000% | $125517184.00      | $2020159.22        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $716074.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $1115696.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-08-01      | 3.5000%  | 0.0000% | $332371.00         | $23722.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-11-01      | 3.5000%  | 0.0000% | $36954624.00       | $5093264.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $10178.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 6.5000%  | 0.0000% | $200000.00         | $13528.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 4.0000%  | 0.0000% | $33254656.00       | $7424295.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 3.4000%  | 0.0000% | $1500000.00        | $1413276.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 3.7750%  | 0.0000% | $7435304.00        | $7062713.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 3.9700%  | 0.0000% | $1122858.00        | $1062887.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 4.2800%  | 0.0000% | $52000.00          | $44628.01          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $686362.00         | $682981.91         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $36082752.00       | $33866497.44       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-10-01      | 2.5000%  | 0.0000% | $220000.00         | $58606.75          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-10-01      | 1.5000%  | 0.0000% | $114499.00         | $73696.53          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-09-01      | 3.5000%  | 0.0000% | $97220.00          | $25985.82          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-05-01      | 2.5000%  | 0.0000% | $100000.00         | $44570.53          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-05-01      | 6.4180%  | 0.0000% | $5000000.00        | $17497.67          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-09-01      | 3.7800%  | 0.0000% | $14640000.00       | $13641229.92       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $86781952.00       | $81919452.56       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-02-01      | 4.5000%  | 0.0000% | $5430000.00        | $764769.78         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-11-01      | 6.7480%  | 0.0000% | $10260816.00       | $647019.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-02-01      | 7.5000%  | 0.0000% | $4100000.00        | $37066.54          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 6.9480%  | 0.0000% | $44702528.00       | $1263088.22        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $13196416.00       | $12029957.98       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1406305.01        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $1237434.00        | $889941.09         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 4.5000%  | 0.0000% | $51134.00          | $39407.53          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $1938730.00        | $1516432.75        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 7.0000%  | 0.0000% | $5970000.00        | $4702142.72        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 6.5000%  | 0.0000% | $1495700.00        | $916053.46         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $100000.00         | $94094.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 6.5000%  | 0.0000% | $177189.00         | $129183.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 7.0000%  | 0.0000% | $5039830.00        | $4803109.87        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $3500000.00        | $3360530.99        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $724384.00         | $611522.54         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $18098080.00       | $17805913.43       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $75792.00          | $64682.56          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2029-08-01      | 2.5500%  | 0.0000% | $4587000.00        | $4140678.20        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-09-01      | 3.7900%  | 0.0000% | $10000000.00       | $9469329.05        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 3.2600%  | 0.0000% | $3557570.00        | $3074462.98        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-06-01      | 3.5000%  | 0.0000% | $25136320.00       | $4631245.58        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-10-01      | 5.5000%  | 0.0000% | $70000.00          | $24591.29          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-03-01      | 4.0000%  | 0.0000% | $1903334.00        | $396779.55         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $66095.61          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 4.0000%  | 0.0000% | $20785.00          | $13767.91          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.5000%  | 0.0000% | $15000000.00       | $8107076.06        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $46063.00          | $32865.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $188168.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $3661384.00        | $3707063.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 3.0000%  | 0.0000% | $99990.00          | $95302.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 6.9940%  | 0.0000% | $8500000.00        | $198187.96         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3594006.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $3218940.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $5216542.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-03-01      | 5.5000%  | 0.0000% | $98306560.00       | $3892724.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 5.5000%  | 0.0000% | $203487232.00      | $1798681.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2606174.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 6.5000%  | 0.0000% | $684000.00         | $13092.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 7.0000%  | 0.0000% | $1496844.00        | $42640.66          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 2.5540%  | 0.0000% | $1500000.00        | $1244299.30        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-07-01      | 3.0000%  | 0.0000% | $8155000.00        | $638423.02         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 2.5000%  | 0.0000% | $1819038.00        | $296062.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $181863.00         | $162065.71         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $303747.00         | $295892.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $672578.00         | $667681.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $8569280.00        | $7567996.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $1203304.00        | $947010.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 7.0000%  | 0.0000% | $2486690.00        | $2182034.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-08-01      | 6.5000%  | 0.0000% | $1359246.00        | $1053677.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $9763880.00        | $9909798.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $285850.00         | $283850.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.0000%  | 0.0000% | $909832.00         | $884803.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $1061318.00        | $967148.18         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $31695840.00       | $28088371.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 7.0000%  | 0.0000% | $1039744.00        | $1068044.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $890205.00         | $720567.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $612928.00         | $637928.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $21776544.00       | $18713848.54       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1518808.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $1005112.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $9241136.00        | $9179323.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $3038000.00        | $2983759.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.0000%  | 0.0000% | $1046000.00        | $1014886.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.0000%  | 0.0000% | $1752744.00        | $1543949.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $683583.00         | $674728.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $1931968.00        | $1863054.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $451301.00         | $344689.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.0000%  | 0.0000% | $338869.00         | $311412.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 6.0000%  | 0.0000% | $1380140.00        | $1268132.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 7.0000%  | 0.0000% | $1056640.00        | $1131632.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $500000.00         | $475486.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $4667680.00        | $4385912.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1002864.00        | $998893.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $4360848.00        | $4326899.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-11-01      | 4.0000%  | 0.0000% | $189863.00         | $178756.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $4070403.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $893078.00         | $889040.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $3228388.00        | $3212681.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-11-01      | 6.0000%  | 0.0000% | $1370694.00        | $1228705.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $2771480.00        | $2128327.25        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $62123.00          | $54995.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $1313216.00        | $1315245.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $14462832.00       | $14382298.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3445041.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $477309.00         | $488289.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $75924.00          | $74022.80          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $2950776.00        | $2424317.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $52482.00          | $48227.84          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $184053.00         | $172692.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $1780558.00        | $1694984.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $3018600.00        | $3160049.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $7771632.00        | $7745205.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1911264.00        | $1955948.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.5000%  | 0.0000% | $6686984.00        | $6335188.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $1268076.00        | $1241479.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1159110.00        | $1210910.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.5000%  | 0.0000% | $5433680.00        | $5475762.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.0000%  | 0.0000% | $301749.00         | $294897.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $7445968.00        | $7284326.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0080%  | 0.0000% | $887335.00         | $906256.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2127192.00        | $2222739.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $7485424.00        | $7817987.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1049502.00        | $1034622.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-02-01      | 4.5000%  | 0.0000% | $1640250.00        | $1607452.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $1035600.00        | $1066112.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $5057230.00        | $5233222.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3717230.00        | $3903089.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $3018840.00        | $2923772.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $2528140.00        | $2652230.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1328843.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1260029.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $6106347.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $14621616.00       | $15000763.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $46572288.00       | $47621867.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $3133500.00        | $3159390.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $4985824.00        | $4861726.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1174270.00        | $1245666.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $499950.00         | $465537.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.0000%  | 0.0000% | $1253374.00        | $1162265.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $15151520.00       | $15170300.29       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $8664650.00        | $8890009.29        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $1738500.00        | $1762618.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $3778420.00        | $3628909.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 7.0000%  | 0.0000% | $1160320.00        | $1231658.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $2000000.00        | $1965435.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $3609996.00        | $3714240.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 3.5000%  | 0.0000% | $1184538.00        | $1062824.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-06-01      | 4.5000%  | 0.0000% | $9113072.00        | $8739428.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $89868800.00       | $83682970.71       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.0000%  | 0.0000% | $8835424.00        | $8681800.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-06-01      | 5.0000%  | 0.0000% | $19455904.00       | $19487768.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 4.5000%  | 0.0000% | $6367200.00        | $6341686.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 6.0000%  | 0.0000% | $4350816.00        | $4495103.56        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.5000%  | 0.0000% | $41336448.00       | $31974716.10       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1900000.00        | $1604568.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 4.5000%  | 0.0000% | $15000000.00       | $12691797.79       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 2.5000%  | 0.0000% | $2920000.00        | $2191832.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-05-01      | 2.0000%  | 0.0000% | $1100000.00        | $831262.78         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $10910000.00       | $8229065.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $10928544.00       | $8290341.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $1633480.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-05-01      | 3.5000%  | 0.0000% | $68508672.00       | $55390530.54       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $1185774.00        | $853353.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $15594992.00       | $12941319.28       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 7.0000%  | 0.0000% | $6500000.00        | $4701315.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $4550000.00        | $4216662.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $188858.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $371652.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $2400000.00        | $1901066.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $3773675.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $60990.76          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $17435168.00       | $16757134.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-02-01      | 5.0000%  | 0.0000% | $52645376.00       | $49368873.30       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 2.5000%  | 0.0000% | $6241080.00        | $5423514.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 5.5000%  | 0.0000% | $3407948.00        | $3475927.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.5000%  | 0.0000% | $12989264.00       | $13174025.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 5.5000%  | 0.0000% | $5320392.00        | $5426469.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-02-01      | 6.5000%  | 0.0000% | $1557080.00        | $1596207.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 5.5000%  | 0.0000% | $77548800.00       | $533788.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $3001452.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 5.5000%  | 0.0000% | $361529856.00      | $2521708.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-05-01      | 5.5000%  | 0.0000% | $294950400.00      | $2362284.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 4.0000%  | 0.0000% | $12250000.00       | $1413418.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 6.4050%  | 0.0000% | $820000.00         | $9748.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $208018.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 6.0000%  | 0.0000% | $3287600.00        | $178217.23         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $213131776.00      | $1994120.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2650853.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 7.5000%  | 0.0000% | $600000.00         | $17419.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 5.0000%  | 0.0000% | $1779668.00        | $84743.55          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-07-01      | 7.0650%  | 0.0000% | $15295776.00       | $209691.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $432550.00         | $11778.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $75060.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-01-01      | 4.5000%  | 0.0000% | $470000.00         | $17011.39          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $586482.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-01-01      | 4.5000%  | 0.0000% | $120029.00         | $7406.98           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $19170000.00       | $3181434.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $4414640.00        | $4518735.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $3916749.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $3155724.00        | $3093755.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1822584.00        | $1866070.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $4802360.00        | $4743602.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $697159.00         | $699373.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $10691312.00       | $11158841.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $3959850.00        | $3897037.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 5.0000%  | 0.0000% | $122452.00         | $116940.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 7.0000%  | 0.0000% | $1197630.00        | $1270445.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2150950.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $4273264.00        | $4313906.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $8198288.00        | $8672193.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2166306.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $6644304.00        | $7034538.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $4780750.00        | $4704963.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1461346.00        | $1465988.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1140634.00        | $1154265.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2719552.00        | $2730789.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $4281088.00        | $4100688.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $3530124.00        | $3381207.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $4469936.00        | $4484135.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $7255368.00        | $7406274.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $7822520.00        | $7985058.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2051-02-01      | 3.5000%  | 0.0000% | $13988944.00       | $13056963.91       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $48796459.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-04-01      | 4.5000%  | 0.0000% | $10894752.00       | $10180260.49       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-03-01      | 5.0000%  | 0.0000% | $1077502.00        | $1023196.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $107874560.00      | $109127822.20      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $17326464.00       | $15137615.68       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $318439936.00      | $323317968.35      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $20870080.00       | $18566405.78       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.0000%  | 0.0000% | $24355136.00       | $22363960.20       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 5.5000%  | 0.0000% | $29157040.00       | $29859303.52       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-11-01      | 4.0000%  | 0.0000% | $1855000.00        | $186353.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-09-01      | 3.0000%  | 0.0000% | $24518432.00       | $7619285.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1076642.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1499750.00        | $1478619.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1112634.00        | $1164845.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $11091744.00       | $11353324.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $10371168.00       | $10429760.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 4.0000%  | 0.0000% | $6525944.00        | $6076751.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 3.5000%  | 0.0000% | $2061048.00        | $1856794.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 4.0000%  | 0.0000% | $1668178.00        | $1553352.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1502372.00        | $1510671.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $3896100.00        | $3997808.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $3340880.00        | $3497791.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.3180%  | 0.0000% | $6249768.00        | $6205177.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1535542.00        | $1608878.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $7087720.00        | $7510042.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1284872.00        | $1322010.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1110350.00        | $1171501.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-06-01      | 5.5000%  | 0.0000% | $1030142.00        | $1057924.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $2138992.00        | $2111330.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1402648.00        | $1456218.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1701360.00        | $1726217.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $8992672.00        | $9353452.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-06-01      | 5.0000%  | 0.0000% | $1247690.00        | $1264687.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $3411200.00        | $3504545.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $2893900.00        | $2979508.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $12177296.00       | $12873108.05       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $1137580.00        | $1189092.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1076874.00        | $1119897.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $19737376.00       | $20147919.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $4429880.00        | $4606987.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $19095744.00       | $19616204.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 7.0000%  | 0.0000% | $1077300.00        | $1141391.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $11286800.00       | $11559481.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $29095424.00       | $29698523.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $4115464.00        | $4246337.13        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-12-01      | 3.5000%  | 0.0000% | $2700000.00        | $306778.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-07-01      | 3.0000%  | 0.0000% | $4225000.00        | $971976.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 3.0000%  | 0.0000% | $4050000.00        | $576423.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 4.0000%  | 0.0000% | $850135.00         | $207497.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 3.5000%  | 0.0000% | $170000.00         | $55632.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-03-01      | 2.5000%  | 0.0000% | $18777620.00       | $15678649.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $540403.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $309365.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-04-01      | 4.0000%  | 0.0000% | $8020000.00        | $2091345.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-08-01      | 4.0000%  | 0.0000% | $500000.00         | $142129.25         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-09-01      | 5.5000%  | 0.0000% | $4500000.00        | $1352758.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2058-05-01      | 3.5000%  | 0.0000% | $680000.00         | $231570.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2059-01-01      | 3.0000%  | 0.0000% | $400000.00         | $144150.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $394815.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2060-07-01      | 3.0000%  | 0.0000% | $2457000.00        | $1380557.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2061-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $4151756.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $657077.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-04-01      | 3.0000%  | 0.0000% | $256378.00         | $41677.95          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-08-01      | 4.5000%  | 0.0000% | $22678144.00       | $6178801.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-06-01      | 4.0000%  | 0.0000% | $57385.00          | $6633.93           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $201530.00         | $43377.69          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $679225.00         | $116904.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-01-01      | 3.5000%  | 0.0000% | $422000.00         | $84940.03          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $3745680.00        | $792190.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $289000.00         | $59024.59          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-03-01      | 3.0000%  | 0.0000% | $2933816.00        | $656411.34         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $56641.00          | $5751.25           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-07-01      | 3.5000%  | 0.0000% | $69000.00          | $7605.79           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $321786.00         | $105328.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 3.5000%  | 0.0000% | $41000.00          | $5423.46           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-02-01      | 3.0000%  | 0.0000% | $895000.00         | $66868.11          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 5.0000%  | 0.0000% | $226192.00         | $17548.47          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 3.5000%  | 0.0000% | $63000.00          | $6947.18           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $2536196.00        | $216686.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-08-01      | 3.5000%  | 0.0000% | $173001.00         | $13729.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-10-01      | 2.5000%  | 0.0000% | $1222112.00        | $663288.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $500000000.00      | $322135221.47      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 2.0000%  | 0.0000% | $1198000.00        | $722823.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-05-01      | 3.5000%  | 0.0000% | $170000.00         | $12446.04          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.5000%  | 0.0000% | $10800000.00       | $401784.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.0000%  | 0.0000% | $325000.00         | $26385.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 2.5000%  | 0.0000% | $4060000.00        | $380045.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-01      | 5.0000%  | 0.0000% | $1126990.00        | $241330.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 2.0000%  | 0.0000% | $172000.00         | $89645.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 1.5000%  | 0.0000% | $50404000.00       | $27606250.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.5000%  | 0.0000% | $1495000.00        | $561161.91         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $5925000.00        | $2950089.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $1286441.47        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $264205312.00      | $196699336.32      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-05-01      | 4.5000%  | 0.0000% | $9037380.00        | $7705620.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-04-01      | 4.0000%  | 0.0000% | $544066.00         | $479140.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $5159256.00        | $3267973.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $495519.00         | $313863.75         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 3.0000%  | 0.0000% | $4807296.00        | $2914861.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $16823160.00       | $12662599.84       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $5298160.00        | $3470126.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $23033184.00       | $15316135.54       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $710163.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.5000%  | 0.0000% | $1412120.00        | $1066905.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 4.0000%  | 0.0000% | $143000.00         | $87369.14          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $16947680.00       | $12971342.43       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $18000.00          | $14733.88          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 5.0000%  | 0.0000% | $578207.00         | $357957.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $2032296.00        | $1648183.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 3.5000%  | 0.0000% | $1026000.00        | $799537.92         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 4.5000%  | 0.0000% | $773705.00         | $599311.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $2009000.00        | $1674405.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $14649000.00       | $12477481.55       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 3.5000%  | 0.0000% | $45011.00          | $37190.44          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $164594432.00      | $136575685.40      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-05-01      | 4.5000%  | 0.0000% | $15000.00          | $10533.03          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.0000%  | 0.0000% | $1202662.00        | $1001055.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-04-01      | 6.5000%  | 0.0000% | $2158650.00        | $1468383.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 2.5000%  | 0.0000% | $2078412.00        | $1677452.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $352000.00         | $292769.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $687153.36         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 2.5000%  | 0.0000% | $281277.00         | $175731.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 4.0000%  | 0.0000% | $1179090.00        | $1000601.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $208182272.00      | $168314378.59      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 4.0000%  | 0.0000% | $1262624.00        | $1094940.53        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 5.5000%  | 0.0000% | $14642960.00       | $12804702.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 4.0000%  | 0.0000% | $1077980.00        | $913200.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-12-01      | 6.5000%  | 0.0000% | $50000.00          | $28521.13          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 4.5000%  | 0.0000% | $5533640.00        | $5013997.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $608823296.00      | $567084585.94      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $131948800.00      | $123682425.42      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $1782000.00        | $1613664.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 3.5000%  | 0.0000% | $181912.00         | $158941.00         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $9190944.00        | $8835791.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-01-01      | 5.0000%  | 0.0000% | $754211.00         | $722943.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 3.5000%  | 0.0000% | $17000.00          | $15020.36          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $55991040.00       | $54441571.57       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $13975616.00       | $13618674.35       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $7952344.00        | $7372613.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.0000%  | 0.0000% | $8269260.00        | $8007907.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1540244.00        | $1499862.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 5.5000%  | 0.0000% | $84594560.00       | $80518583.22       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.5000%  | 0.0000% | $33019648.00       | $32354028.49       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $3357892.00        | $3336409.25        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 5.0000%  | 0.0000% | $22162848.00       | $22131910.39       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 4.5000%  | 0.0000% | $1186200.00        | $1159429.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 5.0000%  | 0.0000% | $483970.00         | $478360.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 2.5000%  | 0.0000% | $1380000.00        | $388002.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-05-01      | 3.5000%  | 0.0000% | $24473504.00       | $3576714.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-04-01      | 4.0000%  | 0.0000% | $2100000.00        | $696297.47         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 3.5000%  | 0.0000% | $158000.00         | $20498.92          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $6273960.00        | $2461033.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.0000%  | 0.0000% | $120000.00         | $29300.68          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 3.5000%  | 0.0000% | $203000.00         | $58947.80          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 2.0000%  | 0.0000% | $100000.00         | $39096.21          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $1900000.00        | $419106.97         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $4400000.00        | $2472389.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 2.5000%  | 0.0000% | $346000.00         | $160050.89         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 1.5000%  | 0.0000% | $322802.00         | $181641.95         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 2.0000%  | 0.0000% | $1305554.00        | $669679.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $3574852.00        | $2373125.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3543862.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2674019.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 4.0000%  | 0.0000% | $1499730.00        | $458309.85         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $641952.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.5000%  | 0.0000% | $22000.00          | $9735.51           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $781249.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $410078.49         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $481606.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $72117.47          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.0000%  | 0.0000% | $112085.00         | $69256.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $2892824.00        | $1929653.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 2.0000%  | 0.0000% | $4073552.00        | $2179411.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $108922.98         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $340000.00         | $240856.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1346233.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $213665.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-10-01      | 1.5000%  | 0.0000% | $160000.00         | $92983.87          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $236000.00         | $155477.78         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $199614.31         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1432593.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 2.5000%  | 0.0000% | $13883712.00       | $10182453.87       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1304134.00        | $904897.78         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $750452.00         | $626504.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $39000.00          | $25903.96          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $2000000.00        | $1501458.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $490000.00         | $362549.79         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $590000.00         | $478203.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $300000.00         | $249938.70         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 2.5000%  | 0.0000% | $8899360.00        | $6559256.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $2775000.00        | $2259559.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $230000.00         | $192200.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $525000.00         | $342333.31         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $45655296.00       | $38695817.31       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-01-01      | 2.5000%  | 0.0000% | $4538184.00        | $3398554.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 3.5000%  | 0.0000% | $9849000.00        | $8050245.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $2654152.00        | $1990047.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $473000.00         | $405163.85         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $428091.00         | $45340.64          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $508511.00         | $58687.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $22700000.00       | $6642312.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 5.0000%  | 0.0000% | $636789.00         | $106740.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-10-01      | 3.7800%  | 0.0000% | $1003264.00        | $937539.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-02-01      | 3.7100%  | 0.0000% | $4811096.00        | $4529072.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 3.5000%  | 0.0000% | $7876272.00        | $7207056.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 3.3400%  | 0.0000% | $4000000.00        | $3613987.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 3.5900%  | 0.0000% | $1000000.00        | $834000.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-05-01      | 3.8300%  | 0.0000% | $2924996.00        | $2448023.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2026-08-01      | 2.4800%  | 0.0000% | $16300000.00       | $15997696.58       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-06-01      | 3.3700%  | 0.0000% | $6946952.00        | $6356841.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2026-09-01      | 2.2000%  | 0.0000% | $25094000.00       | $24158855.07       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $433430.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 5.0000%  | 0.0000% | $493179.00         | $83499.16          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 6.6970%  | 0.0000% | $797000.00         | $150258.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1484182.00        | $436364.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8946.08           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $100000.00         | $27848.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $239000.00         | $29184.72          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2065-07-01      | 4.0000%  | 0.0000% | $53088896.00       | $49565397.76       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 6.6100%  | 0.0000% | $853665.00         | $192137.94         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-01-01      | 4.5000%  | 0.0000% | $10034448.00       | $611577.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.0000%  | 0.0000% | $5397952.00        | $1435549.14        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 2.5000%  | 0.0000% | $80000.00          | $36192.56          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 4.2590%  | 0.0000% | $1278000.00        | $576466.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 5.5000%  | 0.0000% | $1619850.00        | $187981.49         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 1.5000%  | 0.0000% | $291467.00         | $134668.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $848992.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $1090000.00        | $647097.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 1.5000%  | 0.0000% | $683834.00         | $382614.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $25000000.00       | $15221107.97       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 2.2450%  | 0.0000% | $5350000.00        | $4075979.98        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-10-01      | 2.1500%  | 0.0000% | $9624000.00        | $6951818.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.3100%  | 0.0000% | $2530000.00        | $1753646.31        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-06-01      | 4.7820%  | 0.0000% | $6000000.00        | $5446947.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-10-01      | 3.5700%  | 0.0000% | $84996000.00       | $79953513.11       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-12-01      | 4.9700%  | 0.0000% | $4364376.00        | $4408144.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 4.1200%  | 0.0000% | $7500000.00        | $7286234.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $692021.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-04-01      | 5.5000%  | 0.0000% | $6439096.00        | $5857384.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $2559516.00        | $2529351.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 6.0000%  | 0.0000% | $3252010.00        | $3149567.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2611242.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $11775344.00       | $11749883.93       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $1306504.00        | $1275401.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $2548484.00        | $2706092.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $288564.00         | $112564.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.0000%  | 0.0000% | $1700000.00        | $1083807.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $20372800.00       | $20927160.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1205582.00        | $1276037.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1369807.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4354382.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $20800000.00       | $14968246.49       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 5.5000%  | 0.0000% | $2545768.00        | $1399510.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $7914000.00        | $6414163.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $275991.00         | $155833.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 2.5000%  | 0.0000% | $1241000.00        | $941750.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-12-01      | 2.5000%  | 0.0000% | $1305580.00        | $954246.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $1057830.00        | $826471.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $986284.40         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $3428612.00        | $1607241.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 2.5000%  | 0.0000% | $989259.00         | $771192.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $455977.00         | $433622.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 3.0000%  | 0.0000% | $8000.00           | $6638.47           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $344564.00         | $296984.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $443000.00         | $421252.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $2799132.00        | $2355264.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2406656.00        | $1446141.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $2270532.00        | $2271717.37        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $2912536.00        | $2789202.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $93859456.00       | $72463986.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $221091.00         | $206857.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.0000%  | 0.0000% | $1344220.00        | $1283315.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $444513.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1746412.00        | $1718567.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.4180%  | 0.0000% | $10227696.00       | $6586631.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $2228724.00        | $1659357.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2034-09-01      | 4.4450%  | 0.0000% | $20000000.00       | $19765813.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2032-05-01      | 4.3000%  | 0.0000% | $36097000.00       | $35897957.14       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-11-01      | 4.7800%  | 0.0000% | $10152800.00       | $10226129.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 4.6100%  | 0.0000% | $30955000.00       | $30897380.70       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-01-01      | 4.4000%  | 0.0000% | $46863000.00       | $46928441.56       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-04-01      | 4.3400%  | 0.0000% | $18130000.00       | $18065930.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2032-05-01      | 4.3900%  | 0.0000% | $71422000.00       | $71374675.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 5.0000%  | 0.0000% | $108206800.00      | $26267563.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.5000%  | 0.0000% | $51000.00          | $5103.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $111620.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $19462000.00       | $4928028.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $25000000.00       | $7037060.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 4.0000%  | 0.0000% | $2174000.00        | $514036.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 2.0000%  | 0.0000% | $6450000.00        | $2660197.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-05-01      | 6.0000%  | 0.0000% | $1657924.00        | $165247.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 3.5000%  | 0.0000% | $2825000.00        | $1004232.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 2.5000%  | 0.0000% | $1193676.00        | $386676.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $1369238.00        | $680285.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $174000000.00      | $91101673.05       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.0000%  | 0.0000% | $9100000.00        | $4934839.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $250000.00         | $149177.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-03-01      | 2.5000%  | 0.0000% | $100000.00         | $57976.94          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 3.5000%  | 0.0000% | $996990.00         | $434392.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 2.5000%  | 0.0000% | $1712786.00        | $1039075.47        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $58700.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 3.0000%  | 0.0000% | $870931.00         | $537422.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-10-01      | 2.5000%  | 0.0000% | $1603600.00        | $1016655.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 2.5000%  | 0.0000% | $261158.00         | $170973.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $6358008.00        | $4326810.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.0000%  | 0.0000% | $75066752.00       | $47813725.20       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $806472.00         | $482123.79         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $136384.92         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $1495632.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $2800000.00        | $2053788.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 2.0000%  | 0.0000% | $1429522.00        | $839937.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $396427.00         | $261394.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $10850000.00       | $8214356.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $696892.00         | $477890.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $6615000.00        | $4878410.31        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $100001280.00      | $80798311.83       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $396000.00         | $300306.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $2136432.00        | $1476031.76        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $325000.00         | $237346.79         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 7.0000%  | 0.0000% | $2236148.00        | $1713269.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-01-01      | 2.5000%  | 0.0000% | $35345.00          | $28103.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $800982.00         | $689327.49         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $603431.00         | $499247.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $163339.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $2800000.00        | $2434191.70        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.0000%  | 0.0000% | $29000.00          | $24314.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $25085344.00       | $20307412.24       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $12518528.00       | $11003487.62       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $934787.00         | $825563.28         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $52288000.00       | $41809866.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $4246672.00        | $3744281.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 5.0000%  | 0.0000% | $4032168.00        | $3635337.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6468136.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $400000.00         | $313239.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $236597248.00      | $162106172.07      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 4.5000%  | 0.0000% | $3910892.00        | $3291401.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $47000.00          | $40253.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $137793280.00      | $96932186.41       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $14836864.00       | $12625770.57       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $10000.00          | $8993.04           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2725890.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $151928.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 4.5000%  | 0.0000% | $123728.00         | $111420.40         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $9813664.00        | $7738490.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-01-01      | 5.5000%  | 0.0000% | $1060726.00        | $1033729.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 7.5000%  | 0.0000% | $3623060.00        | $3698836.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $16030000.00       | $15261741.78       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $2470000.00        | $2390139.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-10-01      | 6.5000%  | 0.0000% | $1959146.00        | $1864783.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $83712512.00       | $78610330.60       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1659367.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $90338.00          | $85279.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $19515328.00       | $19363400.60       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-12-01      | 5.0000%  | 0.0000% | $42552.00          | $37342.21          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 3.5000%  | 0.0000% | $10509648.00       | $9541648.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 2.5000%  | 0.0000% | $10394064.00       | $9058335.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $41543360.00       | $41111237.99       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $11364944.00       | $10867846.76       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $185046528.00      | $182322406.38      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $474049.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $50000000.00       | $7755008.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $25327.48          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $502862.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $480688.50         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 4.0000%  | 0.0000% | $25000000.00       | $7905285.13        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $5262.02           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 4.0000%  | 0.0000% | $2550060.00        | $212574.47         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-10-01      | 3.0000%  | 0.0000% | $29000000.00       | $3702318.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-05-01      | 6.5400%  | 0.0000% | $3145000.00        | $11768.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1596189.21        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $4114879.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 5.5000%  | 0.0000% | $13744000.00       | $123924.28         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-07-01      | 6.5000%  | 0.0000% | $775000.00         | $10408.98          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 6.2080%  | 0.0000% | $29305440.00       | $246690.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-12-01      | 5.0000%  | 0.0000% | $74555371.00       | $1076781.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1149400.00        | $1138352.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $2248840.00        | $1965688.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $122757632.00      | $89806337.36       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1685387.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 4.5000%  | 0.0000% | $392371.00         | $368342.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $89000.00          | $74974.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $1288208.00        | $980769.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 6.5000%  | 0.0000% | $5410592.00        | $3566104.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 5.5000%  | 0.0000% | $4260592.00        | $3826967.49        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $4744088.00        | $4576994.58        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $25087.38          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 4.5000%  | 0.0000% | $1264568.00        | $1043536.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.0000%  | 0.0000% | $3319076.00        | $3196918.60        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-02-01      | 3.1020%  | 0.0000% | $2400000.00        | $438807.37         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-11-01      | 6.9990%  | 0.0000% | $89000.00          | $17737.72          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-08-01      | 7.4820%  | 0.0000% | $19818208.00       | $527551.89         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-07-01      | 7.1370%  | 0.0000% | $1657174.00        | $932726.58         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-05-01      | 6.6970%  | 0.0000% | $175000.00         | $6402.39           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-09-01      | 6.9010%  | 0.0000% | $800000.00         | $55012.17          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-03-01      | 4.0000%  | 0.0000% | $82876.00          | $13188.00          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-04-01      | 4.0000%  | 0.0000% | $287059.00         | $36432.70          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-04-01      | 4.0000%  | 0.0000% | $708225.00         | $40366.28          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2048-07-01      | 4.0000%  | 0.0000% | $566190.00         | $93102.43          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-05-01      | 4.0000%  | 0.0000% | $205353.00         | $23382.54          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2048-06-01      | 5.5000%  | 0.0000% | $1045246.00        | $49526.02          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 5.0000%  | 0.0000% | $144631.00         | $13046.21          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 4.0000%  | 0.0000% | $570000.00         | $61649.23          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $15211.86          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-12-01      | 3.5000%  | 0.0000% | $2199576.00        | $79902.83          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 4.5000%  | 0.0000% | $79000.00          | $7053.92           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 4.5000%  | 0.0000% | $425000.00         | $97467.14          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-02-01      | 3.5000%  | 0.0000% | $130000.00         | $11910.98          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-06-01      | 7.5050%  | 0.0000% | $140000.00         | $11661.49          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-08-01      | 2.5000%  | 0.0000% | $357033.00         | $39946.33          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-07-01      | 5.5000%  | 0.0000% | $2317652.00        | $19608.18          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-05-01      | 7.5000%  | 0.0000% | $1050000.00        | $42877.18          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-08-01      | 3.0000%  | 0.0000% | $53946.00          | $8304.93           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-07-01      | 4.0000%  | 0.0000% | $750000.00         | $55685.93          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2044-12-01      | 3.5000%  | 0.0000% | $27581088.00       | $6254410.59        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $76395.65          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 5.0000%  | 0.0000% | $285000.00         | $27302.73          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $577144.30         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 4.0000%  | 0.0000% | $80763.00          | $5907.61           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 4.5000%  | 0.0000% | $116870.00         | $9626.69           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-11-01      | 2.5000%  | 0.0000% | $162000.00         | $48109.24          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-04-01      | 2.5000%  | 0.0000% | $103131.00         | $41362.46          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-06-01      | 2.5000%  | 0.0000% | $6274928.00        | $4261351.54        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-06-01      | 2.5000%  | 0.0000% | $173774.00         | $47276.63          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-11-01      | 2.5000%  | 0.0000% | $59412.00          | $19500.61          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-12-01      | 2.0000%  | 0.0000% | $13695000.00       | $8177109.01        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-07-01      | 2.5000%  | 0.0000% | $10666816.00       | $7239449.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-03-01      | 5.0000%  | 0.0000% | $95000.00          | $62690.93          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-06-01      | 5.0000%  | 0.0000% | $150000.00         | $97862.03          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 2.0000%  | 0.0000% | $133376.00         | $57031.92          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 3.0000%  | 0.0000% | $3300000.00        | $2084818.45        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $50000.00          | $29465.46          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $938000.00         | $722736.93         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-02-01      | 3.0000%  | 0.0000% | $10494640.00       | $7460771.39        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $11398368.00       | $10389779.32       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 6.0000%  | 0.0000% | $900000.00         | $793341.98         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $6109432.00        | $5286229.16        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-07-01      | 4.5000%  | 0.0000% | $55000.00          | $6125.53           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-01-01      | 4.0000%  | 0.0000% | $531435.00         | $78970.84          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 4.5000%  | 0.0000% | $1029702.00        | $815958.31         | Agency Mortgage-Backed Securities |

### Security 150: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** JPMorgan Securities LLC Tri Party Repo 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.30_0723
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2027-05-15      | NA       | 0.0000% | $399731580.75      | $372300001.02      | U.S. Treasuries (including strips) |

### Security 151: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** JPMorgan Securities LLC Tri Party Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $4325000000.00
- **C.18.a - Value (excl. sponsor support):** $4325000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $1155146000.00     | $1476221524.87     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $1329774000.00     | $1279661466.81     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $1506729600.00     | $1655617034.82     | U.S. Treasuries (including strips) |

### Security 152: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: N/A, C.5 - Other ID: 930RFC004_4.33_0801
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| TENN VAL AUTH CPN STRIP  | 2026-03-15      | NA       | 0.0000% | $2051000.00        | $1990499.60        | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2028-01-15      | NA       | 0.0000% | $2065000.00        | $1869066.61        | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2026-04-01      | NA       | 0.0000% | $1578000.00        | $1528804.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2034-01-20      | 1.5000%  | 0.0000% | $125000.00         | $98337.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-10-29      | 0.6500%  | 0.0000% | $3000000.00        | $2871607.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2036-02-25      | 2.0000%  | 0.0000% | $335000.00         | $259154.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2041-02-25      | 2.1500%  | 0.0000% | $1165000.00        | $782059.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2040-06-25      | 5.6000%  | 0.0000% | $10940000.00       | $10901466.89       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-03-26      | 4.7700%  | 0.0000% | $2500000.00        | $2497325.00        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-11-16      | 1.7800%  | 0.0000% | $6015000.00        | $4551932.79        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2025-08-18      | 0.6000%  | 0.0000% | $25000000.00       | $24928000.00       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2025-08-21      | 0.4500%  | 0.0000% | $12950000.00       | $12898361.88       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-08-17      | 1.5300%  | 0.0000% | $27263000.00       | $20406587.24       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-08-24      | 1.5500%  | 0.0000% | $4785000.00        | $3577457.40        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-09-05      | 4.7500%  | 0.0000% | $260000.00         | $263911.34         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-03-05      | 4.7500%  | 0.0000% | $3550000.00        | $3604356.22        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-03-04      | 4.5000%  | 0.0000% | $1520000.00        | $1539562.40        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-06-09      | 4.3000%  | 0.0000% | $5200000.00        | $5217481.82        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2028-07-15      | NA       | 0.0000% | $59626000.00       | $52924037.60       | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $435000.00         | $397015.80         | Agency Mortgage-Backed Securities |
| RFC PRINCIPAL  STRIP     | 2030-04-15      | NA       | 0.0000% | $17100000.00       | $14071248.00       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2025-11-01      | 6.7500%  | 0.0000% | $9741000.00        | $9919479.47        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2036-04-01      | 5.8800%  | 0.0000% | $20031000.00       | $22343111.57       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2033-07-15      | 4.7000%  | 0.0000% | $20000.00          | $20807.83          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2056-04-01      | 5.3750%  | 0.0000% | $167000.00         | $166272.91         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $1500000.00        | $1571972.25        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2060-09-15      | 4.6250%  | 0.0000% | $331000.00         | $289510.67         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $385000.00         | $311094.76         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $13000.00          | $12943.83          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2031-09-15      | 1.5000%  | 0.0000% | $139000.00         | $119615.20         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2055-02-01      | 5.2500%  | 0.0000% | $872000.00         | $857406.50         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2035-05-15      | 4.8750%  | 0.0000% | $30605000.00       | $31208234.74       | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2025-09-15      | NA       | 0.0000% | $135000.00         | $133736.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2036-03-04      | 2.2500%  | 0.0000% | $3135000.00        | $2477838.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-06-03      | 1.1250%  | 0.0000% | $750000.00         | $730382.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-08-19      | 0.8000%  | 0.0000% | $2000000.00        | $1932138.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-09-23      | 1.0100%  | 0.0000% | $3000000.00        | $2893033.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-06-29      | 0.8500%  | 0.0000% | $10000.00          | $9706.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2041-11-05      | 2.6500%  | 0.0000% | $750000.00         | $537212.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-02-18      | 2.6000%  | 0.0000% | $400000.00         | $394821.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2037-02-24      | 2.9000%  | 0.0000% | $200000.00         | $165955.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-02-19      | 4.5050%  | 0.0000% | $10000000.00       | $10052691.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-03-04      | 4.5050%  | 0.0000% | $2000000.00        | $2005184.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-02-26      | 4.5000%  | 0.0000% | $3000000.00        | $3045000.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-03-09      | 4.5050%  | 0.0000% | $7500000.00        | $7516205.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-03-27      | 4.5000%  | 0.0000% | $1200000.00        | $1214451.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-05-07      | 4.0000%  | 0.0000% | $500000.00         | $502553.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-02-09      | 4.3000%  | 0.0000% | $5800000.00        | $5828754.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-05-20      | 4.9400%  | 0.0000% | $4910000.00        | $4934549.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2037-05-29      | 5.7500%  | 0.0000% | $14465000.00       | $14553256.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-05-19      | 4.5000%  | 0.0000% | $485000.00         | $487063.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2034-06-12      | 5.3500%  | 0.0000% | $41270000.00       | $41345152.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2038-12-16      | 5.8500%  | 0.0000% | $38495000.00       | $38543311.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2040-06-12      | 5.9500%  | 0.0000% | $57850000.00       | $57878057.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2040-06-18      | 5.8400%  | 0.0000% | $4770000.00        | $4772130.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-06-16      | 4.5000%  | 0.0000% | $12500000.00       | $12509125.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-06-24      | 4.8500%  | 0.0000% | $3470000.00        | $3468561.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-06-15      | 4.2500%  | 0.0000% | $11475000.00       | $11465432.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-06-25      | 4.3750%  | 0.0000% | $6000000.00        | $5999280.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-06-23      | 4.5000%  | 0.0000% | $5500000.00        | $5493840.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-09-17      | 1.6800%  | 0.0000% | $2285000.00        | $1723851.22        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2035-11-16      | 1.8300%  | 0.0000% | $250000.00         | $189523.17         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2036-04-14      | 2.5000%  | 0.0000% | $499000.00         | $402156.46         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-01-09      | 4.5650%  | 0.0000% | $210808000.00      | $212964800.27      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-02-12      | 4.4950%  | 0.0000% | $10000000.00       | $10061212.50       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-12-18      | 4.4600%  | 0.0000% | $2356000.00        | $2372133.10        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2030-11-27      | 5.0300%  | 0.0000% | $19140000.00       | $19213130.75       | Agency Mortgage-Backed Securities |

### Security 153: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: N/A, C.5 - Other ID: 930RFC004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2048-01-01      | 3.5000%  | 0.0000% | $49634074.00       | $8467045.74        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $2000000.00        | $1707753.06        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $196098002.00      | $194176708.17      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $3730000.00        | $3229288.32        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1687.00           | $1511.76           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-04-01      | 1.5000%  | 0.0000% | $1779215.00        | $1117332.04        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1431098.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 3.0000%  | 0.0000% | $116248.00         | $50542.92          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $1325000.00        | $1205528.66        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-08-01      | 3.0000%  | 0.0000% | $9014000.00        | $5520301.99        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-05-01      | 3.0000%  | 0.0000% | $2383209.00        | $1946300.49        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-05-01      | 4.0000%  | 0.0000% | $2705834.00        | $2105107.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-10-01      | 4.0000%  | 0.0000% | $100933.00         | $95189.34          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $1923146.00        | $1921774.69        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $222438.00         | $221896.15         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $287265976.00      | $286864954.06      | Agency Mortgage-Backed Securities |

### Security 154: MUFG Securities Americas, Inc. Repo

- **C.1 - Title:** MUFG Securities Americas, Inc. Repo 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.39_0701
- **C.18 - Value (incl. sponsor support):** $3060000000.00
- **C.18.a - Value (excl. sponsor support):** $3060000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $149999900.00      | $146796021.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $31499900.00       | $30614713.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $226709900.00      | $216136008.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $19512900.00       | $19067761.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.6250%  | 0.0000% | $185338900.00      | $180401041.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $1999900.00        | $1719757.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $58199900.00       | $54375482.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $59340900.00       | $55129590.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $1599800.00        | $1486883.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 0.3750%  | 0.0000% | $8299900.00        | $8167253.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $7772900.00        | $7229877.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $128000900.00      | $111067797.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $51253900.00       | $45231566.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $77696500.00       | $72275955.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $141999800.00      | $121927557.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $26999900.00       | $26086177.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $76544900.00       | $73885843.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $15888900.00       | $15348143.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $79999900.00       | $77213120.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $4999900.00        | $4811427.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $99999900.00       | $88371026.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $33299900.00       | $32848134.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $131099900.00      | $128580323.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $20622900.00       | $20445440.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $79999900.00       | $79803704.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-15      | 3.5000%  | 0.0000% | $19999900.00       | $20170619.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $79099900.00       | $80590925.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $54999900.00       | $55844327.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $84999900.00       | $85312009.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $114798900.00      | $115818057.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $19999900.00       | $20272459.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $76603900.00       | $74695217.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $72235900.00       | $73696076.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $192516900.00      | $190926543.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $68500900.00       | $65450469.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $69999900.00       | $69737400.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $9999900.00        | $10078024.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $29999900.00       | $30722135.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 5.0000%  | 0.0000% | $999900.00         | $1017138.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $4004900.00        | $4117194.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $15235900.00       | $15501236.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $1030900.00        | $1062826.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $2607900.00        | $2764170.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $3999900.00        | $4441568.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $8499900.00        | $9460787.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $18202900.00       | $19888907.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $122999900.00      | $125052962.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $18199900.00       | $18608433.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $3823900.00        | $3878935.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $3639900.00        | $3661657.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $43197900.00       | $43753574.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1000900.00        | $1026379.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $1309900.00        | $1285814.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $9999900.00        | $10095302.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $127899900.00      | $129996346.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $48099900.00       | $48733335.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $98999900.00       | $100402736.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $35248900.00       | $35312990.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $24999900.00       | $25804267.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $1854900.00        | $1919890.11        | U.S. Treasuries (including strips) |

### Security 155: Prudential Securities Group, Inc. Repo

- **C.1 - Title:** Prudential Securities Group, Inc. Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.40_0701
- **C.18 - Value (incl. sponsor support):** $145068750.00
- **C.18.a - Value (excl. sponsor support):** $145068750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49445312.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $23785156.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25572809.94       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $9848900.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $21907650.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $17888150.00       | U.S. Treasuries (including strips) |

### Security 156: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: N/A, C.5 - Other ID: 932KXR004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2039-11-01      | 4.0000%  | 0.0000% | $2018904.00        | $1928110.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-11-01      | 5.5000%  | 0.0000% | $2263596.00        | $2277527.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 6.0000%  | 0.0000% | $2132884.00        | $2178914.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1511520.00        | $1548695.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4702083.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8140765.84        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 6.0000%  | 0.0000% | $47010240.00       | $45369172.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-06-01      | 4.0000%  | 0.0000% | $3501596.00        | $3430244.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $15074411.24       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2060031.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1067158.00        | $1127965.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1444156.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 6.0000%  | 0.0000% | $112050.00         | $113932.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8512879.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 6.5000%  | 0.0000% | $71750.00          | $74392.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3351665.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 4.5000%  | 0.0000% | $1483036.00        | $1419027.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3387094.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-02-01      | 6.5000%  | 0.0000% | $930000.00         | $976478.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2744212.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 7.0000%  | 0.0000% | $2022000.00        | $2141310.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $3663100.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 6.0000%  | 0.0000% | $14940608.00       | $15234925.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $13481024.00       | $13501066.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4154543.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $5239512.00        | $5477412.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2674197.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4425876.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $16492380.00       | $17122015.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 7.0000%  | 0.0000% | $1694248.00        | $1795768.85        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-01-01      | 4.0000%  | 0.0000% | $185000.00         | $33706.94          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $447303.47         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $185722.30         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $250097.68         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $505257.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-11-01      | 4.5000%  | 0.0000% | $767158.00         | $27805.69          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-02-01      | 4.0000%  | 0.0000% | $637143.00         | $146720.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $317787.73         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $279161.68         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 4.5000%  | 0.0000% | $330000.00         | $59803.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-02-01      | 3.9600%  | 0.0000% | $2201000.00        | $2130173.82        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-02-01      | 3.6800%  | 0.0000% | $11290896.00       | $11140370.79       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.5900%  | 0.0000% | $1020000.00        | $942478.92         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.3400%  | 0.0000% | $3260000.00        | $2945399.75        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-07-01      | 4.5000%  | 0.0000% | $97000.00          | $18710.16          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39862.78          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-07-01      | 3.5000%  | 0.0000% | $622000.00         | $123955.45         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-06-01      | 4.0000%  | 0.0000% | $2635000.00        | $339852.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-03-01      | 4.3740%  | 0.0000% | $3000000.00        | $3013754.88        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-09-01      | 1.7481%  | 0.0000% | $3217408.00        | $2669073.53        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 3.5000%  | 0.0000% | $250000.00         | $22749.36          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1543033.98        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3606347.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-10-01      | 3.0000%  | 0.0000% | $8043840.00        | $3250533.26        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1344533.00        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 3.0000%  | 0.0000% | $10960256.00       | $6711949.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-04-01      | 2.0000%  | 0.0000% | $175000.00         | $107605.92         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $464905.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.4350%  | 0.0000% | $11147680.00       | $6005766.62        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $3844428.00        | $2138247.81        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-07-01      | 2.5000%  | 0.0000% | $28614176.00       | $17521703.76       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.1000%  | 0.0000% | $1371306.00        | $1059171.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3247666.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11684030.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-02-01      | 6.0000%  | 0.0000% | $1300932.00        | $1326910.60        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 1.5000%  | 0.0000% | $128577.00         | $75203.29          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $757458.52         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $517332.00         | $373382.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 7.5000%  | 0.0000% | $2033888.00        | $2191540.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-06-01      | 5.5000%  | 0.0000% | $1931837.00        | $1983705.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 5.5000%  | 0.0000% | $1343728.00        | $1378167.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 5.5000%  | 0.0000% | $1275084.00        | $1306789.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $889024.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $8606830.00        | $6139213.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7645471.14        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $489808.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-01-01      | 4.0000%  | 0.0000% | $819680.00         | $640726.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 4.5000%  | 0.0000% | $2915596.00        | $2308929.33        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $281256.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 5.0000%  | 0.0000% | $25486.00          | $18821.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $2087220.21        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1037386.38        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $67263.34          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $2344112.38        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3356329.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.5000%  | 0.0000% | $125241.00         | $117396.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $955473.91         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2539959.41        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.5000%  | 0.0000% | $237540.00         | $123481.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-04-01      | 4.6400%  | 0.0000% | $44200000.00       | $43973818.79       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-09-01      | 4.0000%  | 0.0000% | $25000000.00       | $2792034.34        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49386.27          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $4140392.00        | $327968.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-08-01      | 3.0000%  | 0.0000% | $34000.00          | $8082.58           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $692206.91         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-01-01      | 3.0000%  | 0.0000% | $473000.00         | $103621.55         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-06-01      | 2.5000%  | 0.0000% | $39005504.00       | $20143986.49       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-03-01      | 2.5000%  | 0.0000% | $5542312.00        | $3078439.16        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-03-01      | 1.5000%  | 0.0000% | $4400000.00        | $2267554.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4132347.01        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $528451.91         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $207735.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $16406420.00       | $13206362.70       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $4828010.00        | $3369342.81        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $1912790.00        | $1565410.82        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-10-01      | 5.0000%  | 0.0000% | $26850000.00       | $21415809.30       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $62785.68          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-07-01      | 7.0000%  | 0.0000% | $1051982.00        | $814728.98         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.0000%  | 0.0000% | $2088244.00        | $1562300.85        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 6.0000%  | 0.0000% | $38300000.00       | $33145974.16       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.5000%  | 0.0000% | $128192768.00      | $89172903.52       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $781779.23         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 6.5000%  | 0.0000% | $35000000.00       | $26554775.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-09-01      | 6.0000%  | 0.0000% | $8365340.00        | $7559642.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $132121120.00      | $126867021.41      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11426189.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 5.0000%  | 0.0000% | $44930368.00       | $43644046.36       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 4.5000%  | 0.0000% | $14111520.00       | $13326197.24       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 4.5000%  | 0.0000% | $184033792.00      | $173149536.57      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.0000%  | 0.0000% | $59150400.00       | $54805097.09       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 3.5000%  | 0.0000% | $275000.00         | $51371.45          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1287322.97        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-02-01      | 1.5000%  | 0.0000% | $2500000.00        | $1237232.05        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2466786.75        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5544170.65        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $628263.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $31306688.00       | $21577844.05       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $561508.27         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $12440416.00       | $9666091.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $514443.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $150000.00         | $114931.23         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $1021359.22        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $7327104.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $784013.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $363251.50         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $383221.51         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $622054.39         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1030308.18        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $319000.00         | $247572.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-10-01      | 5.5000%  | 0.0000% | $139822080.00      | $116648933.19      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.5000%  | 0.0000% | $18140000.00       | $14361164.15       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11330038.10       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 6.0000%  | 0.0000% | $2539000.00        | $2368577.30        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 4.0000%  | 0.0000% | $13331000.00       | $11457626.32       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 5.5000%  | 0.0000% | $49970000.00       | $46497391.08       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 6.0000%  | 0.0000% | $190591744.00      | $180172458.29      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-04-01      | 4.5000%  | 0.0000% | $16929120.00       | $15281075.20       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-09-01      | 3.0000%  | 0.0000% | $53662592.00       | $44789206.17       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-07-01      | 5.5000%  | 0.0000% | $13599660.00       | $12757725.54       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 6.5000%  | 0.0000% | $28862400.00       | $28733632.54       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $287610.84         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $31936.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-08-01      | 1.5000%  | 0.0000% | $5556080.00        | $3165606.80        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-11-01      | 2.5000%  | 0.0000% | $436000.00         | $237695.66         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $257304987.38      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 2.5000%  | 0.0000% | $9416528.00        | $1692254.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-01-01      | 1.5000%  | 0.0000% | $9686064.00        | $4715490.75        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-03-01      | 4.5000%  | 0.0000% | $99235.00          | $78570.13          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $134115072.00      | $118959942.64      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-05-01      | 6.5000%  | 0.0000% | $17065568.00       | $10720466.62       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 3.0000%  | 0.0000% | $716149.00         | $454289.49         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-02-01      | 6.5000%  | 0.0000% | $143082.00         | $54034.38          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.5000%  | 0.0000% | $858617.00         | $560032.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-05-01      | 7.0000%  | 0.0000% | $30570160.00       | $31068259.29       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2054-01-01      | 6.6230%  | 0.0000% | $10522176.00       | $7554574.03        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-09-01      | 3.5000%  | 0.0000% | $2128260.00        | $929651.93         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 6.5000%  | 0.0000% | $2020000.00        | $18783.54          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-11-01      | 6.5370%  | 0.0000% | $25004768.00       | $95845.26          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-08-01      | 7.5000%  | 0.0000% | $1070753.00        | $33571.25          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 5.0000%  | 0.0000% | $1260390.00        | $699455.30         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.0000%  | 0.0000% | $1908736.00        | $923177.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 6.5000%  | 0.0000% | $5551896.00        | $2178820.02        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.5000%  | 0.0000% | $6461288.00        | $2991588.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2423569.73        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.5000%  | 0.0000% | $342000.00         | $236579.76         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.5000%  | 0.0000% | $378914.00         | $224226.08         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 6.5000%  | 0.0000% | $1884686.00        | $1265161.74        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 6.5000%  | 0.0000% | $1014826.00        | $1048899.88        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 6.5000%  | 0.0000% | $1995284.00        | $1643137.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1037502.69        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $651088.00         | $535123.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-07-01      | 6.0000%  | 0.0000% | $1499896.00        | $1529905.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-07-01      | 6.5000%  | 0.0000% | $1292900.00        | $1325802.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1420550.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 5.0000%  | 0.0000% | $2371940.00        | $2309978.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-09-01      | 5.5000%  | 0.0000% | $3605536.00        | $3349974.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-11-01      | 4.5000%  | 0.0000% | $1153232.00        | $1097803.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-09-01      | 5.5000%  | 0.0000% | $5103090.00        | $4976656.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.5000%  | 0.0000% | $114964.00         | $119374.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1355022.00        | $1435974.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 7.0000%  | 0.0000% | $1024504.00        | $1043371.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-11-01      | 5.0000%  | 0.0000% | $1276530.00        | $1246459.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1045600.00        | $1102669.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1035930.20        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4337616.65        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $38512.14          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $39697.62          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $31634.03          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $240072.60         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $127863.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-12-01      | 4.5000%  | 0.0000% | $401050.00         | $13359.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1016954.22        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-09-01      | 3.5000%  | 0.0000% | $50033792.00       | $13449125.40       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 3.5000%  | 0.0000% | $900000.00         | $144168.11         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $21225.73          | Agency Mortgage-Backed Securities |

### Security 157: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** JPMorgan Securities LLC Tri Party Repo 4.540000%
- **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: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_4.55_1024
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2042-03-01      | 3.5000%  | 0.0000% | $24613800.00       | $2561724.67        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-01-01      | 3.5000%  | 0.0000% | $101609000.00      | $16174718.63       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $71732441.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-01      | 3.0000%  | 0.0000% | $9966624.00        | $7124249.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5519%  | 0.0000% | $30000000.00       | $28849383.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-20      | 4.5000%  | 0.0000% | $78466944.00       | $66649369.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 2.0000%  | 0.0000% | $46700000.00       | $39135364.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $100000000.00      | $86007292.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.5719%  | 0.0000% | $40000000.00       | $38943954.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 5.0000%  | 0.0000% | $8270256.00        | $8143363.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $1201570.00        | $1183098.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $55175296.00       | $42528909.82       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $305695000.00      | $46102004.55       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 4.5000%  | 0.0000% | $14577248.00       | $12781195.65       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 6.0000%  | 0.0000% | $24687584.00       | $20127578.03       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $35570000.00       | $26693104.86       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $41738304.00       | $31784212.06       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $32881216.00       | $27021133.21       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $8121472.00        | $6779239.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 5.5000%  | 0.0000% | $10118672.00       | $10097636.13       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $15355216.00       | $14968461.90       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-02-01      | 1.5000%  | 0.0000% | $28000000.00       | $16208397.37       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 5.0000%  | 0.0000% | $14362272.00       | $13134262.48       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $20028288.00       | $20100899.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-09-25      | NA       | 0.0000% | $100000.00         | $75450.40          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-25      | 2.0000%  | 0.0000% | $25000000.00       | $1922143.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1600224.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-25      | 4.7697%  | 0.0000% | $3500000.00        | $1099043.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 3.0000%  | 0.0000% | $20000000.00       | $2653476.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-25      | 1.2500%  | 0.0000% | $9318064.00        | $3555007.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | 4.0000%  | 0.0000% | $31740800.00       | $28619882.30       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 5.5052%  | 0.0000% | $32250000.00       | $31079393.71       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-25      | 5.0000%  | 0.0000% | $1723116.00        | $1703323.91        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-04-25      | 4.6200%  | 0.0000% | $124438000.00      | $127267429.68      | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-07-25      | 5.0000%  | 0.0000% | $38530368.00       | $37685197.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | 5.2500%  | 0.0000% | $3953504.00        | $3737734.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-05-25      | 4.0000%  | 0.0000% | $58972000.00       | $56139304.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-07-25      | 4.0000%  | 0.0000% | $87438000.00       | $83451808.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 2.7500%  | 0.0000% | $59494000.00       | $3579197.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $11266448.87       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-15      | 2.7500%  | 0.0000% | $20000000.00       | $1838462.11        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1830449.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $242834.67         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 3.1200%  | 0.0000% | $3375000.00        | $3335719.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $221744.84         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-04-25      | 3.4240%  | 0.0000% | $1225000.00        | $1192379.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $408362.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-15      | 0.1500%  | 0.0000% | $7464109.00        | $12980.10          | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI | 2029-03-25      | 4.7643%  | 0.0000% | $23000000.00       | $22431072.59       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-25      | 5.6852%  | 0.0000% | $40000000.00       | $34917158.46       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 5.7552%  | 0.0000% | $26337400.00       | $23775030.82       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-25      | 5.0000%  | 0.0000% | $20040768.00       | $19540304.55       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-25      | 5.0000%  | 0.0000% | $2197376.00        | $2150840.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-04-25      | 5.0000%  | 0.0000% | $64975872.00       | $64148488.76       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-06-25      | 4.5000%  | 0.0000% | $21357920.00       | $19374922.56       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2047-10-25      | 3.5000%  | 0.0000% | $83174144.00       | $79009152.53       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 6.0000%  | 0.0000% | $27999700.00       | $892737.18         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1232716.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 6.7820%  | 0.0000% | $51100000.00       | $805708.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | NA       | 0.0000% | $190000.00         | $5436.40           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $524671.18         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-11-01      | 5.0000%  | 0.0000% | $217187584.00      | $46639217.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 5.5000%  | 0.0000% | $2033252.00        | $261140.16         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 6.5000%  | 0.0000% | $71235800.00       | $10708199.09       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 5.6052%  | 0.0000% | $70000000.00       | $63616565.39       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 5.6552%  | 0.0000% | $100000000.00      | $90901811.38       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 5.7052%  | 0.0000% | $100000000.00      | $91004849.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 4.5000%  | 0.0000% | $90006784.00       | $22330053.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 5.0000%  | 0.0000% | $242512640.00      | $60430215.85       | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 5.5000%  | 0.0000% | $282289664.00      | $63714910.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 6.0000%  | 0.0000% | $2981910.00        | $3006844.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.0000%  | 0.0000% | $10389520.00       | $10165049.90       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $2004412.00        | $2007452.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 5.5000%  | 0.0000% | $1500000.00        | $1503850.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2350700.00        | $2485373.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 7.0000%  | 0.0000% | $5537976.00        | $5905970.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $10639936.00       | $10934447.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $36498112.00       | $37324455.05       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $9274560.00        | $9474065.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $21276640.00       | $22117236.75       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $50858112.00       | $51095459.45       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $34615920.00       | $36018318.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $10629744.00       | $10967784.03       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $10143440.00       | $10431861.95       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $3436184.00        | $3539741.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $29544384.00       | $30720578.75       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $14104256.00       | $13726317.14       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $73306496.00       | $76323506.29       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $73900480.00       | $74673610.58       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $13798768.00       | $13783669.80       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $80179040.00       | $81046381.26       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $819094.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 4.0000%  | 0.0000% | $15176736.00       | $14099200.15       | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT  | 2051-01-25      | 8.0552%  | 0.0000% | $13340000.00       | $13687517.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-16      | 4.5000%  | 0.0000% | $3320000.00        | $997019.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.6821%  | 0.0000% | $4000000.00        | $1229556.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.7035%  | 0.0000% | $45000000.00       | $46162094.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.1182%  | 0.0000% | $100000.00         | $99641.87          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.9845%  | 0.0000% | $100000000.00      | $103761136.67      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.0000%  | 0.0000% | $115825000.00      | $26821438.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $56672000.00       | $11391494.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 0.7500%  | 0.0000% | $10000000.00       | $3010358.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 1.5000%  | 0.0000% | $2267260.00        | $917714.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 5.5619%  | 0.0000% | $30000000.00       | $23076804.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 2.2500%  | 0.0000% | $37000000.00       | $23735297.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $412701.00         | $243769.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.1019%  | 0.0000% | $20000000.00       | $14529041.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.0819%  | 0.0000% | $26000000.00       | $21572015.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.3519%  | 0.0000% | $30000000.00       | $17836552.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.3019%  | 0.0000% | $30000000.00       | $24256832.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.2519%  | 0.0000% | $30000000.00       | $23167325.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.1519%  | 0.0000% | $100000000.00      | $44321009.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.2019%  | 0.0000% | $47686000.00       | $21051328.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 5.6019%  | 0.0000% | $50000000.00       | $21696360.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4089325.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.4519%  | 0.0000% | $100000000.00      | $52922648.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.4519%  | 0.0000% | $32939300.00       | $21995165.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.4519%  | 0.0000% | $30000000.00       | $23423506.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $70519484.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $70632843.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.5519%  | 0.0000% | $31700000.00       | $22320468.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.5019%  | 0.0000% | $36500000.00       | $25667279.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5019%  | 0.0000% | $7793500.00        | $7451295.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1854800.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.4019%  | 0.0000% | $30000000.00       | $25876431.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.4519%  | 0.0000% | $50000000.00       | $47226309.06       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 5.4719%  | 0.0000% | $30000000.00       | $27219076.63       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 5.7019%  | 0.0000% | $30000000.00       | $27723842.88       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 5.6019%  | 0.0000% | $3002500.00        | $2767247.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 5.5519%  | 0.0000% | $3432100.00        | $3353081.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 2.7482%  | 0.0000% | $175000000.00      | $21357459.44       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-01-20      | 5.0000%  | 0.0000% | $1733252.00        | $1715458.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 6.0000%  | 0.0000% | $19251000.00       | $19265167.14       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 6.0000%  | 0.0000% | $129244000.00      | $129417739.53      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 5.0000%  | 0.0000% | $1821568.00        | $1815974.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-04-20      | 4.5000%  | 0.0000% | $51426000.00       | $50397716.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0000%  | 0.0000% | $9869312.00        | $9628776.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-01-20      | 5.0000%  | 0.0000% | $18000000.00       | $17994570.23       | Agency Mortgage-Backed Securities |

### Security 158: RBC Dominion Securities, Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities, Inc. Tri Party Repo 4.390000%
- **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: 932UEV004, C.3 - LEI: N/A, C.5 - Other ID: 932UEV004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1025.00           | $1007.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1157758.00        | $1179333.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 6.5000%  | 0.0000% | $654312.00         | $481926.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 6.5000%  | 0.0000% | $1160311.00        | $1209224.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.09            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.5000%  | 0.0000% | $2814336.00        | $2804039.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $3740741.00        | $3662113.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $1801290.00        | $1831101.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.5000%  | 0.0000% | $4738430.00        | $4759414.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $4639700.00        | $4361094.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.0000%  | 0.0000% | $6049.00           | $5943.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2407573.00        | $2426293.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.23           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $11194496.00       | $11625401.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.0000%  | 0.0000% | $17786560.00       | $17481427.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1541322.00        | $1585848.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.79           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $115000.00         | $27160.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $310.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-10-01      | 3.0000%  | 0.0000% | $14785.00          | $2466.70           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.88             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $20276.00          | $11528.71          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-02-01      | 3.0000%  | 0.0000% | $1040.00           | $394.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $35853600.00       | $20439850.02       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.50            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $671.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $790.56            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $828.59            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $123000.00         | $101790.66         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 5.0000%  | 0.0000% | $8216816.00        | $7346878.29        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $2408830.00        | $1708199.09        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 4.0000%  | 0.0000% | $59225.00          | $9621.63           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $188.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 2.0000%  | 0.0000% | $80000.00          | $47224.85          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $2826504.00        | $2678046.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $52611.00          | $40226.56          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $759596.00         | $646502.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $195000.00         | $167430.91         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $738.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $294000.00         | $239443.87         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $147081.00         | $132014.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $310363.00         | $70824.02          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 4.0000%  | 0.0000% | $35704192.00       | $12346359.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $6167136.00        | $1899782.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 4.0000%  | 0.0000% | $526000.00         | $135957.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $257.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $1039108.00        | $390183.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $500.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $154490000.00      | $82334560.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $5378370.00        | $3326078.55        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 2.0000%  | 0.0000% | $9028810.00        | $5240244.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $57103971.00       | $32483181.67       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $1101.00           | $637.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $68981635.00       | $40285368.92       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-01-01      | 5.0000%  | 0.0000% | $7783.00           | $151.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-02-01      | 6.0000%  | 0.0000% | $8053.00           | $78.95             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-04-01      | 3.5000%  | 0.0000% | $1102.00           | $30.83             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-07-01      | 6.0000%  | 0.0000% | $7721.00           | $81.81             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $195432.00         | $43911.91          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $187.41            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $220.12            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-05-01      | 6.0000%  | 0.0000% | $9046.00           | $7348.22           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $503.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $350000.00         | $250803.62         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $3167.00           | $2463.23           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $13487.00          | $10425.81          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $30000.00          | $26299.18          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $27992424.00       | $24480787.31       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $835.85            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $22581216.00       | $21421166.00       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $34333205.00       | $32841894.38       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-10-01      | 3.0000%  | 0.0000% | $2051.00           | $309.31            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.0000%  | 0.0000% | $4920.00           | $4755.08           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-08-01      | 3.5000%  | 0.0000% | $60161216.00       | $11253410.59       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 3.5000%  | 0.0000% | $1002.00           | $277.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $670.54            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 3.5000%  | 0.0000% | $1885988.00        | $848532.73         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $837.68            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $6831312.00        | $6434713.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.24            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $740.43            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $119677000.00      | $70013128.71       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 2.0000%  | 0.0000% | $5628089.00        | $3274459.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $24407122.00       | $16812625.27       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 7.5000%  | 0.0000% | $1451352.00        | $1251359.73        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.01           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.56           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $422.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 2.5000%  | 0.0000% | $1395848.00        | $807619.69         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 2.0000%  | 0.0000% | $19223590.00       | $10896707.77       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.67            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.5000%  | 0.0000% | $44000.00          | $27944.82          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-09-01      | 4.5000%  | 0.0000% | $4016242.00        | $3886231.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $14938734.00       | $14517702.66       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $1301565.00        | $1376495.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 6.0000%  | 0.0000% | $1689905.00        | $1653902.09        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-05-01      | 5.0000%  | 0.0000% | $1257318.00        | $1268597.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $84.90             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $95.39             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $98.67             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.0000%  | 0.0000% | $1096.00           | $54.74             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 3.5000%  | 0.0000% | $227143012.00      | $28304965.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $207.03            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $6782000.00        | $1200191.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.0000%  | 0.0000% | $26281408.00       | $8031983.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.0000%  | 0.0000% | $22785408.00       | $6214926.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-01-01      | 3.5000%  | 0.0000% | $602570739.00      | $99977495.24       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $15732360.00       | $10252736.73       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $1176656.00        | $778375.70         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1015.00           | $881.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $16215638.00       | $13754068.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $3117752.00        | $3164052.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $993.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $972.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $2335219.00        | $2350251.19        | Agency Mortgage-Backed Securities |

### Security 159: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: N/A, C.5 - Other ID: 933UAA003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $175111400.00      | $175143095.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $28756400.00       | $28856995.24       | U.S. Treasuries (including strips) |

### Security 160: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.390000%
- **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: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.39_0701
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2050-01-20      | 3.5000%  | 0.0000% | $3589991.00        | $2559135.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-20      | 3.5000%  | 0.0000% | $5286865.00        | $2939440.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.5000%  | 0.0000% | $4949995.00        | $2908527.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 4.0000%  | 0.0000% | $6097255.00        | $2929287.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 3.5000%  | 0.0000% | $4680008.00        | $2993356.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-11-20      | 5.0000%  | 0.0000% | $3261017.00        | $2654923.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-01-20      | 6.5000%  | 0.0000% | $2544259.00        | $2670328.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-02-20      | 7.0000%  | 0.0000% | $2472734.00        | $2591617.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-02-20      | 7.0000%  | 0.0000% | $2211388.00        | $2033719.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.5000%  | 0.0000% | $2508045.00        | $2571269.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.0000%  | 0.0000% | $2854551.00        | $2892607.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $2902300.00        | $2978346.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $2346417.00        | $2407857.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $2733681.00        | $2805179.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $2404604.00        | $2468518.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 6.0000%  | 0.0000% | $2494032.00        | $2528348.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $2582356.00        | $2650995.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $2919852.00        | $2997461.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $2371685.00        | $2434724.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-04-20      | 6.0000%  | 0.0000% | $2546535.00        | $2581495.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 6.5000%  | 0.0000% | $2377883.00        | $2502859.64        | Agency Mortgage-Backed Securities |

### Security 161: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BNYM

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $2487860.00        | $2499317.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2063-06-01      | 3.5000%  | 0.0000% | $19922752.00       | $15860270.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $6773000.00        | $4566906.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $29999960.00       | $25265440.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $49303424.00       | $48060554.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $48649856.00       | $47378144.35       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $26674000.00       | $25542557.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $55469376.00       | $52068175.11       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-07-01      | 3.5000%  | 0.0000% | $2861337.00        | $2764885.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $70675352.00       | $70456808.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 2.0000%  | 0.0000% | $60492224.00       | $33548037.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $67333888.00       | $43703826.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $37998200.00       | $29305407.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $8119664.00        | $8090724.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 7.0000%  | 0.0000% | $77000.00          | $301.09            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $25416256.00       | $23673809.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $93805312.00       | $87928564.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $1010.00           | $1001.15           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $9359104.00        | $9436475.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $50431120.00       | $51825052.95       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $15049232.00       | $15509246.89       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.5000%  | 0.0000% | $42220224.00       | $43836289.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $48039772.00       | $48786288.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $45496832.00       | $46105422.92       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $47024523.99       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $34512768.00       | $33915567.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-11-01      | 5.0000%  | 0.0000% | $134004224.00      | $128541749.89      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $29549440.00       | $30247053.02       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.5000%  | 0.0000% | $45620288.00       | $47460204.90       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $11186669.00       | $11222204.08       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $71327506.00       | $71227933.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 3.5000%  | 0.0000% | $23751616.00       | $22844524.66       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B  | 2030-02-28      | 4.0000%  | 0.0000% | $43352200.00       | $44303298.28       | U.S. Treasuries (including strips) |

### Security 162: Prudential Insurance of America Repo

- **C.1 - Title:** Prudential Insurance of America Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.40_0701
- **C.18 - Value (incl. sponsor support):** $490701250.00
- **C.18.a - Value (excl. sponsor support):** $490701250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $6959460.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $80952750.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $29778800.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29443400.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14434850.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | NA       | 0.0000% | $100000000.00      | $28185900.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-05-15      | NA       | 0.0000% | $95000000.00       | $26504050.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $14950000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14318750.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42760156.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $51121266.40       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $26489250.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $40000000.00       | $10740200.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $25000000.00       | $6625350.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $150000000.00      | $39185700.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $25008750.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6226262.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $10789650.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11253462.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-05-15      | NA       | 0.0000% | $70000000.00       | $20146980.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $25000000.00       | $7007025.00        | U.S. Treasuries (including strips) |

### Security 163: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $189924100.00      | $296420751.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $1480192500.00     | $1488579319.55     | U.S. Treasuries (including strips) |

### Security 164: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.38_0701
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $782065000.00      | $764737574.88      | U.S. Treasuries (including strips) |

### Security 165: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.399900%
- **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: 935MQQ007, C.3 - LEI: N/A, C.5 - Other ID: 935MQQ007_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2041-01-01      | 4.0000%  | 0.0000% | $2837.00           | $245.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-09-01      | 3.0000%  | 0.0000% | $1002.00           | $172.14            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $1039.00           | $224.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $1002.00           | $223.69            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $463.23            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 3.5000%  | 0.0000% | $1047.00           | $163.81            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 4.0000%  | 0.0000% | $16173115.00       | $1972069.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $104599000.00      | $16587109.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $821.40            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $674.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.5000%  | 0.0000% | $79276778.00       | $15014067.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $290.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $557.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $624.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 3.0000%  | 0.0000% | $1000.00           | $773.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $110004.00         | $76470.34          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 3.5000%  | 0.0000% | $12910.00          | $1882.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-12-01      | 3.5000%  | 0.0000% | $72946298.00       | $8885650.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $726.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $925.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 4.0000%  | 0.0000% | $2675075.00        | $1922949.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.5000%  | 0.0000% | $1359686.00        | $1274172.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5000%  | 0.0000% | $15001000.00       | $14835980.96       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $59641.00          | $59180.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.0000%  | 0.0000% | $27177.00          | $26673.41          | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2025-07-10      | NA       | 0.0000% | $6089800.00        | $6083472.70        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-11-28      | NA       | 0.0000% | $1083900.00        | $1065260.17        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-08-21      | NA       | 0.0000% | $1297100.00        | $1289205.85        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-08-05      | NA       | 0.0000% | $2820400.00        | $2808717.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 6.1250%  | 0.0000% | $1768900.00        | $1878216.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-11-15      | 3.1250%  | 0.0000% | $89800.00          | $73652.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2046-11-15      | 2.8750%  | 0.0000% | $4759000.00        | $3505939.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-11-15      | 3.3750%  | 0.0000% | $8634800.00        | $6838085.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-02-15      | 3.0000%  | 0.0000% | $16442800.00       | $12245723.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $41500.00          | $26257.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-05-15      | 1.1250%  | 0.0000% | $125900.00         | $78035.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-11-15      | 1.6250%  | 0.0000% | $107900.00         | $56764.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $600.00            | $380.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2052-11-15      | 4.0000%  | 0.0000% | $15427700.00       | $13512721.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2053-02-15      | 3.6250%  | 0.0000% | $3630600.00        | $2999669.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-02-15      | 3.8750%  | 0.0000% | $7300.00           | $6616.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $193.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-10-31      | 3.0000%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.34             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-08-15      | 2.0000%  | 0.0000% | $3590200.00        | $3605227.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-01-15      | 0.1250%  | 0.0000% | $21907600.00       | $25754421.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 0.5000%  | 0.0000% | $50000100.00       | $47167134.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-08-31      | 0.2500%  | 0.0000% | $76600.00          | $76118.55          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 0.6250%  | 0.0000% | $12088800.00       | $11200357.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-31      | 0.7500%  | 0.0000% | $10189800.00       | $9478274.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.26             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-31      | 1.2500%  | 0.0000% | $720800.00         | $672688.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 0.7500%  | 0.0000% | $3827500.00        | $3716819.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $92.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-01-31      | 1.7500%  | 0.0000% | $20000000.00       | $18813607.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-15      | 3.8750%  | 0.0000% | $25000000.00       | $25407683.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-03-31      | 3.6250%  | 0.0000% | $13099000.00       | $13185662.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 3.5000%  | 0.0000% | $4243900.00        | $4242519.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-05-15      | 3.3750%  | 0.0000% | $2313000.00        | $2210709.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-30      | 4.0000%  | 0.0000% | $242800.00         | $244710.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-10-31      | 4.8750%  | 0.0000% | $200.00            | $211.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 4.3750%  | 0.0000% | $65400.00          | $66954.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-12-31      | 3.7500%  | 0.0000% | $2501000.00        | $2501452.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-02-15      | 4.0000%  | 0.0000% | $8805200.00        | $8829344.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-15      | 4.1250%  | 0.0000% | $92800.00          | $94640.99          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-15      | 4.2500%  | 0.0000% | $8704900.00        | $8875553.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-04-30      | 4.6250%  | 0.0000% | $4450800.00        | $4649939.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-06-30      | 4.2500%  | 0.0000% | $167921000.00      | $170800509.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 3.7500%  | 0.0000% | $1474100.00        | $1494832.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $201.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 4.1250%  | 0.0000% | $21134600.00       | $21335582.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-15      | 4.2500%  | 0.0000% | $600.00            | $619.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-01-31      | 4.3750%  | 0.0000% | $436500.00         | $454109.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 4.1250%  | 0.0000% | $7840000.00        | $7986108.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-15      | 3.7500%  | 0.0000% | $3965600.00        | $3999342.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-31      | 4.1250%  | 0.0000% | $500.00            | $505.11            | U.S. Treasuries (including strips) |

### Security 166: Banco Santander, S.A. Tri Party Repo

- **C.1 - Title:** Banco Santander, S.A. Tri Party Repo 4.399900%
- **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: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2030-12-01      | 3.0000%  | 0.0000% | $103138.00         | $10844.36          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-08-01      | 3.5000%  | 0.0000% | $3000.00           | $561.86            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $876.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-12-01      | 6.0000%  | 0.0000% | $16890735.00       | $78538.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-01-01      | 5.0000%  | 0.0000% | $296000.00         | $26872.94          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-04-01      | 2.5000%  | 0.0000% | $159000.00         | $97900.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-01-01      | 3.0000%  | 0.0000% | $1089000.00        | $825001.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-02-01      | 1.5000%  | 0.0000% | $2000.00           | $1720.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-02-01      | 2.5000%  | 0.0000% | $3000.00           | $593.94            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-09-01      | 4.5000%  | 0.0000% | $136000.00         | $83146.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-05-01      | 6.0000%  | 0.0000% | $21000.00          | $14613.51          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1295.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $13099894.00       | $9394135.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $954658.00         | $727896.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $33982.00          | $24229.40          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $964461.00         | $711506.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $39914.00          | $29074.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $2064.00           | $1644.37           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $1242026.00        | $934642.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3629.58           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 4.0000%  | 0.0000% | $694515.00         | $547285.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1631.87           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $13975696.00       | $13147836.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $397450.00         | $361435.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $207000.00         | $179442.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $137000.00         | $36852.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-05-01      | 3.5000%  | 0.0000% | $109000.00         | $46414.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $7000.00           | $3242.60           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $285895.00         | $228695.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $25630090.00       | $25183059.91       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 3.0000%  | 0.0000% | $60000.00          | $27923.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $868753.00         | $554962.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1943.67           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $94844.00          | $68319.59          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $1205278.00        | $995427.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2791.27           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2610.92           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.0000%  | 0.0000% | $1914272.00        | $1687798.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1846956.00        | $147379.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $39.83             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $31.96             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-11-01      | 3.5000%  | 0.0000% | $47074249.00       | $6336800.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-05-01      | 4.5000%  | 0.0000% | $9212889.00        | $35889.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-07-01      | 2.5000%  | 0.0000% | $15139408.00       | $856243.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-09-01      | 2.5000%  | 0.0000% | $9997999.00        | $578752.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 3.5000%  | 0.0000% | $1079.00           | $84.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 4.0000%  | 0.0000% | $13652.00          | $921.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 4.5000%  | 0.0000% | $12390.00          | $826.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $66.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 3.0000%  | 0.0000% | $2401683.00        | $198598.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 4.0000%  | 0.0000% | $1012.00           | $80.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 3.0000%  | 0.0000% | $4280.00           | $391.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $75.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 4.5000%  | 0.0000% | $2031.00           | $137.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.5000%  | 0.0000% | $15351.00          | $1381.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 3.5000%  | 0.0000% | $106000.00         | $10065.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 3.5000%  | 0.0000% | $1000.00           | $94.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 3.5000%  | 0.0000% | $3111.00           | $316.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-12-20      | 2.5000%  | 0.0000% | $2000.00           | $170.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 4.0000%  | 0.0000% | $1000.00           | $86.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $1045845.00        | $94770.14          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-03-20      | 3.5000%  | 0.0000% | $1005.00           | $105.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $96.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $110.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $197000.00         | $23673.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $22462310.00       | $2274489.51        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.0000%  | 0.0000% | $638523.00         | $51905.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.5000%  | 0.0000% | $1000.00           | $79.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 3.5000%  | 0.0000% | $1000.00           | $121.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $182.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 3.5000%  | 0.0000% | $2000.00           | $159.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $2433132.00        | $232850.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.5000%  | 0.0000% | $1998966.00        | $152220.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $15000.00          | $2588.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 4.5000%  | 0.0000% | $2999.00           | $225.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 3.5000%  | 0.0000% | $360880.00         | $33091.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 4.0000%  | 0.0000% | $498003.00         | $41544.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1021.00           | $100.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6489.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $1119998.00        | $155348.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $129.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.0000%  | 0.0000% | $1000.00           | $378.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $69.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $132.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 6.0000%  | 0.0000% | $1000.00           | $167.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $2097295.00        | $730441.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 3.0000%  | 0.0000% | $334973.00         | $232859.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 2.5000%  | 0.0000% | $181000.00         | $118592.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $1090582.00        | $517602.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $3514489.00        | $1808695.60        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $336866.00         | $167958.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $313226.00         | $171086.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1000.00           | $483.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $591.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $19000.00          | $5983.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $469400.00         | $263736.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.0000%  | 0.0000% | $25001.00          | $10446.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $5336334.00        | $3537550.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $542916.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 6.0000%  | 0.0000% | $55462524.00       | $37179706.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 6.0000%  | 0.0000% | $99224.00          | $60630.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.5000%  | 0.0000% | $119000.00         | $88879.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.5000%  | 0.0000% | $42164.00          | $31005.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $10366650.00       | $7591722.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 6.0000%  | 0.0000% | $24789743.00       | $15202885.76       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 6.5000%  | 0.0000% | $5580591.00        | $2592456.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $742.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $45307929.00       | $36954540.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.5000%  | 0.0000% | $14633251.00       | $11117415.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 6.0000%  | 0.0000% | $653481.00         | $264473.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $30268641.00       | $24732091.04       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 6.5000%  | 0.0000% | $66456306.00       | $37271300.17       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $3421093.00        | $3475949.02        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1042.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $48368.00          | $49232.16          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.39           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $1008.00           | $1041.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $5581958.00        | $5731377.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $3465471.00        | $3084538.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $19326688.00       | $2737095.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $1024.00           | $260.07            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $3951123.00        | $2728068.47        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1654990.00        | $1095425.98        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $5046120.00        | $4045458.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $1686686.00        | $1261531.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $1185.62           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2203.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $12370528.00       | $9688413.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $60730368.00       | $48186219.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.5000%  | 0.0000% | $40426754.00       | $10805430.14       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $430883.00         | $99402.86          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $20492618.00       | $14822730.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 5.0000%  | 0.0000% | $54298304.00       | $8191594.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $24127488.00       | $7272403.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $3974000.00        | $1708813.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $36404692.00       | $27652277.49       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1464638.00        | $1142628.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $4609016.00        | $4000268.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $1010.00           | $47.34             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $6223872.00        | $5070078.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $47632738.00       | $39312148.44       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $57972486.00       | $55416425.98       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $60054088.00       | $3863986.57        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-15      | 3.5000%  | 0.0000% | $24625.00          | $811.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-02-15      | 3.5000%  | 0.0000% | $9356.00           | $707.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-06-15      | 2.5000%  | 0.0000% | $1007.00           | $21.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-15      | 3.5000%  | 0.0000% | $30585.00          | $1503.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-20      | 3.0000%  | 0.0000% | $8454.00           | $1247.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-15      | 3.5000%  | 0.0000% | $10699.00          | $740.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $152.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 3.5000%  | 0.0000% | $1278.00           | $98.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 4.0000%  | 0.0000% | $2000.00           | $141.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 3.5000%  | 0.0000% | $617254.00         | $54292.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 3.5000%  | 0.0000% | $1000.00           | $98.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-02-20      | 4.5000%  | 0.0000% | $1112.00           | $79.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-09-20      | 2.5000%  | 0.0000% | $1000.00           | $39.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-20      | 4.5000%  | 0.0000% | $1472.00           | $94.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-05-20      | 4.0000%  | 0.0000% | $1024.00           | $60.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 4.5000%  | 0.0000% | $1025.00           | $70.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 3.5000%  | 0.0000% | $3014.00           | $224.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 4.5000%  | 0.0000% | $5311.00           | $353.80            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |

### Security 167: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.399900%
- **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: 937KGC001, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KGC001_4.40_0701
- **C.18 - Value (incl. sponsor support):** $895000000.00
- **C.18.a - Value (excl. sponsor support):** $895000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2037-07-01      | 5.5000%  | 0.0000% | $1323.00           | $32.35             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-10-01      | 7.1210%  | 0.0000% | $2662.00           | $152.32            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-12-01      | 4.5000%  | 0.0000% | $82212529.00       | $5818641.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-01-01      | 3.5000%  | 0.0000% | $41855204.00       | $6435942.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-07-01      | 3.0000%  | 0.0000% | $5028640.00        | $816526.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 3.0000%  | 0.0000% | $961900.00         | $286501.58         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-02-01      | 2.0000%  | 0.0000% | $1071024.00        | $666065.29         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-03-01      | 3.0000%  | 0.0000% | $98357632.00       | $17037313.20       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $756100.00         | $602134.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $6619904.00        | $5254437.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $15575000.00       | $12081327.66       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $15000000.00       | $12352953.35       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $6349712.00        | $5473543.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 5.5000%  | 0.0000% | $13048642.00       | $12177998.81       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2053-01-01      | 5.5000%  | 0.0000% | $23700800.00       | $23052251.31       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 6.0000%  | 0.0000% | $28009072.00       | $24898684.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 5.5000%  | 0.0000% | $9188928.00        | $8381313.08        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $11920576.00       | $11029983.95       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $84001536.00       | $67424420.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $67000000.00       | $59396589.46       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 5.0000%  | 0.0000% | $86125930.00       | $83074332.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $29907776.00       | $24408270.36       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-06-01      | 2.5000%  | 0.0000% | $18000000.00       | $10477759.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-04-01      | 3.0000%  | 0.0000% | $7669408.00        | $5323769.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $6016100.00        | $4517520.33        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1176447.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $114700.00         | $87522.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $3871367.00        | $2701173.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $6129150.00        | $4835249.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $3418037.00        | $3299083.01        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 6.5000%  | 0.0000% | $11439840.00       | $11876053.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-03-01      | 2.5000%  | 0.0000% | $185977.00         | $94832.30          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $19844160.00       | $17217421.48       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $22944128.00       | $19659514.31       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2042-04-01      | 3.0000%  | 0.0000% | $5885770.00        | $4040480.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2029-02-07      | 4.7500%  | 0.0000% | $15000000.00       | $15221250.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-02-14      | 5.5000%  | 0.0000% | $20434000.00       | $20525805.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-12-01      | 3.0300%  | 0.0000% | $16281285.00       | $15232130.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-05-01      | 4.0000%  | 0.0000% | $88501119.00       | $7029817.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $3647536.00        | $404934.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-02-01      | 4.0000%  | 0.0000% | $49610666.00       | $3975732.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 4.4850%  | 0.0000% | $39358693.00       | $571012.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $9040.00           | $8850.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $6194315.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $37658700.00       | $12919145.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $27039808.00       | $15022792.11       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $7761034.00        | $4771230.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $15423888.00       | $9131406.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $9519248.00        | $7462681.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $6454936.00        | $4730240.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $9496928.00        | $7182544.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $278000.00         | $212299.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1097657.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 4.5000%  | 0.0000% | $1515071.00        | $1293112.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $119845.00         | $94558.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $19138240.00       | $18062883.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $8606944.00        | $7499500.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $13896000.00       | $11800139.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $3383597.00        | $1065529.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-12-01      | 4.0000%  | 0.0000% | $70000000.00       | $15797855.16       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-12-01      | 4.0000%  | 0.0000% | $469752.00         | $114825.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $20000000.00       | $11598799.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-05-01      | 2.5000%  | 0.0000% | $29991000.00       | $19432257.48       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 2.0000%  | 0.0000% | $12927968.00       | $7477795.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $28948864.00       | $21047876.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $16374958.01       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $37987712.00       | $28629881.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $34381440.00       | $27723184.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $22006480.00       | $18625901.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $23044100.00       | $17855245.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $32418761.00       | $28771376.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 4.5000%  | 0.0000% | $8759760.00        | $7133987.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $30137842.00       | $26833456.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $11176695.00       | $9975635.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 1.8990%  | 0.0000% | $140200.00         | $81891.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-09-01      | 1.9060%  | 0.0000% | $24000000.00       | $15191326.94       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B  | 2026-12-31      | 1.2500%  | 0.0000% | $2107400.00        | $2027982.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2028-12-31      | 3.7500%  | 0.0000% | $719800.00         | $719930.28         | U.S. Treasuries (including strips) |

### Security 168: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.349900%
- **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: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.35_0711
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $540700.00         | $482124.54         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2036-10-06      | 2.0800%  | 0.0000% | $1271000.00        | $978814.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2025-09-23      | 0.3750%  | 0.0000% | $157000.00         | $155704.82         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $9196.00           | $9226.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-02-01      | 5.5000%  | 0.0000% | $17724160.00       | $13831519.45       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $21170880.00       | $13618432.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $4000000.00        | $3483824.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $9169536.00        | $7806489.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $86165316.00       | $68883061.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $18720736.00       | $16909685.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $94960.00          | $96929.79          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $12061504.00       | $12364794.53       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 2.5000%  | 0.0000% | $276194368.00      | $178236627.89      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $30879744.00       | $22934870.29       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 6.5000%  | 0.0000% | $5145837.00        | $2865283.23        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-05-20      | 6.5000%  | 0.0000% | $2669356.00        | $2740297.10        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-06-20      | 7.0000%  | 0.0000% | $3623004.00        | $3742124.35        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $21406551.00       | $22841734.18       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1368746.00        | $1430294.55        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-01-20      | 6.0000%  | 0.0000% | $350463.00         | $344476.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-15      | 5.0000%  | 0.0000% | $1912.00           | $47.19             | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $326400.00         | $322866.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 4.0000%  | 0.0000% | $201200.00         | $183122.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-05-15      | 4.6250%  | 0.0000% | $19893400.00       | $19259223.27       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2055-02-15      | 2.3750%  | 0.0000% | $41900.00          | $41182.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 0.7500%  | 0.0000% | $900.00            | $876.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $400.00            | $373.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-31      | 2.7500%  | 0.0000% | $300.00            | $289.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-31      | 4.1250%  | 0.0000% | $58300.00          | $59827.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 4.8750%  | 0.0000% | $24500.00          | $24849.95          | U.S. Treasuries (including strips) |

### Security 169: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.370000%
- **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: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.37_0909
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2043-09-01      | 7.1690%  | 0.0000% | $24894225.00       | $1002838.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $489757.00         | $345651.91         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 3.5000%  | 0.0000% | $1998.00           | $184.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $1012204.00        | $928849.25         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $80432.00          | $80261.79          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $402443.00         | $341483.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-01      | 2.5000%  | 0.0000% | $475000.00         | $253495.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $542319.00         | $353218.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $355462.81         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $369000.00         | $331646.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $204449.00         | $196749.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 6.0000%  | 0.0000% | $1228460.00        | $129263.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-06-01      | 3.5000%  | 0.0000% | $1121120.00        | $232998.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 3.5000%  | 0.0000% | $7669378.00        | $3466875.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $700366.00         | $430068.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 4.5000%  | 0.0000% | $1458.00           | $1281.92           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $2677760.00        | $2595242.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $143909.00         | $125908.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 2.0000%  | 0.0000% | $1289500.00        | $1076331.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $1289806.00        | $1294075.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $4296.00           | $1380.00           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-01      | 3.5000%  | 0.0000% | $2001636.00        | $1263464.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $5773248.00        | $4318564.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 2.0000%  | 0.0000% | $9600.00           | $5793.88           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $40256.00          | $27251.78          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $1110.00           | $748.44            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $130118.00         | $120218.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.5000%  | 0.0000% | $491322204.00      | $374374079.44      | Agency Mortgage-Backed Securities |

### Security 170: Wells Fargo Bank NA Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank NA Tri Party Repo 4.399900%
- **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: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2039-05-01      | 5.0000%  | 0.0000% | $610097.00         | $47692.02          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $604632.00         | $543528.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $15000000.00       | $14508244.90       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $16520720.00       | $16811195.39       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $46083800.00       | $44715508.49       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $740111.00         | $738544.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-04-01      | 4.0000%  | 0.0000% | $2563932.00        | $296449.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-10-01      | 4.0000%  | 0.0000% | $1058801.00        | $83853.77          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2036-10-06      | 2.0800%  | 0.0000% | $1770000.00        | $1363100.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $444000.00         | $298630.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-04-24      | 2.1250%  | 0.0000% | $84000.00          | $83013.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-15      | 5.6250%  | 0.0000% | $1230000.00        | $1374600.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $12197229.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $17525431.00       | $17575716.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2766748.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $443682.00         | $272448.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $7539260.00        | $7077473.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $74927616.00       | $72790360.88       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2047-02-01      | 3.5000%  | 0.0000% | $144368.00         | $130218.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $136839881.00      | $137292865.01      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-02-01      | 5.5000%  | 0.0000% | $7533824.00        | $5879219.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-25      | 3.5000%  | 0.0000% | $1199016.00        | $941631.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 4.5000%  | 0.0000% | $2390000.00        | $185695.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $701864.00         | $473244.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $5075390.00        | $4406812.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $577000.00         | $537825.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $34607.00          | $30751.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $675522.00         | $661701.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $3221520.00        | $3075827.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 3.5000%  | 0.0000% | $667805165.00      | $80136812.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 3.5000%  | 0.0000% | $372841000.00      | $38410160.67       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 3.0000%  | 0.0000% | $255000000.00      | $43038711.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $13943264.00       | $7175757.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $2622280.00        | $1521014.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $15793501.00       | $9866668.57        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.5000%  | 0.0000% | $1083154.00        | $685918.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.5000%  | 0.0000% | $4551424.00        | $3468060.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $206228.00         | $158098.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.0000%  | 0.0000% | $6545000.00        | $5035062.69        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 6.5000%  | 0.0000% | $2983492.00        | $1661255.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 3.5000%  | 0.0000% | $17763209.00       | $13759593.25       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1203204.00        | $1263211.53        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1340142.00        | $1403691.68        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $402080.00         | $425091.89         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.5000%  | 0.0000% | $36539600.00       | $35954745.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.5000%  | 0.0000% | $10323460.00       | $9948984.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.0000%  | 0.0000% | $1440279.00        | $1464460.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-15      | 5.0000%  | 0.0000% | $39999061.00       | $785121.07         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2028-04-15      | 3.6250%  | 0.0000% | $1000000.00        | $2120788.27        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $665400.00         | $658196.54         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2048-02-15      | 1.0000%  | 0.0000% | $4060700.00        | $3866349.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 4.0000%  | 0.0000% | $1692700.00        | $1540610.91        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2034-07-15      | 1.8750%  | 0.0000% | $549500.00         | $565267.00         | U.S. Treasuries (including strips) |

### Security 171: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $200000000.00      | $193802800.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $4600.00           | $4931.49           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $127285500.00      | $94795474.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $322200.00         | $312686.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $967.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $800.00            | $799.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $2549000.00        | $2647369.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 5.0000%  | 0.0000% | $112000.00         | $113559.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 5.0000%  | 0.0000% | $814300.00         | $822688.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $939000.00         | $944642.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $100000.00         | $99992.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $577200.00         | $590047.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $52647000.00       | $53775186.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $4010400.00        | $4084568.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $12708100.00       | $12847748.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $4626500.00        | $4705835.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $8973900.00        | $9064528.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $116475200.00      | $119837075.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $11489800.00       | $11549021.07       | U.S. Treasuries (including strips) |

### Security 172: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $6700000000.00
- **C.18.a - Value (excl. sponsor support):** $6700000000.00
- **C.19 - Percentage of Net Assets:** 3.9100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $511000.00         | $520450.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $396000.00         | $400351.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $537214000.00      | $553369918.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $100606000.00      | $102833965.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $158034000.00      | $161997901.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $1892000.00        | $1911107.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $41354600.00       | $40977775.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $240004000.00      | $239452515.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $155530500.00      | $156074574.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $14590000.00       | $14751371.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $329360000.00      | $335997801.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $28543900.00       | $28734045.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $8060200.00        | $8173036.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $469100000.00      | $479182150.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $17085800.00       | $17578955.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $134716800.00      | $137158859.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $169192000.00      | $170631635.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $2120800.00        | $2133807.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $119156000.00      | $91823877.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $115420100.00      | $87152411.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $19226300.00       | $14653670.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $50000000.00       | $34975810.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $18626300.00       | $12304084.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $106309200.00      | $76532261.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $169050900.00      | $128395891.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $30534700.00       | $22740621.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $244900.00         | $154952.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $550000.00         | $263652.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $150000000.00      | $124217025.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $2826000.00        | $2062369.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $13470100.00       | $12312385.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $1000.00           | $816.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $114091000.00      | $114231845.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $56209000.00       | $56730399.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $120556800.00      | $124195686.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $331380000.00      | $321192550.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $70000.00          | $68039.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $509000.00         | $507551.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $8365000.00        | $8280729.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $14153200.00       | $13931685.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $99371100.00       | $97113587.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $108000.00         | $105599.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $197600.00         | $194723.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $13300.00          | $12970.70          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.6250%  | 0.0000% | $4706600.00        | $4580917.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $337232400.00      | $327275434.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $140119700.00      | $120469208.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $30000.00          | $25616.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-31      | 0.2500%  | 0.0000% | $14900.00          | $14806.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $218600.00         | $203091.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $20857500.00       | $19376446.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $85504000.00       | $79471461.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $28212000.00       | $26138615.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $14513000.00       | $14236222.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $6739700.00        | $6269085.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $23600000.00       | $21837826.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $3674300.00        | $3549908.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $10266000.00       | $9907681.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $544000.00         | $512727.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $21231000.00       | $20337770.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $530000.00         | $522801.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $45362700.00       | $44975213.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-15      | 3.1250%  | 0.0000% | $545900.00         | $551237.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $97954100.00       | $99250479.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $296000000.00      | $300528692.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $200000000.00      | $201303046.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $22978000.00       | $23352709.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $500.00            | $500.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $1490200.00        | $1515190.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $13000.00          | $12995.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $240771000.00      | $240808875.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $724100.00         | $726031.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $1369600.00        | $1364314.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $50000.00          | $51287.57          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-07-31      | 4.7500%  | 0.0000% | $5500.00           | $5608.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $140200.00         | $144191.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $182000.00         | $185742.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $139900.00         | $143632.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $94950000.00       | $96689467.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $1000000.00        | $1056402.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $85866000.00       | $86637165.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $12128000.00       | $12127041.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $109485000.00      | $111726107.70      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.4850%  | 0.0000% | $1202800.00        | $1213304.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $363699000.00      | $372754590.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $500.00            | $511.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $51150400.00       | $52165136.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $88825000.00       | $91669502.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25284600.00       | $25867540.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $50146000.00       | $50840347.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $107165400.00      | $109461875.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $13561000.00       | $14077883.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $3423600.00        | $3489359.65        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $653500.00         | $646380.12         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $10809400.00       | $10504261.45       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-25      | NA       | 0.0000% | $44325400.00       | $43880151.36       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $1325000.00        | $1308509.05        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-18      | NA       | 0.0000% | $27138000.00       | $26609867.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $4479000.00        | $4624825.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $27000.00          | $28945.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $1341400.00        | $1424297.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $9213900.00        | $9705051.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1072.81           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $155873000.00      | $149599189.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $738700.00         | $758287.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $24000.00          | $19757.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $93401000.00       | $93926147.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $37611000.00       | $37845508.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $57643200.00       | $57656746.15       | U.S. Treasuries (including strips) |

### Security 173: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.419900%
- **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: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.42_0701
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $311020971.00      | $306000000.33      | Agency Mortgage-Backed Securities |

### Security 174: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $99069218.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $170000000.00      | $105210100.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $106448000.00      | $67394890.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $265000000.00      | $181856250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $54711000.00       | $46380844.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $169000000.00      | $152745713.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $120000000.00      | $110914433.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $70000000.00       | $68610937.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $370000000.00      | $364703608.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $222447000.00      | $205833661.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $336788000.00      | $327815757.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $95000000.00       | $94182527.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $91166000.00       | $84864653.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $60000000.00       | $58495649.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $12904000.00       | $13297168.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90000000.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $297926000.00      | $304798749.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $95000000.00       | $97566369.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $74357186.22       | U.S. Treasuries (including strips) |

### Security 175: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.40_0701
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Repo - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $540000000.00      | $462417187.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $38700000.00       | $34217762.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $250000000.00      | $243437500.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $430000000.00      | $421989267.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $230000000.00      | $228207812.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $250000000.00      | $238984375.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $280000000.00      | $290897933.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $390000000.00      | $402126562.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $240000000.00      | $245791905.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $250000000.00      | $256311615.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $250000000.00      | $260244620.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $390000000.00      | $400779372.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $290000000.00      | $290761447.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $350000000.00      | $353910006.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $260000000.00      | $261746875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $260000000.00      | $265622185.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $270000000.00      | $274265523.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $340000000.00      | $343820282.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $350000000.00      | $352078125.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $490000000.00      | $491492968.75      | U.S. Treasuries (including strips) |

### Security 176: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_4.38_0701
- **C.18 - Value (incl. sponsor support):** $2225000000.00
- **C.18.a - Value (excl. sponsor support):** $2225000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-07-17      | NA       | 0.0000% | $54726500.00       | $54625857.97       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-28      | NA       | 0.0000% | $6670500.00        | $6624073.32        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $611000.00         | $593752.08         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-29      | NA       | 0.0000% | $2607600.00        | $2599245.25        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-19      | NA       | 0.0000% | $14950300.00       | $14862646.39       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $9286200.00        | $9134974.23        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-23      | NA       | 0.0000% | $20900.00          | $20694.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $9412000.00        | $9204163.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $433900.00         | $425461.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $22350500.00       | $22024287.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-15      | 2.0000%  | 0.0000% | $6517300.00        | $6544578.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $3425000.00        | $3348875.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $32381000.00       | $31579260.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $130000.00         | $126185.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $7511600.00        | $7289816.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $5049100.00        | $4717333.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $18262400.00       | $15594077.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 0.3750%  | 0.0000% | $1000000.00        | $984117.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $900000.00         | $882836.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $2714000.00        | $2395368.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $1161900.00        | $1122367.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $10000.00          | $9579.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $3376900.00        | $3313082.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $10906800.00       | $10803545.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $63500.00          | $64464.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $1622400.00        | $1621872.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $15000000.00       | $14336636.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $705583600.00      | $703706724.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $109113100.00      | $111829861.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $8099600.00        | $8273168.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $4799900.00        | $4852645.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $21333400.00       | $22015257.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $2330500.00        | $2424515.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $291594100.00      | $292948700.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-10      | NA       | 0.0000% | $482057300.00      | $481556442.47      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $4873500.00        | $4820403.22        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-07-03      | NA       | 0.0000% | $412317400.00      | $412222979.32      | U.S. Treasuries (including strips) |

### Security 177: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.399900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_4.40_0701
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $354779600.00      | $357000045.96      | U.S. Treasuries (including strips) |

### Security 178: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.390000%
- **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: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_4.39_0701
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5915.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 7.0000%  | 0.0000% | $3942570.00        | $3839662.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 7.5000%  | 0.0000% | $2566655.00        | $2369189.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $1125761.00        | $842018.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $106000.00         | $91819.83          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 4.5000%  | 0.0000% | $2879792.00        | $2402193.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 2.0000%  | 0.0000% | $498000.00         | $355126.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $68000.00          | $56589.66          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-03-01      | 3.5000%  | 0.0000% | $33020.00          | $26439.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-03-01      | 4.0000%  | 0.0000% | $55000.00          | $5755.60           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $131.74            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-12-01      | 4.0000%  | 0.0000% | $50000.00          | $5765.24           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-06-01      | 4.0000%  | 0.0000% | $4600.00           | $906.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-06-01      | 3.5000%  | 0.0000% | $2398000.00        | $475087.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-06-01      | 4.0000%  | 0.0000% | $640000.00         | $138180.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-08-01      | 3.5000%  | 0.0000% | $2197000.00        | $325433.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-09-01      | 3.5000%  | 0.0000% | $1010.00           | $170.58            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1267.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-09-01      | 4.5000%  | 0.0000% | $16552.00          | $3979.15           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2026-07-01      | 8.5000%  | 0.0000% | $20000.00          | $2.16              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $80000.00          | $67248.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $1494990.00        | $1145650.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 5.0000%  | 0.0000% | $221508.00         | $170053.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.0000%  | 0.0000% | $290000.00         | $235425.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $3680000.00        | $2805924.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2510.75           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 4.0000%  | 0.0000% | $1748772.00        | $1306282.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1303000.00        | $1053310.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $123000.00         | $95459.16          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 7.0000%  | 0.0000% | $4177338.00        | $4427949.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 4.5000%  | 0.0000% | $1010142.00        | $968951.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 7.5000%  | 0.0000% | $1023704.00        | $1094197.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $999.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1242060.00        | $1111719.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1455000.00        | $1534052.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1073400.00        | $1120556.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $374538.00         | $381041.15         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $2083489.00        | $1933022.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.0000%  | 0.0000% | $1012672.00        | $1078206.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1477362.00        | $1510941.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1128662.00        | $1196568.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $624496.00         | $635718.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $1078742.00        | $1095316.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1158073.00        | $1216523.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.5000%  | 0.0000% | $2119495.00        | $1724031.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.5000%  | 0.0000% | $1881782.00        | $593214.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 3.5000%  | 0.0000% | $263297.00         | $236056.65         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 4.0000%  | 0.0000% | $1513060.00        | $1407201.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $2568075.00        | $2642001.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1261510.00        | $1297400.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1185586.00        | $1165195.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1061710.00        | $1045196.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $4904620.00        | $4926902.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1559925.00        | $1534711.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1051830.00        | $1035381.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1580610.00        | $1671518.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1324319.00        | $1361796.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1079911.00        | $957744.40         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 7.5000%  | 0.0000% | $1605813.00        | $1719949.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $1026782.00        | $1057882.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1010163.00        | $996494.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1422905.00        | $1464457.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1160422.00        | $1147300.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1007454.00        | $1023057.87        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1153146.00        | $1217717.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.5000%  | 0.0000% | $3790305.00        | $4079482.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1545982.00        | $1528513.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $7323989.00        | $7361190.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $5390885.00        | $5301719.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1419709.00        | $1396903.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1445423.00        | $1419478.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 4.0000%  | 0.0000% | $1371825.00        | $1279188.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1981875.00        | $1996809.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $2196152.00        | $2104917.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $1191490.00        | $1263541.33        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1349330.00        | $1376230.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $9456955.00        | $9817753.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $3605579.00        | $3547885.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1345000.00        | $1377262.25        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $15536479.00       | $15886851.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $20575540.00       | $21106978.02       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $4898367.00        | $5080701.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1079648.00        | $1111847.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $2364700.00        | $2331980.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1015070.00        | $1001004.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $1066600.00        | $1069768.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $3143467.00        | $3221112.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $501499.00         | $527676.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1012100.00        | $1076876.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1473375.00        | $1486772.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1611676.00        | $1685971.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1287875.00        | $1345183.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 5.0000%  | 0.0000% | $1036601.00        | $1013676.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1088300.00        | $1073223.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1669930.00        | $1676827.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1743000.00        | $1715716.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1072550.00        | $1105722.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1117614.00        | $1097247.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1333994.00        | $1373400.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1178670.00        | $1223936.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1002068.00        | $1058677.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1084194.00        | $1121534.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1162331.00        | $1178084.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2565501.00        | $2597485.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1616320.00        | $1669929.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2653720.00        | $2738941.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2940725.00        | $2963237.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-06-01      | 6.0000%  | 0.0000% | $1193000.00        | $1231640.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1504373.00        | $1520991.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2085821.00        | $2094434.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $2812265.00        | $2900237.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1650602.00        | $1705583.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2311074.00        | $2391070.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1015827.00        | $1063141.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $1071777.00        | $1140615.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.0000%  | 0.0000% | $2231716.00        | $2370951.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $368179.00         | $370743.95         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1137890.00        | $1122864.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2936992.00        | $3033138.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1032370.00        | $1069694.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1169643.00        | $1172601.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1146170.00        | $1155130.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $2193210.00        | $2106867.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $3670697.00        | $3819429.73        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $4422980.00        | $4616496.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1931550.00        | $2006804.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $24959796.00       | $25895816.07       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $3674208.00        | $3847947.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $2766000.00        | $2886261.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $1387800.00        | $1490628.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $4961700.00        | $4974458.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.0000%  | 0.0000% | $1917900.00        | $2031904.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.0000%  | 0.0000% | $1147413.00        | $1213971.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1508285.00        | $1575521.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.0000%  | 0.0000% | $1234570.00        | $1305629.76        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $1003975.00        | $1067676.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1045.00           | $1027.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1136127.00        | $1115477.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $11474383.00       | $9406486.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $19038463.00       | $15332398.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 3.5000%  | 0.0000% | $7823775.00        | $6765953.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $11382906.00       | $9588860.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 7.5000%  | 0.0000% | $30032398.00       | $25246508.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 7.0000%  | 0.0000% | $34475165.00       | $32519944.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 7.0000%  | 0.0000% | $3805620.00        | $3659628.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $50042825.00       | $49570762.94       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $874.09            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $500000.00         | $495988.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.0000%  | 0.0000% | $8461931.00        | $8073420.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-09-01      | 6.0000%  | 0.0000% | $14660821.00       | $13248037.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 1.5000%  | 0.0000% | $65263872.00       | $48785260.79       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $22501917.00       | $22536625.10       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $882309.00         | $881498.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $3733520.00        | $3497662.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $21363277.00       | $21096658.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-03-01      | 5.5000%  | 0.0000% | $11818888.00       | $11759867.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.0000%  | 0.0000% | $50958.00          | $49064.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $28838533.00       | $28785403.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $10524655.00       | $10266383.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.0000%  | 0.0000% | $53620.00          | $52927.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $28512908.00       | $29266862.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $21465707.00       | $21273616.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $15377177.00       | $12752207.60       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $43685476.00       | $37443248.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $10434016.00       | $8929932.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $8215733.00        | $8326357.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $32126691.00       | $29528320.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $7676234.00        | $7108869.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $9126043.00        | $8483125.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 4.0000%  | 0.0000% | $186075.00         | $172196.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 4.0000%  | 0.0000% | $23134356.00       | $21336952.59       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $726160.00         | $624658.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $5596784.00        | $5444590.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $2835398.00        | $2902654.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $1703081.00        | $1767477.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1580740.00        | $1670455.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $2143164.00        | $2054842.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $3141431.00        | $3213666.40        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $3602778.00        | $3498051.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $1545096.00        | $1610833.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $1655264.00        | $1720649.30        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $3058393.00        | $2622940.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $2466647.00        | $2523303.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 5.0000%  | 0.0000% | $2555850.00        | $2517338.17        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $100000.00         | $101729.92         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1131250.00        | $1193055.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1347900.00        | $1039165.75        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $82316.00          | $85690.26          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 4.5000%  | 0.0000% | $1654761.00        | $1574431.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $1074173.00        | $1085329.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $783.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.28           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.0000%  | 0.0000% | $1277702.00        | $1257101.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $1691129.00        | $1693208.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $4083417.00        | $3430707.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $2037707.00        | $1994786.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $3730868.00        | $3801834.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1363544.00        | $1439405.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $1224000.00        | $1246538.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $2019768.00        | $2088544.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $2757749.00        | $2871042.36        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $1638198.00        | $1519825.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 5.5000%  | 0.0000% | $4244997.00        | $4254943.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.0000%  | 0.0000% | $1291372.00        | $1264113.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.0000%  | 0.0000% | $2462673.00        | $2373220.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.0000%  | 0.0000% | $2618036.00        | $2723636.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3566856.00        | $3140387.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1346554.00        | $1400930.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1418418.00        | $1458229.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 5.0000%  | 0.0000% | $1059309.00        | $1037794.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 6.5000%  | 0.0000% | $1320000.00        | $1371278.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 6.5000%  | 0.0000% | $2961787.00        | $3078766.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 5.5000%  | 0.0000% | $1081600.00        | $1082050.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $2450961.00        | $2494025.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $2331680.00        | $2411338.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.0000%  | 0.0000% | $1298692.00        | $1400967.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 7.5000%  | 0.0000% | $1098228.00        | $1183143.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1198000.00        | $1240728.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1274548.00        | $1338804.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $1003122.00        | $1019668.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1830950.00        | $1700656.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $1084731.00        | $1097137.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $1652440.00        | $1684047.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1398873.00        | $995567.54         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $98123.00          | $99762.60          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $638560.00         | $617159.27         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $2250370.00        | $2255678.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1632718.00        | $1704138.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1142800.00        | $1175063.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $1087275.00        | $364171.10         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1265908.00        | $948267.80         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1208542.00        | $1261979.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 7.5000%  | 0.0000% | $51550.00          | $55255.50          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1018113.00        | $1003962.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1028604.00        | $1013805.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1447932.00        | $1510614.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $379935.00         | $388718.97         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1058275.00        | $1042580.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $2103460.00        | $2068321.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $667301.00         | $719654.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1612321.00        | $1496899.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1096378.00        | $1064772.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 4.5000%  | 0.0000% | $1717196.00        | $1644526.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1243635.00        | $1313286.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $5065682.00        | $5279981.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $7727256.00        | $7172916.67        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.5000%  | 0.0000% | $214584.00         | $205140.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $1505000.00        | $1610674.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2018743.00        | $1503723.85        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $95000.00          | $93803.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 7.0000%  | 0.0000% | $2912878.00        | $2072991.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $448000.00         | $327537.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $1085000.00        | $183855.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-08-01      | 3.5000%  | 0.0000% | $320000.00         | $30308.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 3.5000%  | 0.0000% | $115000.00         | $11166.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $1220000.00        | $301741.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-10-01      | 3.0000%  | 0.0000% | $17000.00          | $1534.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $30000.00          | $3670.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $1145000.00        | $138002.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $20000.00          | $4909.43           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 4.5000%  | 0.0000% | $1159933.00        | $1110184.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $3663025.00        | $3773866.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $2662554.00        | $2715640.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1164350.00        | $1195515.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1065207.00        | $1078455.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1341297.00        | $1354045.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $2381028.00        | $2488913.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1724437.00        | $1774761.40        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $26853438.00       | $27439126.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 4.0000%  | 0.0000% | $509290.00         | $473499.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1466318.00        | $1495478.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1016970.00        | $1007587.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1088386.00        | $1123758.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $10337197.00       | $10156839.60       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1110758.00        | $1162640.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1240291.00        | $1219426.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1026909.00        | $1081118.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1116130.00        | $1166695.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $3491952.00        | $3652739.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1066526.00        | $1100928.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.5000%  | 0.0000% | $186987.00         | $179147.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 4.5000%  | 0.0000% | $1288937.00        | $1240597.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1135930.00        | $1174458.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1515212.00        | $1561493.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1907458.00        | $1961689.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $2318595.00        | $2379705.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1931866.00        | $1972721.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $2472149.00        | $2568999.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 4.0000%  | 0.0000% | $1439000.00        | $1338336.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $2040080.00        | $2013551.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1056459.00        | $1092914.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 4.5000%  | 0.0000% | $1064821.00        | $1022588.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $304499.00         | $312859.40         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1175424.00        | $1203658.98        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2984189.00        | $3009902.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1011.00           | $978.19            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1108650.00        | $1119207.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 4.5000%  | 0.0000% | $1389510.00        | $1334257.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1101424.00        | $1146321.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1047295.00        | $1074976.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1135370.00        | $1122867.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1050951.00        | $1064976.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1291337.00        | $1227189.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 4.5000%  | 0.0000% | $342252.00         | $327936.28         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $1041800.00        | $1031422.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1154058.00        | $1185957.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.5000%  | 0.0000% | $789922.00         | $833731.16         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 7.0000%  | 0.0000% | $1085500.00        | $1150413.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.5000%  | 0.0000% | $1156000.00        | $1202235.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1171003.00        | $1204271.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 3.5000%  | 0.0000% | $1136971.00        | $1024304.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $1547164.00        | $1528642.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1274063.00        | $1284765.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 4.5000%  | 0.0000% | $1134950.00        | $1090570.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $1074743.00        | $1060420.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $2182876.00        | $2195376.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $55632.00          | $58288.93          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1077289.00        | $1120638.15        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-07-01      | 5.5000%  | 0.0000% | $7760228.00        | $7803348.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $1058880.00        | $1044353.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $5019768.00        | $4623374.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 5.5000%  | 0.0000% | $1560812.00        | $1577672.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.0000%  | 0.0000% | $2834559.00        | $2279821.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 4.5000%  | 0.0000% | $3237926.00        | $3060011.64        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $277483520.00      | $282276686.53      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $80122181.00       | $83336389.09       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $49688339.00       | $49890995.67       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $23687730.00       | $24201003.62       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 2.0000%  | 0.0000% | $56773282.00       | $44965694.66       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $66410637.00       | $55324768.40       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-02-01      | 6.5000%  | 0.0000% | $2946145.00        | $3072122.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $173000.00         | $142096.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 5.5000%  | 0.0000% | $71424447.00       | $68842461.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $2000000.00        | $2020495.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $3563750.00        | $3318450.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $409296614.00      | $417749953.26      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 7.5000%  | 0.0000% | $688502.00         | $737715.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $3295544.00        | $3059948.25        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 3.5000%  | 0.0000% | $1271030.00        | $1145070.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $496000.00         | $506319.94         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 5.0000%  | 0.0000% | $1259695.00        | $1260679.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 4.0000%  | 0.0000% | $3032266.00        | $2969838.38        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 5.0000%  | 0.0000% | $3465506.00        | $3501210.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 6.0000%  | 0.0000% | $1845042.00        | $1906229.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-06-01      | 3.5000%  | 0.0000% | $1543244.00        | $1490934.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-09-01      | 3.0000%  | 0.0000% | $1041080.00        | $167204.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-02-01      | 3.0000%  | 0.0000% | $81000.00          | $18159.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-01-01      | 3.5000%  | 0.0000% | $905000.00         | $349477.89         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-03-01      | 3.0000%  | 0.0000% | $2630.00           | $1286.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-04-01      | 2.5000%  | 0.0000% | $2077518.00        | $844018.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-05-01      | 2.5000%  | 0.0000% | $55000.00          | $20761.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-08-01      | 2.5000%  | 0.0000% | $3348000.00        | $1402572.32        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $56765.47          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-05-01      | 2.0000%  | 0.0000% | $296510.00         | $174813.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-05-01      | 3.0000%  | 0.0000% | $2498479.00        | $1629080.38        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-05-01      | 1.5000%  | 0.0000% | $1960.00           | $1318.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-05-01      | 1.5000%  | 0.0000% | $1241006.00        | $657839.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $6656563.00        | $4474637.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $10383803.00       | $7329915.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $6857418.00        | $4958425.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 4.0000%  | 0.0000% | $1560.00           | $1054.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $519572.00         | $379326.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-12-01      | 2.0000%  | 0.0000% | $960000.00         | $600114.94         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $1596010.00        | $1108663.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 2.0000%  | 0.0000% | $176958.00         | $115377.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.5000%  | 0.0000% | $550000.00         | $399360.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.5000%  | 0.0000% | $992893.00         | $629618.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $704.76            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $1099560.00        | $739290.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $403991.00         | $301047.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $1980.00           | $1386.05           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $138010.00         | $77561.02          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $32743.00          | $23941.39          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $282596.00         | $175791.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $204036.00         | $168310.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $221627.00         | $144010.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $1002.00           | $514.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $2197980.00        | $1496430.18        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.5000%  | 0.0000% | $998000.00         | $790266.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1033000.00        | $714854.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.5000%  | 0.0000% | $10000.00          | $6870.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 5.5000%  | 0.0000% | $6823252.00        | $4402941.30        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $896.88            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-03-01      | 5.5000%  | 0.0000% | $898000.00         | $691188.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-03-01      | 6.0000%  | 0.0000% | $4915330.00        | $3350157.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $1340488.00        | $1278039.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $2696191.00        | $2405430.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $2855110.00        | $2727433.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $2382219.00        | $1787720.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 6.0000%  | 0.0000% | $25000.00          | $19594.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $779.24            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $884180.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2507.61           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $862.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 4.0000%  | 0.0000% | $500000.00         | $405222.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $81113.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $160000.00         | $136103.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $2086766.00        | $2152355.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $1843786.00        | $1898329.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $3955289.00        | $4019276.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $7031634.00        | $7103534.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 2.5000%  | 0.0000% | $21999921.00       | $18050665.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $18606551.00       | $19220667.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 3.0000%  | 0.0000% | $8462920.00        | $7377913.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $29505269.00       | $29172212.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $298510.00         | $277978.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $100000.00         | $100538.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.0000%  | 0.0000% | $16400450.00       | $16184187.07       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 6.0000%  | 0.0000% | $10688059.00       | $11078822.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 6.5000%  | 0.0000% | $12427597.00       | $12928664.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $11696537.00       | $11809253.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $37458941.00       | $31072419.82       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $14745386.00       | $15676774.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-08-01      | 7.0000%  | 0.0000% | $26975690.00       | $28520607.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $29595642.00       | $31182296.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $54759.00          | $55517.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $20916214.00       | $20995677.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $87666859.00       | $91183907.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $113396672.00      | $114913642.33      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $8493710.00        | $8834079.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2045-02-01      | 6.0000%  | 0.0000% | $5606132.00        | $5763486.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $7049352.00        | $7104679.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $36296364.00       | $37361166.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $22000.00          | $7067.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-07-01      | 3.5000%  | 0.0000% | $65000.00          | $23031.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-04-01      | 3.0000%  | 0.0000% | $27000.00          | $6206.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $35000.00          | $5162.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1752.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-06-01      | 4.0000%  | 0.0000% | $659000.00         | $94352.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-05-01      | 4.5000%  | 0.0000% | $62829.00          | $6857.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $3308797.00        | $1107417.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-09-01      | 5.0000%  | 0.0000% | $65628.00          | $0.16              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $701.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $14000.00          | $4030.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 5.0000%  | 0.0000% | $95000.00          | $13202.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-04-01      | 4.5000%  | 0.0000% | $200000.00         | $34858.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $1004864.00        | $425292.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $587.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $997195.00         | $422432.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $28000.00          | $3412.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $14000.00          | $2153.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $100.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $1737000.00        | $529179.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $228.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 5.0000%  | 0.0000% | $35950.00          | $6887.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $4249685.00        | $920375.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $417.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $55000.00          | $12682.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 4.5000%  | 0.0000% | $110000.00         | $29050.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-02-01      | 4.0000%  | 0.0000% | $114000.00         | $15164.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $19000.00          | $3520.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-12-01      | 4.0000%  | 0.0000% | $4910.00           | $1377.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $2340.00           | $890.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-03-01      | 5.0000%  | 0.0000% | $700000.00         | $386.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-09-01      | 4.5000%  | 0.0000% | $5000.00           | $76.37             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $795000.00         | $263380.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $1548341.00        | $504663.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 4.5000%  | 0.0000% | $70000.00          | $14569.16          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-04-01      | 4.0000%  | 0.0000% | $999980.00         | $331563.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $7767000.00        | $2446018.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 4.0000%  | 0.0000% | $18000.00          | $2632.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 2.5000%  | 0.0000% | $100000.00         | $26097.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $81000.00          | $25861.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-10-01      | 4.5000%  | 0.0000% | $12000.00          | $3963.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 3.5000%  | 0.0000% | $143000.00         | $26713.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $87000.00          | $16556.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 4.5000%  | 0.0000% | $7000.00           | $1590.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $16000.00          | $5278.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 3.5000%  | 0.0000% | $3000.00           | $1061.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-03-01      | 5.0000%  | 0.0000% | $2760004.00        | $1418.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $1520000.00        | $462277.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $7000.00           | $2649.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 4.0000%  | 0.0000% | $12000.00          | $2459.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 4.5000%  | 0.0000% | $9971.00           | $1353.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $1560000.00        | $540284.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $10000.00          | $3625.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $1840000.00        | $466681.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-08-01      | 2.5000%  | 0.0000% | $267933.00         | $88569.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 4.0000%  | 0.0000% | $547139.00         | $145530.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 3.5000%  | 0.0000% | $6000.00           | $1327.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 5.0000%  | 0.0000% | $100000.00         | $17966.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.5000%  | 0.0000% | $16000000.00       | $4427119.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $60000.00          | $13579.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-09-01      | 3.0000%  | 0.0000% | $50000.00          | $14684.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 3.5000%  | 0.0000% | $23000.00          | $6678.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-06-01      | 4.0000%  | 0.0000% | $3000.00           | $398.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 4.0000%  | 0.0000% | $27000.00          | $7745.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 2.5000%  | 0.0000% | $339494.00         | $176508.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $39000.00          | $10867.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 4.0000%  | 0.0000% | $12000.00          | $2838.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $31549.00          | $8898.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 4.0000%  | 0.0000% | $123000.00         | $38349.34          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 4.0000%  | 0.0000% | $18200.00          | $4478.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $44197.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $704000.00         | $212352.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 5.0000%  | 0.0000% | $10000.00          | $3581.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 3.5000%  | 0.0000% | $4801.00           | $1593.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $446.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.5000%  | 0.0000% | $2409646.00        | $1398404.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $348.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $900.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 4.0000%  | 0.0000% | $1352000.00        | $397723.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $310.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 4.5000%  | 0.0000% | $9000.00           | $2652.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $10024442.00       | $6076398.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-03-01      | 2.0000%  | 0.0000% | $13000.00          | $6014.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.5000%  | 0.0000% | $3900000.00        | $1602723.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $5667970.00        | $772061.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $8000.00           | $1888.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-04-01      | 3.5000%  | 0.0000% | $30000.00          | $8290.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-04-01      | 4.0000%  | 0.0000% | $1140974.00        | $237269.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $540000.00         | $130561.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 5.0000%  | 0.0000% | $400000.00         | $46078.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 4.5000%  | 0.0000% | $5050000.00        | $673166.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $465000.00         | $40361.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-08-01      | 4.0000%  | 0.0000% | $751878.00         | $135511.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-08-01      | 4.5000%  | 0.0000% | $400000.00         | $38536.85          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-08-01      | 4.5000%  | 0.0000% | $2117970.00        | $230811.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $96000.00          | $6764.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $10000.00          | $777.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $199920.00         | $46413.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-01-01      | 4.5000%  | 0.0000% | $78390.00          | $18454.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $22091.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-02-01      | 4.5000%  | 0.0000% | $4000.00           | $448.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $24998807.00       | $4230207.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 4.0000%  | 0.0000% | $8320.00           | $796.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $100000.00         | $27343.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 4.5000%  | 0.0000% | $673000.00         | $155037.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $1199215.00        | $185692.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $389000.00         | $166303.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $622970.00         | $221278.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 3.5000%  | 0.0000% | $48000.00          | $11079.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-09-01      | 2.5000%  | 0.0000% | $9664884.00        | $4261417.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $1800000.00        | $769826.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $3142732.00        | $1566936.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-08-01      | 2.5000%  | 0.0000% | $415314.00         | $179951.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 3.0000%  | 0.0000% | $100000.00         | $57037.31          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 3.5000%  | 0.0000% | $3500000.00        | $1932558.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.5000%  | 0.0000% | $3275000.00        | $1792357.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $26500.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.5000%  | 0.0000% | $471474.00         | $272619.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $2000000.00        | $1190289.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $2192018.00        | $1297551.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-03-01      | 2.0000%  | 0.0000% | $1000.00           | $371.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 3.0000%  | 0.0000% | $170037.00         | $91237.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-04-01      | 2.5000%  | 0.0000% | $500000.00         | $268904.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $2381570.00        | $1394647.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $119868.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $75000.00          | $40234.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.5000%  | 0.0000% | $175000.00         | $84560.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-05-01      | 1.5000%  | 0.0000% | $1036546.00        | $534362.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4608.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $102628.00         | $62575.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $375000.00         | $230355.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $2029060.00        | $1434704.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-08-01      | 2.0000%  | 0.0000% | $4242.00           | $2318.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $300000.00         | $200864.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $9486422.00        | $6705285.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $8195124.00        | $5781433.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 3.0000%  | 0.0000% | $198480.00         | $132248.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 2.5000%  | 0.0000% | $1122682.00        | $670556.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $901601.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $71324.00          | $45482.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 2.5000%  | 0.0000% | $18000.00          | $11286.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $880814.00         | $590136.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $740950.00         | $530088.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $25000.00          | $18010.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $57451.00          | $42607.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $200000.00         | $149958.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $695.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $327833.00         | $251202.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $211155.00         | $166663.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-10-01      | 5.5000%  | 0.0000% | $18000.00          | $2789.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2785.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2333.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $31200.00          | $24172.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $9997566.00        | $7289839.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 2.5000%  | 0.0000% | $2999417.00        | $2104599.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-01-01      | 4.0000%  | 0.0000% | $1000.00           | $60.02             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2727.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-08-01      | 3.5000%  | 0.0000% | $700000.00         | $524992.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 3.0000%  | 0.0000% | $14000.00          | $8364.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $400000.00         | $311523.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-09-01      | 4.5000%  | 0.0000% | $4000.00           | $2386.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5068.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $34180.00          | $26685.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $1825685.00        | $1413390.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $45000.00          | $37567.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $25000.00          | $18417.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $240000.00         | $188588.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $3282880.00        | $2389370.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $191000.00         | $159587.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $834601.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $166530.00         | $119398.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2952.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $271000.00         | $179999.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $69440.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $60000.00          | $45032.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $43185.00          | $32470.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $3870.00           | $2932.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 6.0000%  | 0.0000% | $9681444.00        | $7478031.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $731.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $229690.00         | $179624.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $75444.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $167289.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $1164878.00        | $824551.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $2347430.00        | $1660425.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 4.5000%  | 0.0000% | $1300000.00        | $974036.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 2.5000%  | 0.0000% | $1032528.00        | $723976.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-03-01      | 4.0000%  | 0.0000% | $6000.00           | $4424.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $700000.00         | $495729.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $115000.00         | $88934.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $1335872.00        | $960654.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $33000.00          | $26014.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 4.5000%  | 0.0000% | $340000.00         | $264867.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $1390000.00        | $1115202.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $6000000.00        | $5187702.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $2206216.00        | $1621255.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $900000.00         | $757771.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-07-01      | 6.0000%  | 0.0000% | $100000.00         | $73666.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $707.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-02-01      | 3.0000%  | 0.0000% | $206902.00         | $156146.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $158603.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $900000.00         | $791252.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $82473.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $55000.00          | $43916.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $780.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 1.5000%  | 0.0000% | $467758.00         | $310467.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $11360.00          | $8437.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $169251.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 3.5000%  | 0.0000% | $569270.00         | $440346.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.0000%  | 0.0000% | $9000.00           | $6375.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $660000.00         | $523138.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $3056.00           | $2345.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $840157.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $5636051.00        | $4005179.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $100000.00         | $84450.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $50000.00          | $40541.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $1792585.00        | $1485349.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $668671.00         | $484534.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $143988.00         | $115552.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1100000.00        | $861179.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $2050.00           | $1549.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $400000.00         | $292731.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $2083000.00        | $1476760.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $946258.00         | $668997.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-05-01      | 4.0000%  | 0.0000% | $15000.00          | $10719.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $170963.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3075.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $5500000.00        | $4373908.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1394000.00        | $1376402.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1168891.00        | $1154107.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1024554.00        | $1037310.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1203475.00        | $1189808.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2165202.00        | $2186805.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1108797.00        | $1143867.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $65000.00          | $26510.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 4.5000%  | 0.0000% | $25000.00          | $5405.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $1680000.00        | $326710.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 4.5000%  | 0.0000% | $13220.00          | $3815.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-12-01      | 3.0000%  | 0.0000% | $1144000.00        | $340562.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $6500000.00        | $3569506.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 3.0000%  | 0.0000% | $704862.00         | $335534.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $30910.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $400000.00         | $245347.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-03-01      | 1.5000%  | 0.0000% | $639150.00         | $366628.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $48420.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $10213280.00       | $5381496.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $98000.00          | $46595.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $48713.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $118033.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $3615000.00        | $2068508.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $50442.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $50381.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $846864.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.5000%  | 0.0000% | $1938500.00        | $888004.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $664.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.0000%  | 0.0000% | $815000.00         | $488044.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1258.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $3432644.00        | $2186225.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $3810.00           | $2459.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $4994000.00        | $2966070.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 3.0000%  | 0.0000% | $874338.00         | $645017.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $819267.00         | $552753.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $2780.00           | $1136.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $164255.00         | $122613.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $1275000.00        | $826604.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $3120.00           | $2127.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 3.5000%  | 0.0000% | $3950.00           | $2610.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $2739000.00        | $1710227.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $2501649.00        | $2470011.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-09-01      | 4.0000%  | 0.0000% | $145680.00         | $135603.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1656771.00        | $1498179.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $1010.00           | $910.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.5000%  | 0.0000% | $3898164.00        | $3349235.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 4.5000%  | 0.0000% | $2615809.00        | $2261065.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $6058991.00        | $6021496.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $2298270.00        | $2019590.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.5000%  | 0.0000% | $2869600.00        | $2445128.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1594245.00        | $1685237.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $1007.00           | $933.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $3223977.00        | $2751643.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $626447.00         | $654998.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $131780.00         | $94321.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $756510.00         | $471623.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $11990.00          | $8706.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $661258.00         | $482644.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $5892.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $3849547.00        | $3570584.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2600115.00        | $2682895.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 4.0000%  | 0.0000% | $2774829.00        | $2578265.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $31842.00          | $16790.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $845176.00         | $513747.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $611350.00         | $412221.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $1003.00           | $687.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $222000.00         | $135831.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $6417117.00        | $3807736.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $2682072.00        | $1302044.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 1.5000%  | 0.0000% | $1614952.00        | $1041181.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $88617.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-05-01      | 6.0000%  | 0.0000% | $1747963.00        | $1186824.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 3.0000%  | 0.0000% | $931360.00         | $585679.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $25000.00          | $18830.43          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $7600000.00        | $5029152.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 1.5000%  | 0.0000% | $3000.00           | $2023.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $2097000.00        | $1646587.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 1.5000%  | 0.0000% | $1023205.00        | $719583.62         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.5000%  | 0.0000% | $1772284.00        | $1322409.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $1106518.00        | $1152241.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1122194.00        | $1110859.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $1073751.00        | $975429.96         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $4283125.00        | $4479227.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1046188.00        | $1034716.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1291864.00        | $1310143.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1066000.00        | $1113756.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 1.5000%  | 0.0000% | $487990.00         | $277011.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 1.5000%  | 0.0000% | $1342857.00        | $829232.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-08-01      | 2.5000%  | 0.0000% | $33000.00          | $18728.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.0000%  | 0.0000% | $5348000.00        | $3345888.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $17695121.00       | $10822928.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.0000%  | 0.0000% | $3669980.00        | $2309652.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $22870.00          | $14176.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.0000%  | 0.0000% | $4018380.00        | $2567178.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $12000.00          | $7719.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-03-01      | 3.5000%  | 0.0000% | $1000.00           | $75.12             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $137.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-05-01      | 3.5000%  | 0.0000% | $1000.00           | $73.21             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 3.0000%  | 0.0000% | $1400000.00        | $155188.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 3.5000%  | 0.0000% | $6700.00           | $618.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $109.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $87.98             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $37202.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $68303.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-06-01      | 3.0000%  | 0.0000% | $1100000.00        | $117774.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $49000.00          | $5453.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-10-01      | 3.5000%  | 0.0000% | $34000.00          | $4151.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $140.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-11-01      | 3.5000%  | 0.0000% | $6000.00           | $768.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-09-01      | 4.0000%  | 0.0000% | $750000.00         | $24010.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-02-01      | 3.5000%  | 0.0000% | $52000.00          | $8883.21           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $5000.00           | $879.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 4.0000%  | 0.0000% | $95000.00          | $13207.43          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1408.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $7000.00           | $1057.86           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-04-01      | 3.5000%  | 0.0000% | $311000.00         | $47516.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $393.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-04-01      | 4.0000%  | 0.0000% | $3000.00           | $499.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 2.0000%  | 0.0000% | $620000.00         | $268639.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 3.0000%  | 0.0000% | $1448000.00        | $407031.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 4.0000%  | 0.0000% | $4000.00           | $801.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 4.5000%  | 0.0000% | $1108190.00        | $207103.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1114.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1718.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-07-01      | 3.0000%  | 0.0000% | $30000.00          | $6883.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $8000.00           | $3273.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $991.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $1733898.00        | $682521.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 1.5000%  | 0.0000% | $26301344.00       | $15104185.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 3.0000%  | 0.0000% | $50000.00          | $23578.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-04-01      | 2.5000%  | 0.0000% | $59000.00          | $28295.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $7122869.00        | $4236783.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4063.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 1.5000%  | 0.0000% | $6844093.00        | $4082751.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.0000%  | 0.0000% | $13826963.00       | $8353969.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $1730737.00        | $1015420.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 3.0000%  | 0.0000% | $34930.00          | $17857.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1586.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 5.0000%  | 0.0000% | $171000.00         | $155251.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 7.5000%  | 0.0000% | $7460.00           | $4253.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $30819401.00       | $25850647.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $121000.00         | $113269.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 7.0000%  | 0.0000% | $11542061.00       | $7132901.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $89383.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $79680.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.0000%  | 0.0000% | $459415.00         | $398007.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $175000.00         | $159280.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 6.5000%  | 0.0000% | $300000.00         | $228937.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $700000.00         | $634637.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $254000.00         | $238795.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $168000.00         | $167671.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $7610420.00        | $7333813.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $271000.00         | $261957.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $55000.00          | $53709.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $2256.00           | $2041.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.5000%  | 0.0000% | $337480.00         | $329296.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $6113313.00        | $4879418.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-09-01      | 5.5000%  | 0.0000% | $2041.00           | $1911.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $197328.00         | $195465.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $339930.00         | $328939.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $72000.00          | $71527.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $234000.00         | $231244.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 6.0000%  | 0.0000% | $1525461.00        | $1539981.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $10980.00          | $10277.48          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $1329500.00        | $1386413.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $4384947.00        | $4475905.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $4632448.00        | $4728707.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $336434.00         | $344350.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $2601577.00        | $2678537.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $13391957.00       | $13466370.16       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-11-01      | 3.5000%  | 0.0000% | $1235000.00        | $97139.31          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-10-01      | 4.0000%  | 0.0000% | $4004.00           | $313.05            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-12-01      | 4.0000%  | 0.0000% | $2791681.00        | $100307.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-02-01      | 3.5000%  | 0.0000% | $1236000.00        | $144025.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4804.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-03-01      | 4.0000%  | 0.0000% | $218753.00         | $28831.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-09-01      | 3.0000%  | 0.0000% | $168000.00         | $30244.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-04-01      | 2.5000%  | 0.0000% | $1000.00           | $163.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.29            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $293020.00         | $85876.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-09-01      | 3.5000%  | 0.0000% | $2042258.00        | $888848.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 2.5000%  | 0.0000% | $216067.00         | $80552.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $105000.00         | $19324.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $45000.00          | $8854.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 3.5000%  | 0.0000% | $3167000.00        | $426692.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $478590.00         | $61666.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $14157480.00       | $4310381.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $85000.00          | $19438.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-04-01      | 4.0000%  | 0.0000% | $510000.00         | $110156.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 3.0000%  | 0.0000% | $188398.00         | $148003.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-08-01      | 3.5000%  | 0.0000% | $415000.00         | $55141.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $44766.00          | $6612.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $265000.00         | $38253.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $975000.00         | $302733.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $6715240.00        | $1970942.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 4.5000%  | 0.0000% | $110000.00         | $14930.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $111000.00         | $17189.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $3028000.00        | $698615.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $367740.00         | $106306.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 3.5000%  | 0.0000% | $615000.00         | $89274.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 3.5000%  | 0.0000% | $4732000.00        | $737443.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $651620.00         | $123936.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.0000%  | 0.0000% | $6009260.00        | $686261.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $921025.00         | $187435.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $3658000.00        | $724023.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $50000.00          | $9792.21           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $221460.56         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $1000000.00        | $225816.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $1000000.00        | $187937.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 3.0000%  | 0.0000% | $2540000.00        | $865874.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-07-01      | 2.5000%  | 0.0000% | $120459.00         | $41217.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 4.5000%  | 0.0000% | $8000.00           | $1003.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-04-01      | 3.5000%  | 0.0000% | $1500.00           | $156.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-03-01      | 3.0000%  | 0.0000% | $50000.00          | $10660.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $54100.00          | $4847.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-12-01      | 4.0000%  | 0.0000% | $630958.00         | $149898.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 4.5000%  | 0.0000% | $1834000.00        | $274256.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 4.0000%  | 0.0000% | $425000.00         | $40108.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-06-01      | 6.0000%  | 0.0000% | $1000.00           | $271.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-08-01      | 5.5000%  | 0.0000% | $425000.00         | $39972.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 5.0000%  | 0.0000% | $1000.00           | $169.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $1005713.00        | $316033.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-09-01      | 4.5000%  | 0.0000% | $879000.00         | $247429.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $1042.00           | $200.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-03-01      | 3.0000%  | 0.0000% | $5939605.00        | $1184258.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-12-01      | 4.0000%  | 0.0000% | $1000.00           | $149.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $4005000.00        | $798136.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $3000.00           | $843.63            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $25870.00          | $3506.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-08-01      | 3.5000%  | 0.0000% | $3198000.00        | $827232.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-10-01      | 3.0000%  | 0.0000% | $52000.00          | $5956.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-04-01      | 5.5000%  | 0.0000% | $2151772.00        | $41886.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 4.0000%  | 0.0000% | $99000.00          | $14678.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 4.5000%  | 0.0000% | $7000.00           | $1255.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $96000.00          | $19083.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 4.5000%  | 0.0000% | $16000.00          | $4926.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 1.5000%  | 0.0000% | $1339044.00        | $894300.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $39238970.00       | $5852211.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1415157.00        | $1493930.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $1522926.00        | $1622836.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1346840.00        | $1202512.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $1680120.00        | $1750777.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 7.0000%  | 0.0000% | $1036953.00        | $1100331.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $3010.00           | $3192.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $1623446.00        | $1714899.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1366950.00        | $1161499.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $5501580.00        | $5617354.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $1563940.00        | $1622746.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $2987.00           | $3100.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $1366079.00        | $1330676.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.0000%  | 0.0000% | $1016809.00        | $942417.59         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $10321803.00       | $10179861.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 7.0000%  | 0.0000% | $12756000.00       | $12612301.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $2949105.00        | $2947571.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $14160.00          | $14426.89          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $4443260.00        | $4128066.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $1240634.00        | $1304463.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-02-01      | 5.0000%  | 0.0000% | $1513167.00        | $1507510.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $8462504.00        | $7660315.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $1582575.00        | $1678814.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $1315350.00        | $1355539.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1155915.00        | $1158341.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $1132741.00        | $1114676.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $1748391.00        | $1841624.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $1000685.00        | $1058204.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1209000.00        | $1219234.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $795636.00         | $827973.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $1338000.00        | $1364432.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $1544450.00        | $1426333.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $4476459.00        | $4468972.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1046783.00        | $1107319.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.0000%  | 0.0000% | $2045962.00        | $1993750.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $1412086.00        | $1497331.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $7064525.00        | $6930238.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $4121071.00        | $4196994.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1025510.00        | $799386.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1078569.00        | $1085799.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1088289.00        | $1143975.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1076655.00        | $1121502.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 5.0000%  | 0.0000% | $22000.00          | $830.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-09-01      | 6.0000%  | 0.0000% | $300000.00         | $17712.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $1172980.00        | $192630.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-01-01      | 4.5000%  | 0.0000% | $13000.00          | $645.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $316000.00         | $21685.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-04-01      | 4.5000%  | 0.0000% | $5411120.00        | $938194.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-02-01      | 4.0000%  | 0.0000% | $4000.00           | $15.34             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-11-01      | 5.0000%  | 0.0000% | $1020000.00        | $94969.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $200000.00         | $49827.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-11-01      | 3.5000%  | 0.0000% | $100000.00         | $15219.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-07-01      | 4.5000%  | 0.0000% | $2800.00           | $245.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 4.5000%  | 0.0000% | $81000.00          | $15957.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $36000.00          | $2379.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $30788.00          | $5942.77           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $139.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $46832.00          | $4679.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $45956.00          | $4991.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-11-01      | 3.0000%  | 0.0000% | $42407.00          | $6560.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $34729.00          | $5653.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $68472.00          | $15075.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $121227.00         | $26795.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $42498.00          | $14251.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $138052.00         | $24811.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $35849.00          | $6743.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $106630.00         | $18885.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $44099.00          | $11145.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $32822.00          | $3704.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $50543.00          | $9621.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $284611.00         | $48155.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $52813.00          | $12982.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-01-01      | 4.5000%  | 0.0000% | $1740.00           | $108.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-02-01      | 7.0000%  | 0.0000% | $5900000.00        | $124226.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-02-01      | 4.0000%  | 0.0000% | $11000.00          | $561.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2025-08-01      | 3.5000%  | 0.0000% | $10000.00          | $4.53              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-10-01      | 4.5000%  | 0.0000% | $7000.00           | $268.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-10-01      | 3.5000%  | 0.0000% | $4836.00           | $229.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-10-01      | 3.5000%  | 0.0000% | $216000.00         | $18490.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-11-01      | 4.5000%  | 0.0000% | $3000.00           | $108.01            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $2002.00           | $105.97            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.5000%  | 0.0000% | $16125.00          | $15342.59          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $2769314.00        | $2830760.36        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 7.5000%  | 0.0000% | $2513570.00        | $645706.24         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $1631786.00        | $1571729.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.5000%  | 0.0000% | $6041796.00        | $5668377.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-11-01      | 4.0000%  | 0.0000% | $1766009.00        | $1632250.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $3671290.00        | $3389310.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $675623.00         | $590098.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-11-01      | 5.0000%  | 0.0000% | $1315170.00        | $1286337.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $677123.00         | $653509.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $1206453.00        | $983171.14         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $78645.00          | $61026.79          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $6510.00           | $6410.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $2784754.00        | $2734496.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 7.0000%  | 0.0000% | $1002700.00        | $979485.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.5000%  | 0.0000% | $261711.00         | $235617.35         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $43289.00          | $43943.05          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $2129105.00        | $2029073.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $1088383.00        | $1104104.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $2514814.00        | $2545296.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $542962.00         | $551694.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $825000.00         | $786950.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $2339180.00        | $2230950.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $42114.00          | $29488.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $32260.00          | $23431.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 3.0000%  | 0.0000% | $1230853.00        | $780792.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $34000.00          | $22904.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $71035.00          | $52643.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $770.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 3.0000%  | 0.0000% | $1929630.00        | $1253052.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 3.5000%  | 0.0000% | $799000.00         | $459995.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $611.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $26062.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $4014940.00        | $2617850.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 5.0000%  | 0.0000% | $11000.00          | $7832.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-07-01      | 3.0000%  | 0.0000% | $100000.00         | $70847.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-09-01      | 3.0000%  | 0.0000% | $379610.00         | $256018.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $54000.00          | $41832.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $4646709.00        | $3624780.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $784.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $2050000.00        | $1540376.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 4.0000%  | 0.0000% | $7000.00           | $4276.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 3.5000%  | 0.0000% | $50000.00          | $38875.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $20000.00          | $14654.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $1133498.00        | $791929.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 1.5000%  | 0.0000% | $395886.00         | $287208.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-11-01      | 3.0000%  | 0.0000% | $835222.00         | $608458.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $3022000.00        | $2443949.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 2.5000%  | 0.0000% | $562060.00         | $402385.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $671.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 3.5000%  | 0.0000% | $1116796.00        | $882885.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $30000.00          | $24508.16          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $20980.00          | $16755.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4188.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $317000.00         | $251128.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-11-01      | 4.5000%  | 0.0000% | $550181.00         | $298502.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $34959.00          | $21716.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $19010.00          | $15158.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $106000.00         | $87623.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-01-01      | 4.5000%  | 0.0000% | $30848.00          | $15084.86          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-05-01      | 4.0000%  | 0.0000% | $1011432.00        | $986726.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2602835.00        | $2614706.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1053550.00        | $1063405.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $3499888.00        | $3534810.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1030400.00        | $1040197.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $927971.00         | $935020.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $2390060.00        | $2352615.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 7.0000%  | 0.0000% | $11140697.00       | $11803456.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $312141.00         | $319427.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1504590.00        | $1549575.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $6084504.00        | $6251869.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1712545.00        | $1717985.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1549859.00        | $1562111.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1478064.00        | $1543369.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2884469.00        | $3013852.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $1099170.00        | $1102661.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1535471.00        | $1554445.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-02-01      | 5.0000%  | 0.0000% | $41880.00          | $31226.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-03-01      | 5.5000%  | 0.0000% | $2000000.00        | $1498417.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-02-01      | 5.0000%  | 0.0000% | $45665.00          | $30465.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-02-01      | 6.0000%  | 0.0000% | $62000.00          | $35986.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-04-01      | 6.0000%  | 0.0000% | $385571.00         | $185435.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $58405.00          | $52541.16          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 7.0000%  | 0.0000% | $370480.00         | $241428.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 5.5000%  | 0.0000% | $8000.00           | $5794.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $1760.00           | $329.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-02-01      | 4.0000%  | 0.0000% | $53248.00          | $3899.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $920880.00         | $253978.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $2583000.00        | $630423.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-02-01      | 5.0000%  | 0.0000% | $2655915.00        | $18016.55          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 5.0000%  | 0.0000% | $50353.00          | $446.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 5.0000%  | 0.0000% | $258000.00         | $2509.18           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2028-01-01      | 8.5000%  | 0.0000% | $9999.00           | $1.40              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-11-01      | 5.0000%  | 0.0000% | $62660.00          | $956.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2041-06-01      | 4.5000%  | 0.0000% | $285500.00         | $6701.85           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-02-01      | 4.0000%  | 0.0000% | $94606.00          | $7660.71           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-06-01      | 5.5000%  | 0.0000% | $21000.00          | $1430.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2044-08-01      | 4.0000%  | 0.0000% | $350000.00         | $57272.50          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-02-01      | 4.0000%  | 0.0000% | $36000.00          | $6385.28           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $418090.00         | $63446.66          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2044-08-01      | 4.0000%  | 0.0000% | $36000.00          | $2562.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-04-01      | 3.5000%  | 0.0000% | $39341900.00       | $3814037.48        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-03-01      | 3.0000%  | 0.0000% | $1060.00           | $141.05            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-09-01      | 4.0000%  | 0.0000% | $13000.00          | $1082.77           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-02-01      | 4.0000%  | 0.0000% | $15800.00          | $1544.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-11-01      | 3.0000%  | 0.0000% | $38000.00          | $6361.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 4.0000%  | 0.0000% | $2912597.00        | $2670128.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $1094922.00        | $1000362.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $2990.00           | $2945.97           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.0000%  | 0.0000% | $3422060.00        | $3250291.55        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $167671.00         | $170225.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $1431724.00        | $1410595.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 4.5000%  | 0.0000% | $1005103.00        | $942532.25         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $4703825.00        | $4598873.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $146310.00         | $145926.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $3071427.00        | $3105875.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $1219454.00        | $1110862.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 7.0000%  | 0.0000% | $4141900.00        | $4372910.98        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 4.0000%  | 0.0000% | $3699778.00        | $3420867.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $1531996.00        | $1566412.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $3522541.00        | $3258848.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.0000%  | 0.0000% | $3555450.00        | $3602770.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.5000%  | 0.0000% | $5307720.00        | $5300421.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 7.0000%  | 0.0000% | $1362525.00        | $1450407.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 4.0000%  | 0.0000% | $1058416.00        | $980298.77         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 6.5000%  | 0.0000% | $2169400.00        | $2254050.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $793.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.0000%  | 0.0000% | $5000182.00        | $5118657.27        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $3709705.00        | $3651219.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $2242985.00        | $2410339.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $1211137.00        | $1064897.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $7534398.00        | $7448217.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $950.70            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 5.0000%  | 0.0000% | $1021297.00        | $961790.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 6.5000%  | 0.0000% | $2905401.00        | $3013901.43        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $12982297.00       | $13540510.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.0000%  | 0.0000% | $1924220.00        | $2033054.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $722.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 6.0000%  | 0.0000% | $3600801.00        | $3613329.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $19295264.00       | $15215090.15       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 5.0000%  | 0.0000% | $3689095.00        | $3493308.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 6.5000%  | 0.0000% | $1756752.00        | $1845766.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 4.0000%  | 0.0000% | $2553299.00        | $2312075.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1408095.00        | $1486541.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-01-01      | 4.0000%  | 0.0000% | $4056081.00        | $3757979.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1274411.00        | $1305239.79        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $1160539.00        | $1226447.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $880125.00         | $897522.78         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $741914.00         | $591212.18         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1817272.00        | $1849152.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $48754.00          | $11454.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $220974.00         | $52456.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $179840.00         | $34300.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-05-01      | 3.0000%  | 0.0000% | $80397.00          | $16709.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-05-01      | 3.0000%  | 0.0000% | $151485.00         | $35976.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-05-01      | 3.0000%  | 0.0000% | $525000.00         | $117670.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $56992.00          | $13672.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $35948.00          | $7611.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 3.0000%  | 0.0000% | $51683.00          | $13224.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-01-01      | 3.5000%  | 0.0000% | $5000.00           | $122.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-03-01      | 4.5000%  | 0.0000% | $9250000.00        | $860304.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-01-01      | 4.0000%  | 0.0000% | $7000.00           | $19.12             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-12-01      | 5.0000%  | 0.0000% | $2000000.00        | $2763.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-08-01      | 6.5000%  | 0.0000% | $200000.00         | $640.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-01-01      | 6.0000%  | 0.0000% | $3100.00           | $47.01             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-12-01      | 5.5000%  | 0.0000% | $109400.00         | $1146.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-07-01      | 7.0000%  | 0.0000% | $3000.00           | $4.97              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-12-01      | 6.0000%  | 0.0000% | $10000.00          | $52.16             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-04-01      | 5.5000%  | 0.0000% | $338834.00         | $1368.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-06-01      | 5.0000%  | 0.0000% | $40000.00          | $10.59             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-04-01      | 5.5000%  | 0.0000% | $8000.00           | $53.89             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-08-01      | 5.5000%  | 0.0000% | $935000.00         | $2081.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-10-01      | 5.5000%  | 0.0000% | $19000.00          | $137.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-01-01      | 5.5000%  | 0.0000% | $12000.00          | $74.93             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-04-01      | 8.5000%  | 0.0000% | $100000.00         | $406.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-06-01      | 5.5000%  | 0.0000% | $13000.00          | $87.72             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-12-01      | 5.5000%  | 0.0000% | $37000.00          | $292.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-07-01      | 5.0000%  | 0.0000% | $30400.00          | $343.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-09-01      | 5.0000%  | 0.0000% | $8000.00           | $64.68             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-01-01      | 5.5000%  | 0.0000% | $35000.00          | $141.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $61010.00          | $48751.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $402250.00         | $103648.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $409540.00         | $400948.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 6.0000%  | 0.0000% | $76453.00          | $60939.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 6.5000%  | 0.0000% | $1090.00           | $834.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $334980.00         | $298567.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $577309.00         | $497477.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1172150.00        | $1178468.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 4.0000%  | 0.0000% | $1623340.00        | $1471664.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $2720.00           | $1772.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1024670.00        | $852423.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1936772.00        | $1891577.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $2136558.00        | $1985646.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $393760.00         | $230020.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $8413294.00        | $6747984.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-05-01      | 7.0000%  | 0.0000% | $3287138.00        | $2162295.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-06-01      | 5.5000%  | 0.0000% | $543891.00         | $487408.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $210378.00         | $213205.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $955.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $75550.00          | $69829.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $1047100.00        | $984561.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $4938846.00        | $4475457.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 7.5000%  | 0.0000% | $1170400.00        | $1085139.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2039-12-01      | 4.0000%  | 0.0000% | $2345713.00        | $1839066.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1097557.00        | $1012317.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1199880.00        | $1103187.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $1901511.00        | $1746703.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $270000.00         | $206627.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-07-01      | 7.0000%  | 0.0000% | $1508916.00        | $1566804.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-07-01      | 5.5000%  | 0.0000% | $309541.00         | $306430.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $11001000.00       | $9198235.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-02-01      | 4.0000%  | 0.0000% | $1535778.00        | $1481026.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $3298040.00        | $2992847.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $2495280.00        | $2469984.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $77591.00          | $77188.44          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $139150.00         | $132698.36         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $1079480.00        | $1034000.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $2862956.00        | $2817323.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $76000.00          | $76358.97          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $108827.00         | $104499.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-09-01      | 5.5000%  | 0.0000% | $1337930.00        | $1261001.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $477929.00         | $484380.08         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 7.0000%  | 0.0000% | $1039334.00        | $526416.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $629452.00         | $592521.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $55700.00          | $42984.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $14791627.00       | $13371466.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $487210.00         | $461644.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $888550.00         | $829988.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1683.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $1188750.00        | $1224220.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $175296.00         | $178297.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $3779349.00        | $3839961.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1745.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $6022033.00        | $5864541.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $25201.00          | $23918.32          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-10-01      | 7.0000%  | 0.0000% | $1006140.00        | $1053576.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 7.5000%  | 0.0000% | $1163836.00        | $1209077.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.5000%  | 0.0000% | $4436203.00        | $4127015.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $6158940.00        | $6148762.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $2341449.00        | $2347544.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $1019124.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $844519.00         | $856416.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $4420918.00        | $4503686.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1977.00           | $2054.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $1256367.00        | $1262849.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1102250.00        | $1151407.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1017907.00        | $1036318.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1778423.00        | $1788264.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $1434700.00        | $1484046.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $4461718.00        | $4379721.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1382478.00        | $1350396.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1180076.00        | $1232004.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1455878.00        | $1514135.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2526176.00        | $2614571.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2970189.00        | $3011413.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $2109350.00        | $2085196.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 7.5000%  | 0.0000% | $1009034.00        | $1084856.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $47010.00          | $47153.18          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1581824.00        | $1605468.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1094290.00        | $1137436.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $1448600.00        | $1485598.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $2289990.00        | $2306502.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1214360.00        | $1269397.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1315970.00        | $1371090.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 7.0000%  | 0.0000% | $1748075.00        | $1850945.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 7.0000%  | 0.0000% | $1084442.00        | $1152551.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $1135399.00        | $1089864.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $2145750.00        | $2165824.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $1312685.00        | $1347999.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $1321183.00        | $1355269.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $4288591.00        | $4467870.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1571246.00        | $1613509.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-05-01      | 5.0000%  | 0.0000% | $1431500.00        | $1443749.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3787296.00        | $3747082.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $1346500.00        | $1418227.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $2797166.00        | $2814616.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $7958810.00        | $7880478.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.0000%  | 0.0000% | $291684.00         | $296951.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 7.5000%  | 0.0000% | $1046242.00        | $1121279.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $1038445.00        | $1024639.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1279723.00        | $1325535.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $6650993.00        | $6832361.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $3190850.00        | $3282808.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $1411953.00        | $1392657.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-05-01      | 5.0000%  | 0.0000% | $1001463.00        | $1013894.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1258943.00        | $1304177.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1247222.00        | $1305504.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $1021127.00        | $1048072.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 4.0000%  | 0.0000% | $4081379.00        | $3790918.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $1032066.00        | $1016686.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.5000%  | 0.0000% | $648035.00         | $698264.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1362000.00        | $1414143.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2823120.00        | $2886735.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $2897527.00        | $2712725.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1100405.00        | $1176561.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $3390908.00        | $3418361.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1112061.00        | $1171759.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1026222.00        | $1086146.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1057476.00        | $1118855.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $1529619.00        | $1503711.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-07-01      | 2.0000%  | 0.0000% | $398000.00         | $138274.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-07-01      | 1.5000%  | 0.0000% | $490000.00         | $275448.14         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-06-01      | 1.5000%  | 0.0000% | $903240.00         | $604601.43         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-01-01      | 1.5000%  | 0.0000% | $456920.00         | $281788.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-03-01      | 1.5000%  | 0.0000% | $2042867.00        | $1300286.29        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-04-01      | 1.5000%  | 0.0000% | $1547754.00        | $1013470.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-11-01      | 4.0000%  | 0.0000% | $183940.00         | $117403.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-12-01      | 3.0000%  | 0.0000% | $338459.00         | $234338.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-09-01      | 5.5000%  | 0.0000% | $15000.00          | $9715.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-08-01      | 4.5000%  | 0.0000% | $1291750.00        | $931830.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1261.59           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-01-01      | 5.0000%  | 0.0000% | $1480751.00        | $1137729.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-09-01      | 5.5000%  | 0.0000% | $178397.00         | $133510.35         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1635.55           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-12-01      | 4.0000%  | 0.0000% | $5520200.00        | $5036639.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-05-01      | 4.0000%  | 0.0000% | $892180.00         | $863567.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-02-01      | 4.0000%  | 0.0000% | $286724.00         | $271852.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 4.0000%  | 0.0000% | $1181880.00        | $1084993.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 4.0000%  | 0.0000% | $288170.00         | $275928.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1827.31           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $775568.00         | $533422.27         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-10-01      | 3.0000%  | 0.0000% | $100000.00         | $17504.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-03-01      | 4.5000%  | 0.0000% | $3359952.00        | $684272.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-10-01      | 2.5000%  | 0.0000% | $3557000.00        | $1717344.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-09-01      | 3.5000%  | 0.0000% | $1279553.00        | $401644.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 3.5000%  | 0.0000% | $196620.00         | $114714.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $7504980.00        | $4990085.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $1365900.00        | $885901.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 1.5000%  | 0.0000% | $790727.00         | $489203.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 1.5000%  | 0.0000% | $1408413.00        | $884950.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $379240.00         | $250256.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $167999.00         | $113171.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $4000.00           | $2624.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $3127292.00        | $2192678.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4196.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 1.5000%  | 0.0000% | $1146902.00        | $735802.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 2.5000%  | 0.0000% | $216797.00         | $153680.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $42000.00          | $30866.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.5000%  | 0.0000% | $47000.00          | $37833.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 4.0000%  | 0.0000% | $24723733.00       | $20335011.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $796.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $9000.00           | $7356.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-03-01      | 4.5000%  | 0.0000% | $465240.00         | $263666.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $1151970.00        | $977252.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1702.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $26405.00          | $21910.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 4.5000%  | 0.0000% | $16000.00          | $11348.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $20000.00          | $13382.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-05-01      | 5.0000%  | 0.0000% | $18000.00          | $11164.64          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 3.5000%  | 0.0000% | $1128825.00        | $906392.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 4.5000%  | 0.0000% | $11000.00          | $9370.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $840.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $491720.00         | $393095.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $930000.00         | $805580.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $14000.00          | $12119.69          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $841.52            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $218000.00         | $156729.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $1670.00           | $1388.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-07-01      | 4.5000%  | 0.0000% | $27990.00          | $19233.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-08-01      | 5.5000%  | 0.0000% | $50000.00          | $30986.84          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-06-01      | 5.5000%  | 0.0000% | $496461.00         | $307414.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-07-01      | 3.5000%  | 0.0000% | $1000.00           | $797.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $887.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $232000.00         | $197917.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $542982.00         | $429062.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-10-01      | 5.5000%  | 0.0000% | $4000.00           | $2755.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $2885625.00        | $2138586.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 7.0000%  | 0.0000% | $730045.00         | $471288.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 5.0000%  | 0.0000% | $32645.00          | $29455.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 7.5000%  | 0.0000% | $29801010.00       | $19579256.45       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-11-01      | 6.5000%  | 0.0000% | $30000.00          | $15890.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 7.5000%  | 0.0000% | $3415650.00        | $1998978.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 5.5000%  | 0.0000% | $8000.00           | $6995.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $10000.00          | $7837.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 3.0000%  | 0.0000% | $1106399.00        | $897389.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $9956228.00        | $4684037.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 4.0000%  | 0.0000% | $837360.00         | $709361.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1825.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-01-01      | 6.0000%  | 0.0000% | $1000.00           | $518.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-06-01      | 5.0000%  | 0.0000% | $69000.00          | $52125.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-05-01      | 6.0000%  | 0.0000% | $507011.00         | $327059.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-06-01      | 5.5000%  | 0.0000% | $143400.00         | $113633.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 7.5000%  | 0.0000% | $71980.00          | $36108.43          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 4.0000%  | 0.0000% | $41092153.00       | $37455177.74       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $37000.00          | $32126.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-07-01      | 5.0000%  | 0.0000% | $56500.00          | $43469.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-07-01      | 6.0000%  | 0.0000% | $325000.00         | $205490.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-07-01      | 4.5000%  | 0.0000% | $398940.00         | $380155.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-07-01      | 6.0000%  | 0.0000% | $333246.00         | $214421.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 4.5000%  | 0.0000% | $789419.00         | $728516.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 7.5000%  | 0.0000% | $19097426.00       | $12834833.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-07-01      | 4.5000%  | 0.0000% | $65097.00          | $54304.26          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-09-01      | 7.5000%  | 0.0000% | $2967121.00        | $2231611.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-09-01      | 4.5000%  | 0.0000% | $150000.00         | $124182.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-09-01      | 4.0000%  | 0.0000% | $324191.00         | $264851.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $2673400.00        | $2536082.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-12-01      | 4.0000%  | 0.0000% | $751233.00         | $691820.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $4812600.00        | $4430722.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3578.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $542300.00         | $492660.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $96763.00          | $93149.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $23890.00          | $22000.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-11-01      | 5.0000%  | 0.0000% | $110000.00         | $92372.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 7.5000%  | 0.0000% | $7576301.00        | $4774442.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-10-01      | 6.0000%  | 0.0000% | $175616.00         | $143341.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-11-01      | 4.0000%  | 0.0000% | $183000.00         | $171908.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-02-01      | 5.5000%  | 0.0000% | $1720010.00        | $1622001.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 7.5000%  | 0.0000% | $3020.00           | $2426.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 7.5000%  | 0.0000% | $3024978.00        | $2629309.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $556279950.00      | $507543321.55      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $23990.00          | $23196.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $437142781.00      | $432546814.68      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-02-01      | 5.0000%  | 0.0000% | $718579.00         | $653064.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-12-01      | 3.0000%  | 0.0000% | $163802.00         | $150041.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.5000%  | 0.0000% | $1018.00           | $965.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $1212880.00        | $1124460.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-04-01      | 6.0000%  | 0.0000% | $10000000.00       | $10185159.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 4.0000%  | 0.0000% | $3517835.00        | $3405964.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 5.0000%  | 0.0000% | $1423043.00        | $1395815.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-03-01      | 4.5000%  | 0.0000% | $195000.00         | $186927.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 7.5000%  | 0.0000% | $21687056.00       | $18793800.79       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-02-01      | 4.0000%  | 0.0000% | $69090.00          | $64169.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $4035835.00        | $3710321.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.0000%  | 0.0000% | $7261601.00        | $7208181.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-04-01      | 5.5000%  | 0.0000% | $345440.00         | $343325.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 5.0000%  | 0.0000% | $2795870.00        | $2719731.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-04-01      | 5.5000%  | 0.0000% | $687600.00         | $698257.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 6.0000%  | 0.0000% | $372584.00         | $377706.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.5000%  | 0.0000% | $457816.00         | $445853.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.5000%  | 0.0000% | $821240.00         | $738251.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 4.0000%  | 0.0000% | $4135981.00        | $3991745.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-06-01      | 5.0000%  | 0.0000% | $55384.00          | $55306.69          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 5.0000%  | 0.0000% | $66563.00          | $65791.50          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2045-04-01      | 7.5000%  | 0.0000% | $1819062.00        | $1940942.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-02-01      | 6.0000%  | 0.0000% | $1076589.00        | $1071350.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-02-01      | 3.0000%  | 0.0000% | $605710.00         | $568441.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-04-01      | 3.5000%  | 0.0000% | $406276.00         | $385568.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 3.5000%  | 0.0000% | $291000.00         | $247102.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $7385983.00        | $7668905.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 3.0000%  | 0.0000% | $251097.00         | $237187.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 7.0000%  | 0.0000% | $6025489.00        | $6300969.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-06-01      | 6.0000%  | 0.0000% | $7580611.00        | $7685223.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-06-01      | 5.5000%  | 0.0000% | $122600.00         | $125554.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 6.5000%  | 0.0000% | $170900.00         | $174258.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-06-01      | 5.5000%  | 0.0000% | $62515.00          | $63903.39          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $3182080.00        | $3329424.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $129570081.00      | $132259869.46      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $7438746.00        | $7718986.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 7.0000%  | 0.0000% | $680000.00         | $720452.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-06-01      | 5.0000%  | 0.0000% | $2009365.00        | $2044685.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-06-01      | 6.5000%  | 0.0000% | $704069.00         | $734998.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-06-01      | 3.5000%  | 0.0000% | $804826.00         | $777545.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-12-01      | 5.5000%  | 0.0000% | $1946000.00        | $37919.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-02-01      | 5.0000%  | 0.0000% | $50000.00          | $1623.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $680073.00         | $25896.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 5.0000%  | 0.0000% | $308423.00         | $12733.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $64.11             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2025-07-25      | 4.5000%  | 0.0000% | $1300000.00        | $75.90             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-08-01      | 4.0000%  | 0.0000% | $25000.00          | $806.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-08-01      | 4.5000%  | 0.0000% | $46000.00          | $1181.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-02-01      | 5.5000%  | 0.0000% | $5000.00           | $105.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 6.5000%  | 0.0000% | $6000.00           | $99.59             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 6.5000%  | 0.0000% | $3000.00           | $90.03             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $895.52            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $998000.00         | $729730.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1573.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1708.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $27908917.00       | $23351044.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $36372.00          | $31014.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $180.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 3.0000%  | 0.0000% | $5000.00           | $845.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-01-01      | 2.5000%  | 0.0000% | $1138348.00        | $162529.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $158.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 4.0000%  | 0.0000% | $18229029.00       | $2960532.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 3.0000%  | 0.0000% | $852566.00         | $177610.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $1244492.00        | $255307.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-05-01      | 3.0000%  | 0.0000% | $61836.00          | $10042.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $39579.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-10-01      | 5.0000%  | 0.0000% | $210000.00         | $12497.19          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-08-01      | 5.0000%  | 0.0000% | $70000.00          | $3982.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-08-01      | 4.5000%  | 0.0000% | $48125.00          | $2795.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-11-01      | 4.5000%  | 0.0000% | $17000.00          | $480.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-12-01      | 4.5000%  | 0.0000% | $7268.00           | $154.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-12-01      | 5.0000%  | 0.0000% | $172863.00         | $4885.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 4.5000%  | 0.0000% | $742000.00         | $15174.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-06-01      | 4.5000%  | 0.0000% | $200000.00         | $6765.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-08-01      | 4.5000%  | 0.0000% | $35000.00          | $1742.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-10-01      | 4.5000%  | 0.0000% | $31000.00          | $1761.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-01-01      | 4.5000%  | 0.0000% | $8145290.00        | $141169.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-02-01      | 5.5000%  | 0.0000% | $100000.00         | $2873.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-07-01      | 5.5000%  | 0.0000% | $565773.00         | $44804.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-09-01      | 4.5000%  | 0.0000% | $63000.00          | $738.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $88000.00          | $3405.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-12-01      | 4.0000%  | 0.0000% | $64000.00          | $1738.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $11000.00          | $620.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-02-01      | 4.0000%  | 0.0000% | $32000.00          | $1079.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-10-01      | 3.0000%  | 0.0000% | $64000.00          | $10206.52          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $44000.00          | $7941.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-02-01      | 3.0000%  | 0.0000% | $30000.00          | $6273.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-03-01      | 3.0000%  | 0.0000% | $60000.00          | $12784.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-02-01      | 3.0000%  | 0.0000% | $18000.00          | $2523.18           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-09-01      | 3.5000%  | 0.0000% | $52000.00          | $8771.39           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-04-01      | 3.0000%  | 0.0000% | $70000.00          | $18756.67          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-05-01      | 3.0000%  | 0.0000% | $21000.00          | $5962.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $22000.00          | $5228.61           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-01-01      | 3.5000%  | 0.0000% | $12497990.00       | $2232787.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-06-01      | 4.0000%  | 0.0000% | $5543970.00        | $1091423.81        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-09-01      | 4.5000%  | 0.0000% | $67000.00          | $16086.53          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-08-01      | 3.5000%  | 0.0000% | $17000.00          | $3760.98           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-01-01      | 3.5000%  | 0.0000% | $110000.00         | $32537.62          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-10-01      | 4.0000%  | 0.0000% | $9100.00           | $664.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-10-01      | 5.0000%  | 0.0000% | $5800.00           | $555.63            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-08-01      | 4.5000%  | 0.0000% | $2000.00           | $541.61            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-10-01      | 4.0000%  | 0.0000% | $76050.00          | $32590.69          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-06-01      | 1.5000%  | 0.0000% | $150491.00         | $105823.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-11-01      | 3.5000%  | 0.0000% | $5000.00           | $1263.88           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1337.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-10-01      | 2.0000%  | 0.0000% | $49000.00          | $30041.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-04-01      | 3.0000%  | 0.0000% | $1779667.00        | $1044159.43        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-05-01      | 3.0000%  | 0.0000% | $34990.00          | $26308.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-07-01      | 3.0000%  | 0.0000% | $981450.00         | $769813.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-07-01      | 3.0000%  | 0.0000% | $198370.00         | $156349.89         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-07-01      | 6.0000%  | 0.0000% | $771010.00         | $662841.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-11-01      | 1.5000%  | 0.0000% | $4740034.00        | $3954538.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2039-12-01      | 5.0000%  | 0.0000% | $1222988.00        | $1165740.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-03-01      | 3.5000%  | 0.0000% | $1262763.00        | $276537.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-05-01      | 3.0000%  | 0.0000% | $50000.00          | $10785.04          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-05-01      | 3.5000%  | 0.0000% | $1167884.00        | $295053.53         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 4.0000%  | 0.0000% | $13000.00          | $3914.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1112.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 3.5000%  | 0.0000% | $6000.00           | $2524.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $3500000.00        | $1974864.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 4.0000%  | 0.0000% | $65000.00          | $19863.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-03-01      | 2.5000%  | 0.0000% | $140000.00         | $63819.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $301.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $15000.00          | $4539.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $5000.00           | $2966.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $180000.00         | $121886.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $336.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $320.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 4.5000%  | 0.0000% | $290000.00         | $95405.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $377.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-06-01      | 2.0000%  | 0.0000% | $5000.00           | $2764.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 4.0000%  | 0.0000% | $5000.00           | $2204.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $988.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 3.5000%  | 0.0000% | $7000.00           | $3097.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-09-01      | 2.0000%  | 0.0000% | $71730.00          | $39584.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-09-01      | 2.5000%  | 0.0000% | $5990.00           | $3339.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $2701990.00        | $1717842.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $550000.00         | $349005.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $1945.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $11710.00          | $7481.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-11-01      | 5.0000%  | 0.0000% | $29000.00          | $15244.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-11-01      | 4.0000%  | 0.0000% | $9000.00           | $4469.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $2594990.00        | $1734253.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $1400000.00        | $919359.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $126513.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 3.5000%  | 0.0000% | $200000.00         | $105300.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $4640280.00        | $3294871.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $467.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $229120.00         | $126211.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $790000.00         | $497690.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $2545.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $125000.00         | $108842.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 3.5000%  | 0.0000% | $957200.00         | $781783.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 2.0000%  | 0.0000% | $5000.00           | $3621.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $99000.00          | $82486.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $75000.00          | $57777.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.5000%  | 0.0000% | $1200000.00        | $949404.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 4.0000%  | 0.0000% | $8000.00           | $6487.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $207000.00         | $180232.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $205752.00         | $160774.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 6.0000%  | 0.0000% | $200000.00         | $186575.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $100000.00         | $85921.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $853.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 2.5000%  | 0.0000% | $2944.00           | $2232.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 4.5000%  | 0.0000% | $207451.00         | $186345.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $4950000.00        | $3955543.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $864.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $41479667.00       | $29496741.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-07-01      | 4.0000%  | 0.0000% | $2615000.00        | $1942481.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 6.5000%  | 0.0000% | $1200000.00        | $943025.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1749.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $400000.00         | $343245.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $2300000.00        | $1922278.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $65000.00          | $61863.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $792.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 5.0000%  | 0.0000% | $228000.00         | $209041.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $474000.00         | $350349.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.5000%  | 0.0000% | $4261710.00        | $3897625.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $46580.00          | $41600.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $1100000.00        | $1027109.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-07-01      | 6.0000%  | 0.0000% | $1425190.00        | $993087.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $4725000.00        | $4533606.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $100000.00         | $91481.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $124991.00         | $102775.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 7.0000%  | 0.0000% | $136670.00         | $114925.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 7.0000%  | 0.0000% | $23966050.00       | $21711140.29       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $4529244.00        | $3487453.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-07-01      | 2.5000%  | 0.0000% | $1100000.00        | $882384.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $15455573.00       | $11220863.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-10-01      | 4.5000%  | 0.0000% | $2134169.00        | $1288355.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $895780.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $5900000.00        | $5589326.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 6.0000%  | 0.0000% | $950000.00         | $901065.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $4342000.00        | $4186987.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $472000.00         | $423948.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1125185.00        | $956068.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-10-01      | 5.5000%  | 0.0000% | $32110.00          | $30026.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 3.5000%  | 0.0000% | $1403070.00        | $1188935.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 7.0000%  | 0.0000% | $23875370.00       | $21193445.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1443259.00        | $1394284.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $12057864.00       | $10183360.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $994000.00         | $926383.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $765511.00         | $649971.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-25      | 2.5000%  | 0.0000% | $248460.00         | $180483.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $12579389.00       | $13095223.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $13697888.00       | $14328136.10       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-03-01      | 5.0000%  | 0.0000% | $7654150.00        | $7641675.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $34304086.00       | $35300453.41       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 7.5000%  | 0.0000% | $2227630.00        | $2397000.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.5000%  | 0.0000% | $6759219.00        | $7069368.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-05-01      | 6.0000%  | 0.0000% | $2807937.00        | $2893986.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.0000%  | 0.0000% | $49910127.00       | $50956459.52       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $300000.00         | $228146.13         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-02-01      | 7.5000%  | 0.0000% | $1735760.00        | $1069313.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-05-01      | 6.5000%  | 0.0000% | $1000.00           | $6.91              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 7.0000%  | 0.0000% | $2588000.00        | $20257.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 5.5000%  | 0.0000% | $100876.00         | $864.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 5.5000%  | 0.0000% | $34000.00          | $206.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 5.5000%  | 0.0000% | $59182.00          | $401.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-05-01      | 5.5000%  | 0.0000% | $9000.00           | $94.19             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 5.0000%  | 0.0000% | $12000.00          | $149.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-10-01      | 6.5000%  | 0.0000% | $200000.00         | $3799.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 5.5000%  | 0.0000% | $15000.00          | $204.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 4.5000%  | 0.0000% | $204899.00         | $2996.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-11-01      | 6.5000%  | 0.0000% | $2250000.00        | $29444.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 6.5000%  | 0.0000% | $12000.00          | $82.21             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-05-01      | 6.0000%  | 0.0000% | $51000.00          | $285.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $1315001.00        | $9772.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-01-01      | 4.5000%  | 0.0000% | $600016.00         | $14.47             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-07-01      | 5.5000%  | 0.0000% | $10000.00          | $154.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-07-01      | 3.5000%  | 0.0000% | $4000.00           | $49.80             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-06-01      | 5.0000%  | 0.0000% | $2009125.00        | $2.54              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-04-01      | 2.5000%  | 0.0000% | $18000.00          | $2106.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 3.5000%  | 0.0000% | $5010.00           | $1434.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-04-01      | 4.0000%  | 0.0000% | $10000.00          | $849.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-09-01      | 5.5000%  | 0.0000% | $75000.00          | $1064.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 6.5000%  | 0.0000% | $1000.00           | $7.50              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 5.5000%  | 0.0000% | $269255.00         | $1567.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 5.5000%  | 0.0000% | $10000.00          | $78.32             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-10-01      | 6.5000%  | 0.0000% | $1747000.00        | $17208.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 5.0000%  | 0.0000% | $1000.00           | $4.82              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 5.5000%  | 0.0000% | $17707.00          | $77.78             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 5.0000%  | 0.0000% | $5000.00           | $54.92             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 5.0000%  | 0.0000% | $25000.00          | $122.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 5.5000%  | 0.0000% | $450221.00         | $1723.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 5.5000%  | 0.0000% | $6000.00           | $16.06             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 5.5000%  | 0.0000% | $15000.00          | $88.00             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 5.5000%  | 0.0000% | $5000.00           | $23.79             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 5.5000%  | 0.0000% | $656206.00         | $3118.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4.58              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 5.5000%  | 0.0000% | $1000.00           | $3.25              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 7.0000%  | 0.0000% | $130000.00         | $1233.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.0000%  | 0.0000% | $172000.00         | $1616.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 5.5000%  | 0.0000% | $337663.00         | $1441.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-09-01      | 6.0000%  | 0.0000% | $4000.00           | $94.52             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-04-01      | 4.5000%  | 0.0000% | $35000.00          | $1314.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-05-01      | 5.0000%  | 0.0000% | $40000.00          | $1703.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 6.0000%  | 0.0000% | $20000.00          | $42.35             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 7.0000%  | 0.0000% | $929000.00         | $3201.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 6.5000%  | 0.0000% | $2000.00           | $3.73              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 5.5000%  | 0.0000% | $41000.00          | $250.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 6.0000%  | 0.0000% | $40764.00          | $555.07            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 5.5000%  | 0.0000% | $5000.00           | $37.70             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 5.5000%  | 0.0000% | $22000.00          | $86.12             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 6.5000%  | 0.0000% | $1000.00           | $16.64             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 6.0000%  | 0.0000% | $10000.00          | $116.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 6.0000%  | 0.0000% | $115000.00         | $343.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-11-01      | 7.0000%  | 0.0000% | $70000.00          | $2094.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-12-01      | 5.5000%  | 0.0000% | $1000.00           | $10.62             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.5000%  | 0.0000% | $5000.00           | $47.96             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 4.5000%  | 0.0000% | $75000.00          | $1469.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 6.0000%  | 0.0000% | $22000.00          | $761.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-02-01      | 7.0000%  | 0.0000% | $70000.00          | $757.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.0000%  | 0.0000% | $262694.00         | $2091.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.0000%  | 0.0000% | $62000.00          | $217.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-08-01      | 6.0000%  | 0.0000% | $10000.00          | $88.50             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 7.0000%  | 0.0000% | $70000.00          | $1491.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 5.5000%  | 0.0000% | $17000.00          | $117.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-10-01      | 6.0000%  | 0.0000% | $17000.00          | $220.33            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-04-01      | 4.5000%  | 0.0000% | $43740.00          | $787.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $85000.00          | $2800.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 4.5000%  | 0.0000% | $6000.00           | $74.33             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-06-01      | 4.5000%  | 0.0000% | $5000.00           | $191.95            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-07-01      | 4.5000%  | 0.0000% | $35000.00          | $3617.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-05-01      | 4.5000%  | 0.0000% | $70000.00          | $1999.67           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-05-01      | 4.5000%  | 0.0000% | $640000.00         | $21010.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-04-01      | 4.5000%  | 0.0000% | $300000.00         | $8505.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-11-01      | 4.5000%  | 0.0000% | $1200000.00        | $61190.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $71451.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-11-01      | 4.5000%  | 0.0000% | $1100000.00        | $57021.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-01-01      | 3.5000%  | 0.0000% | $1300000.00        | $65003.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-12-01      | 4.5000%  | 0.0000% | $200000.00         | $14232.69          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-04-01      | 3.5000%  | 0.0000% | $29000.00          | $1850.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-08-01      | 3.0000%  | 0.0000% | $25000.00          | $1547.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-09-01      | 3.0000%  | 0.0000% | $29000.00          | $2583.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-11-01      | 3.5000%  | 0.0000% | $1598000.00        | $240728.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-11-01      | 4.0000%  | 0.0000% | $225000.00         | $25500.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $32000.00          | $3013.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $9396990.00        | $1559515.44        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $149476.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-09-01      | 3.5000%  | 0.0000% | $19000.00          | $1952.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-10-01      | 3.0000%  | 0.0000% | $17000.00          | $2559.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-05-01      | 3.5000%  | 0.0000% | $19805.00          | $2324.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $123.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-12-01      | 3.5000%  | 0.0000% | $500000.00         | $49515.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-04-01      | 3.0000%  | 0.0000% | $27000.00          | $1422.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $818.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $109.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-10-01      | 3.5000%  | 0.0000% | $170000.00         | $16435.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-10-01      | 3.5000%  | 0.0000% | $340000.00         | $34065.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $352.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-01-01      | 3.0000%  | 0.0000% | $2697000.00        | $354592.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-03-01      | 3.5000%  | 0.0000% | $5000.00           | $498.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-03-01      | 4.0000%  | 0.0000% | $188998.00         | $23030.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-10-01      | 3.5000%  | 0.0000% | $25000.00          | $2174.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-11-01      | 4.0000%  | 0.0000% | $6000.00           | $530.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-12-01      | 4.5000%  | 0.0000% | $151000.00         | $11355.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-02-01      | 5.0000%  | 0.0000% | $15000.00          | $1319.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-08-01      | 3.0000%  | 0.0000% | $75000.00          | $11763.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-09-01      | 3.0000%  | 0.0000% | $165000.00         | $27064.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-09-01      | 2.5000%  | 0.0000% | $32862.00          | $6225.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $4000.00           | $667.76            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 4.0000%  | 0.0000% | $68663.00          | $9395.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-11-01      | 3.0000%  | 0.0000% | $57558.00          | $1489.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-01-01      | 3.5000%  | 0.0000% | $1039000.00        | $158362.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 3.5000%  | 0.0000% | $30000.00          | $5406.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-02-01      | 3.5000%  | 0.0000% | $184000.00         | $26372.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 4.0000%  | 0.0000% | $19000.00          | $2598.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $137.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-03-01      | 3.0000%  | 0.0000% | $23000.00          | $869.63            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 4.5000%  | 0.0000% | $674727.00         | $64186.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $102.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 3.5000%  | 0.0000% | $351000.00         | $38007.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $88.06             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $173.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 3.5000%  | 0.0000% | $1936116.00        | $213415.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.0000%  | 0.0000% | $48000.00          | $4859.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1597.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $97.07             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-07-01      | 3.5000%  | 0.0000% | $2000.00           | $209.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-08-01      | 3.5000%  | 0.0000% | $385000.00         | $44184.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-09-01      | 3.5000%  | 0.0000% | $543000.00         | $68166.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $41000.00          | $5729.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 3.5000%  | 0.0000% | $14000.00          | $1788.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-10-01      | 3.0000%  | 0.0000% | $7500.00           | $408.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-10-01      | 3.0000%  | 0.0000% | $50000.00          | $4875.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $3601000.00        | $472341.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $2060.00           | $273.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1199.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-11-01      | 3.0000%  | 0.0000% | $215000.00         | $12033.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $632310.00         | $88784.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $67.69             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 3.0000%  | 0.0000% | $2000.00           | $315.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-01-01      | 3.0000%  | 0.0000% | $13000.00          | $761.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 3.5000%  | 0.0000% | $255000.00         | $33731.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 4.0000%  | 0.0000% | $53000.00          | $6527.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-01-01      | 4.5000%  | 0.0000% | $612600.00         | $76505.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-02-01      | 3.0000%  | 0.0000% | $43902.00          | $3026.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1044.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-05-01      | 3.5000%  | 0.0000% | $4493.00           | $298.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-04-01      | 3.5000%  | 0.0000% | $10000.00          | $700.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-05-01      | 4.0000%  | 0.0000% | $43000.00          | $3928.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-06-01      | 3.5000%  | 0.0000% | $32000.00          | $3384.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 4.0000%  | 0.0000% | $13000.00          | $1459.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-06-01      | 4.0000%  | 0.0000% | $10000.00          | $891.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-07-01      | 3.5000%  | 0.0000% | $115000.00         | $12681.35          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $3000.00           | $219.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-08-01      | 4.5000%  | 0.0000% | $2675000.00        | $220858.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $10000.00          | $5607.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 1.5000%  | 0.0000% | $3134.00           | $1904.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 2.0000%  | 0.0000% | $8834719.00        | $5411504.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 4.0000%  | 0.0000% | $213050.00         | $196184.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $5334600.00        | $5221266.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $8020.00           | $8034.69           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $196220.00         | $198021.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 5.0000%  | 0.0000% | $475000.00         | $450259.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $500000.00         | $401850.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $2086240.00        | $1905023.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 4.0000%  | 0.0000% | $5092266.00        | $4409806.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-10-01      | 6.0000%  | 0.0000% | $4376199.00        | $4312492.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 4.0000%  | 0.0000% | $5866078.00        | $5403320.81        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 4.5000%  | 0.0000% | $430794.00         | $408260.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $594660.00         | $565810.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $2980.00           | $2878.34           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-11-01      | 5.0000%  | 0.0000% | $4211382.00        | $4102493.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $43830.00          | $44807.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $1854230.00        | $1819598.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2045-05-01      | 6.0000%  | 0.0000% | $1445172.00        | $1471724.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-09-01      | 2.0000%  | 0.0000% | $75000.00          | $16817.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-05-01      | 1.5000%  | 0.0000% | $1152498.00        | $676370.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-08-01      | 2.0000%  | 0.0000% | $681445.00         | $420789.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-12-01      | 2.0000%  | 0.0000% | $968999.00         | $592034.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-11-01      | 2.0000%  | 0.0000% | $1960.00           | $1327.07           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-03-01      | 1.5000%  | 0.0000% | $3288323.00        | $2104437.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-04-01      | 1.5000%  | 0.0000% | $108980.00         | $71352.85          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-02-01      | 1.5000%  | 0.0000% | $699434.00         | $438267.75         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-03-01      | 1.5000%  | 0.0000% | $983303.00         | $630007.25         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-03-01      | 1.5000%  | 0.0000% | $840175.00         | $531781.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-03-01      | 4.0000%  | 0.0000% | $100000.00         | $19100.24          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-04-01      | 3.0000%  | 0.0000% | $6000000.00        | $2858110.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-10-01      | 2.0000%  | 0.0000% | $360000.00         | $173998.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $260409.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-12-01      | 1.5000%  | 0.0000% | $47000.00          | $26329.35          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-02-01      | 2.5000%  | 0.0000% | $1420000.00        | $787401.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-02-01      | 1.5000%  | 0.0000% | $87390.00          | $47503.29          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $129990.00         | $82267.82          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $1013.00           | $713.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $3890554.00        | $2788196.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-12-01      | 3.0000%  | 0.0000% | $1139144.00        | $792921.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $61115.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $685.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $10000.00          | $6508.62           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $496970.00         | $424478.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $1173000.00        | $849695.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $159851.00         | $110000.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $350000.00         | $271720.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $17500.00          | $13062.37          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-30      | 6.0000%  | 0.0000% | $787642.00         | $592699.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 2.5000%  | 0.0000% | $4772847.00        | $3275187.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $997607.00         | $781409.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $1898000.00        | $1628738.67        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-06-01      | 6.0000%  | 0.0000% | $345336.00         | $353483.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-06-01      | 2.5000%  | 0.0000% | $524979.00         | $159063.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-07-01      | 1.5000%  | 0.0000% | $921451.00         | $640476.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-06-01      | 2.0000%  | 0.0000% | $534017.00         | $282226.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-11-01      | 1.5000%  | 0.0000% | $2980.00           | $1909.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-01-01      | 2.0000%  | 0.0000% | $50000.00          | $30725.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-02-01      | 2.0000%  | 0.0000% | $275000.00         | $174456.06         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-11-01      | 5.5000%  | 0.0000% | $672200.00         | $406352.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-10-01      | 6.0000%  | 0.0000% | $991286.00         | $661544.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-04-01      | 5.5000%  | 0.0000% | $1529240.00        | $1524565.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-06-01      | 5.0000%  | 0.0000% | $3960562.00        | $4018523.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-10-01      | 1.5000%  | 0.0000% | $115000.00         | $60850.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-12-01      | 3.5000%  | 0.0000% | $99000.00          | $75315.85          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-04-25      | 2.5000%  | 0.0000% | $1381231.00        | $1075120.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-02-01      | 6.0000%  | 0.0000% | $200000.00         | $160821.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-03-01      | 6.0000%  | 0.0000% | $52012.00          | $42567.82          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-04-01      | 5.0000%  | 0.0000% | $162633.00         | $155753.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-06-01      | 6.0000%  | 0.0000% | $1711680.00        | $1116945.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 5.5000%  | 0.0000% | $50000.00          | $44799.26          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 7.0000%  | 0.0000% | $1265148.00        | $1185340.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-04-01      | 3.0000%  | 0.0000% | $281397.00         | $222534.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-04-01      | 1.5000%  | 0.0000% | $246785.00         | $162288.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-05-01      | 1.5000%  | 0.0000% | $237337.00         | $161992.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-08-01      | 3.0000%  | 0.0000% | $35436.00          | $21701.51          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-10-01      | 3.0000%  | 0.0000% | $618581.00         | $497246.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-06-01      | 4.0000%  | 0.0000% | $205822.00         | $137715.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-11-01      | 4.0000%  | 0.0000% | $634591.00         | $584722.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-06-01      | 6.0000%  | 0.0000% | $1017.00           | $741.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-06-01      | 6.0000%  | 0.0000% | $1000.00           | $752.43            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2039-06-01      | 6.0000%  | 0.0000% | $1088580.00        | $869983.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-07-01      | 6.0000%  | 0.0000% | $1101283.00        | $744749.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2039-07-01      | 6.0000%  | 0.0000% | $1069700.00        | $665374.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-08-01      | 6.0000%  | 0.0000% | $1009.00           | $687.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $1066718.00        | $1083619.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-05-01      | 6.0000%  | 0.0000% | $1007278.00        | $1039191.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2039-11-01      | 4.0000%  | 0.0000% | $37418.00          | $32913.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-12-01      | 4.0000%  | 0.0000% | $540110.00         | $485287.01         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2039-12-01      | 4.0000%  | 0.0000% | $1561909.00        | $1460573.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-01-01      | 4.0000%  | 0.0000% | $3634724.00        | $3436958.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-01-01      | 4.0000%  | 0.0000% | $928879.00         | $892079.34         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-01-01      | 4.0000%  | 0.0000% | $485504.00         | $458565.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-02-01      | 4.0000%  | 0.0000% | $1086975.00        | $1046061.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-02-01      | 4.0000%  | 0.0000% | $863657.00         | $833386.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-03-01      | 6.0000%  | 0.0000% | $1001.00           | $992.07            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $1004546.00        | $1008892.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-04-01      | 4.0000%  | 0.0000% | $600481.00         | $579159.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $1610463.00        | $1621164.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-05-01      | 6.0000%  | 0.0000% | $1185500.00        | $1223443.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-06-01      | 3.5000%  | 0.0000% | $400000.00         | $386502.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-09-01      | 6.5000%  | 0.0000% | $2080000.00        | $1215.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-05-01      | 7.5000%  | 0.0000% | $378760.00         | $180.14            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-08-01      | 7.5000%  | 0.0000% | $20000.00          | $49.11             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-07-01      | 8.0000%  | 0.0000% | $59964.00          | $23.26             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-11-01      | 7.5000%  | 0.0000% | $605753.00         | $179.92            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-03-01      | 5.0000%  | 0.0000% | $5000.00           | $37.26             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-12-01      | 5.5000%  | 0.0000% | $936000.00         | $1423.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 5.5000%  | 0.0000% | $25000.00          | $65.59             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-02-01      | 5.5000%  | 0.0000% | $12205.00          | $141.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-09-01      | 6.0000%  | 0.0000% | $1000.00           | $7.90              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-05-01      | 7.5000%  | 0.0000% | $626020.00         | $1094.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-10-01      | 8.0000%  | 0.0000% | $563540.00         | $282.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-04-01      | 6.0000%  | 0.0000% | $73000.00          | $24.80             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-05-01      | 7.5000%  | 0.0000% | $114116.00         | $140.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1.11              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-01-01      | 8.0000%  | 0.0000% | $1000.00           | $1.91              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-04-01      | 6.5000%  | 0.0000% | $50000.00          | $37.27             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2030-12-01      | 7.0000%  | 0.0000% | $100000.00         | $440.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-06-01      | 7.0000%  | 0.0000% | $7000.00           | $9.51              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-12-01      | 7.0000%  | 0.0000% | $21000.00          | $29.66             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-02-01      | 4.0000%  | 0.0000% | $51000.00          | $80.68             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-03-01      | 4.0000%  | 0.0000% | $25000.00          | $1398.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $240.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-06-01      | 4.5000%  | 0.0000% | $2000.00           | $130.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $98151.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-04-01      | 4.5000%  | 0.0000% | $386440.00         | $19457.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-04-01      | 4.5000%  | 0.0000% | $120000.00         | $7196.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2027-04-01      | 4.0000%  | 0.0000% | $203000.00         | $2017.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1412.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $4673981.00        | $3296614.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $5000.00           | $2948.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1382.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $2566850.00        | $1819045.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $3400000.00        | $2053876.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-07-01      | 3.5000%  | 0.0000% | $18500.00          | $9601.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2123.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1884.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 3.0000%  | 0.0000% | $300000.00         | $183552.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $100000.00         | $53201.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 4.5000%  | 0.0000% | $98040.00          | $56058.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $650.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $2374909.00        | $1526558.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $9000.00           | $5208.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1661004.00        | $1154992.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $99000.00          | $62999.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $12000.00          | $8338.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $3400000.00        | $2215780.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $16000.00          | $10384.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $155000.00         | $86847.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $7940.00           | $5365.78           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $128343.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $31162.00          | $22372.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $1379.00           | $896.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-01-01      | 3.5000%  | 0.0000% | $25000.00          | $12751.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-02-01      | 3.0000%  | 0.0000% | $100000.00         | $63955.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 3.5000%  | 0.0000% | $97960.00          | $64221.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $467970.00         | $314898.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $5097980.00        | $3216376.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $599000.00         | $392657.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $411170.00         | $291885.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-01-01      | 3.0000%  | 0.0000% | $200000.00         | $127341.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $330000.00         | $220834.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $66899.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $3783230.00        | $2680043.85        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.0000%  | 0.0000% | $300000.00         | $195700.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $8765000.00        | $5780146.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $400000.00         | $278707.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $141708.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $334000.00         | $235384.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $700000.00         | $498553.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $1999.00           | $1404.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3036.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $577020.00         | $366868.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $154692.00         | $104319.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $194654.00         | $144509.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $2150000.00        | $1531431.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $95000.00          | $66361.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $1476000.00        | $1059855.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $1010.00           | $681.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $50000.00          | $32693.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $6225750.00        | $4466801.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $1744980.00        | $1155498.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $30000.00          | $22344.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $5147468.00        | $3545576.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $180000.00         | $135191.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-02-01      | 4.0000%  | 0.0000% | $2000.00           | $99.48             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2026-04-01      | 4.5000%  | 0.0000% | $3152139.00        | $18660.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-04-01      | 3.5000%  | 0.0000% | $1000.00           | $53.14             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-07-01      | 4.5000%  | 0.0000% | $29000.00          | $2201.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-11-01      | 3.5000%  | 0.0000% | $1000.00           | $85.68             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1025.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1744.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-04-01      | 5.0000%  | 0.0000% | $1646752.00        | $1648271.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $3821970.00        | $3669716.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 6.0000%  | 0.0000% | $2810050.00        | $2661238.08        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-10-01      | 6.0000%  | 0.0000% | $710729.00         | $624683.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $7103035.00        | $6528125.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 4.0000%  | 0.0000% | $1483981.00        | $1102266.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $359296.00         | $364730.47         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $1270179.00        | $1290534.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $296221.00         | $281153.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $1009.00           | $932.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $953.33            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $1838750.00        | $1922152.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1117040.00        | $1123525.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 4.5000%  | 0.0000% | $1019505.00        | $970108.91         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $806516.00         | $790590.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.5000%  | 0.0000% | $1275787.00        | $1250739.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $3243160.00        | $3070648.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 7.0000%  | 0.0000% | $10245583.00       | $10072934.78       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $1867113.00        | $1865001.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $1681186.00        | $1677669.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.5000%  | 0.0000% | $1413695.00        | $1108019.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $2062197.00        | $2035720.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $1377067.00        | $1402531.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $1833523.00        | $1874141.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 6.0000%  | 0.0000% | $1143940.00        | $1172010.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-01-01      | 5.5000%  | 0.0000% | $1021301.00        | $1024356.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1041176.00        | $962472.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $804619.00         | $704040.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1155800.00        | $1068729.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1056937.00        | $1103417.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-05-01      | 4.0000%  | 0.0000% | $4088408.00        | $3990065.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.5000%  | 0.0000% | $1018136.00        | $1017558.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $2272468.00        | $2118596.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $422644.00         | $434307.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1005130.00        | $978224.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 7.0000%  | 0.0000% | $1065063.00        | $1059272.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $6514302.00        | $6476570.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $5183317.00        | $5115510.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $1358851.00        | $1386846.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1871776.00        | $1959677.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.0000%  | 0.0000% | $1316967.00        | $1396939.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 7.0000%  | 0.0000% | $1452586.00        | $1542016.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $76831.00          | $77485.43          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1071475.00        | $1013155.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1272842.00        | $1238239.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1009000.00        | $1063457.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1515911.00        | $1574591.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1717786.00        | $1791148.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1420514.00        | $1479741.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 7.0000%  | 0.0000% | $1634292.00        | $1325303.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-02-01      | 7.0000%  | 0.0000% | $1086109.00        | $853471.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $222050.00         | $218774.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $19000.00          | $15087.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $6810.00           | $5454.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $1000.00           | $729.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $3024000.00        | $2599573.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $100000.00         | $85975.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-08-01      | 5.0000%  | 0.0000% | $375000.00         | $223897.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $105000.00         | $84014.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $15000.00          | $12605.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $140000.00         | $94003.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $1368560.00        | $953925.56         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4507.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 3.5000%  | 0.0000% | $423020.00         | $339068.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $4671907.00        | $3647364.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $300000.00         | $232316.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 5.5000%  | 0.0000% | $28179.00          | $24058.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $3024913.00        | $2787598.98        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 5.0000%  | 0.0000% | $50310.00          | $46421.38          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $28910.00          | $25636.40          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 7.5000%  | 0.0000% | $2796208.00        | $2268535.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 6.0000%  | 0.0000% | $30000.00          | $27009.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 6.0000%  | 0.0000% | $90000.00          | $71493.40          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-12-01      | 7.5000%  | 0.0000% | $1022810.00        | $270039.86         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 6.0000%  | 0.0000% | $104942.00         | $96744.48          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 7.5000%  | 0.0000% | $2606250.00        | $1668131.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-08-01      | 7.5000%  | 0.0000% | $1187842.00        | $926243.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $2504521.00        | $2266342.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $936.68            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1064.63           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $231560.00         | $226853.70         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-09-01      | 5.0000%  | 0.0000% | $1891919.00        | $1844775.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $68330.00          | $61703.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $452000.00         | $317576.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3665.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $10389.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $125000.00         | $81982.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $11724.00          | $8225.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $7000.00           | $4583.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $665000.00         | $439168.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $20110.00          | $13383.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $427859.00         | $326352.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $664940.00         | $436297.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $47000.00          | $28856.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3321.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $96980.00          | $64041.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $695.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-03-01      | 3.0000%  | 0.0000% | $100000.00         | $63239.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1110.00           | $731.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $702138.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-03-01      | 2.5000%  | 0.0000% | $1987010.00        | $1226806.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $116060.00         | $78901.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $398000.00         | $291931.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $2314282.00        | $1801116.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-04-01      | 3.5000%  | 0.0000% | $598000.00         | $375280.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $5667000.00        | $4263861.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $156364.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $4300000.00        | $3068935.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $789.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $328559.00         | $216644.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $40500.00          | $29262.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $991920.00         | $734003.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $200000.00         | $145190.34         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 3.5000%  | 0.0000% | $244037.00         | $180930.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.5000%  | 0.0000% | $1561182.00        | $1282272.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1475.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1161616.00        | $906201.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $18985.00          | $14858.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $377372.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $200000.00         | $153502.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $2275000.00        | $1768548.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $679.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $383039.00         | $315723.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $52720.00          | $35946.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 6.0000%  | 0.0000% | $375550.00         | $289540.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 5.0000%  | 0.0000% | $3980.00           | $2865.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $762.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 1.5000%  | 0.0000% | $251881.00         | $177393.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 4.5000%  | 0.0000% | $24990.00          | $17492.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $290000.00         | $230960.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $9485.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $3727702.00        | $3059572.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $4500.00           | $3618.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-11-01      | 4.5000%  | 0.0000% | $760030.00         | $271428.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $70008.00          | $57738.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $74088.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $418480.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $1070908.00        | $979717.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 5.5000%  | 0.0000% | $1000.00           | $559.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $220850.00         | $196109.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $50000.00          | $39435.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.5000%  | 0.0000% | $1497000.00        | $1022284.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $454950.00         | $387197.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 4.0000%  | 0.0000% | $492594.00         | $413003.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $544566.00         | $489610.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.0000%  | 0.0000% | $200000.00         | $169994.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $844.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $330000.00         | $290395.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.0000%  | 0.0000% | $885000.00         | $774870.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $361340.00         | $325234.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $17630050.00       | $13136835.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.0000%  | 0.0000% | $260000.00         | $242399.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 7.0000%  | 0.0000% | $11334550.00       | $7695300.08        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $68605169.00       | $50332269.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $15120703.00       | $12983073.13       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $700000.00         | $592873.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $51000.00          | $49214.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $1196330.00        | $950120.08         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $209422.00         | $166142.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $88550.00          | $73426.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $8049600.00        | $4430175.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $200000.00         | $154256.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 4.5000%  | 0.0000% | $8760.00           | $6575.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $60000.00          | $51564.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $80688.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $532647.00         | $460541.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $270892.00         | $230559.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $75359.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $1280.00           | $945.29            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $3608631.00        | $1905209.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 4.5000%  | 0.0000% | $1307943.00        | $653501.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $1298000.00        | $1006365.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $219007.00         | $194429.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $2839634.00        | $2720435.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $283820.00         | $235177.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $3614300.00        | $2260425.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $48886.00          | $38408.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $1200000.00        | $794772.53         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $1400000.00        | $990404.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-07-01      | 4.5000%  | 0.0000% | $1564726.00        | $582592.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $2113320.00        | $1860040.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.0000%  | 0.0000% | $56790.00          | $51664.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $3355535.00        | $3128656.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $1420180.00        | $1300576.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $8891430.00        | $8089374.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $3061400.00        | $2777458.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 4.5000%  | 0.0000% | $4480380.00        | $4239353.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $39543.00          | $7940.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $48092.00          | $11858.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $51575.00          | $9382.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-01-01      | 3.0000%  | 0.0000% | $45252.00          | $7195.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $38534.00          | $7542.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-02-01      | 3.0000%  | 0.0000% | $50000.00          | $13112.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $400000.00         | $55638.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.5000%  | 0.0000% | $90000.00          | $12037.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-07-01      | 3.0000%  | 0.0000% | $900000.00         | $137341.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $151.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-09-01      | 5.0000%  | 0.0000% | $686406.00         | $31216.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-01-01      | 4.5000%  | 0.0000% | $100000.00         | $16284.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $110.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-02-01      | 3.5000%  | 0.0000% | $2020.00           | $399.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-05-01      | 3.5000%  | 0.0000% | $10000.00          | $995.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-06-01      | 3.5000%  | 0.0000% | $1015000.00        | $101922.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-06-01      | 4.0000%  | 0.0000% | $248193.00         | $26917.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-07-01      | 3.0000%  | 0.0000% | $80000.00          | $11723.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-12-01      | 3.0000%  | 0.0000% | $5000.00           | $968.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 3.5000%  | 0.0000% | $4160.00           | $666.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 4.0000%  | 0.0000% | $855770.00         | $141783.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $111.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $138040.00         | $24252.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $5080.00           | $648.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-04-01      | 3.0000%  | 0.0000% | $283690.00         | $68053.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.0000%  | 0.0000% | $75000.00          | $75296.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $1012.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $20365951.00       | $19193292.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 7.0000%  | 0.0000% | $14737003.00       | $13808650.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 7.0000%  | 0.0000% | $1031.00           | $982.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 7.0000%  | 0.0000% | $10918898.00       | $10529044.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $7029655.00        | $6187007.43        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-10-01      | 1.5000%  | 0.0000% | $6678226.00        | $4044623.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $33950.00          | $26823.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $1620456.00        | $1036980.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 3.5000%  | 0.0000% | $387000.00         | $293593.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 4.5000%  | 0.0000% | $450481.00         | $378707.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $51320.00          | $36774.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $15590.00          | $12064.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $4950.00           | $3881.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 5.5000%  | 0.0000% | $700000.00         | $582126.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $199930.00         | $150947.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-11-01      | 3.5000%  | 0.0000% | $4500.00           | $3107.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1507480.00        | $1157243.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-06-01      | 1.5000%  | 0.0000% | $21366308.00       | $13777309.35       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $151500.00         | $111708.75         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 4.0000%  | 0.0000% | $3713000.00        | $3104742.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-01-01      | 3.0000%  | 0.0000% | $340327.00         | $243773.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $3750000.00        | $2969534.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-03-01      | 5.5000%  | 0.0000% | $600000.00         | $508519.38         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-07-01      | 4.0000%  | 0.0000% | $99950.00          | $76590.70          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $700000.00         | $601166.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $2626290.00        | $2262427.98        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $2450000.00        | $2084421.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $223970.00         | $179868.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $3906144.00        | $3035429.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 6.0000%  | 0.0000% | $2720.00           | $2366.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 5.5000%  | 0.0000% | $198000.00         | $163875.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $3964082.00        | $2989909.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-02-01      | 5.5000%  | 0.0000% | $19210.00          | $16399.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 5.5000%  | 0.0000% | $29970.00          | $28673.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $683720.00         | $617357.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $39290096.00       | $33053526.59       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $1207000.00        | $1087717.96        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $349980.00         | $329003.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 7.5000%  | 0.0000% | $1150000.00        | $825345.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-05-01      | 4.5000%  | 0.0000% | $625000.00         | $573937.42         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $197000.00         | $183881.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $11194.00          | $10677.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1841.18           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-02-01      | 3.0000%  | 0.0000% | $1002500.00        | $186207.97         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-08-01      | 3.0000%  | 0.0000% | $13054070.00       | $3839530.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2049-09-01      | 4.0000%  | 0.0000% | $6537000.00        | $1832746.84        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-10-01      | 2.5000%  | 0.0000% | $5270.00           | $2656.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $3600000.00        | $2052331.15        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-08-01      | 2.0000%  | 0.0000% | $4687985.00        | $2907285.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-06-01      | 1.5000%  | 0.0000% | $1563000.00        | $926514.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $28000.00          | $18549.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-11-01      | 2.0000%  | 0.0000% | $401800.00         | $256319.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1480.00           | $1105.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $1790.00           | $1222.17           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $13710.00          | $9657.56           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $2384970.00        | $1734153.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $765.66            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $1748070.00        | $1381948.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $643000.00         | $508716.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-01-01      | 4.5000%  | 0.0000% | $2642310.00        | $2217258.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-01      | 2.5000%  | 0.0000% | $786129.00         | $576789.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $5510.00           | $4494.66           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 4.0000%  | 0.0000% | $4030.00           | $3255.78           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 5.5000%  | 0.0000% | $9000.00           | $7278.52           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-01-01      | 2.5000%  | 0.0000% | $3978510.00        | $2804976.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4035.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 4.5000%  | 0.0000% | $1235970.00        | $1044266.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 4.5000%  | 0.0000% | $3790.00           | $3278.68           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $11000.00          | $9513.11           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $6817.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-01-01      | 7.5000%  | 0.0000% | $81270.00          | $40279.62          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $5000000.00        | $4336348.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-03-01      | 6.0000%  | 0.0000% | $1158877.00        | $944822.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-09-01      | 7.5000%  | 0.0000% | $1491370.00        | $1077531.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 4.0000%  | 0.0000% | $40009.00          | $36199.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $5156611.00        | $4597981.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $1013923.00        | $925969.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-02-01      | 7.0000%  | 0.0000% | $58322755.00       | $56597849.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-02-01      | 7.5000%  | 0.0000% | $1693330.00        | $1672202.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $772272.00         | $749342.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-01-01      | 7.5000%  | 0.0000% | $116605.00         | $124363.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 7.5000%  | 0.0000% | $9937144.00        | $10260252.95       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1603720.00        | $1475326.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1190022.00        | $1076217.51        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.5000%  | 0.0000% | $1790281.00        | $1803230.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1501038.00        | $1540040.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.5000%  | 0.0000% | $1876675.00        | $1774769.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $2039175.00        | $2078786.75        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $1897524.00        | $1972811.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 7.0000%  | 0.0000% | $1244747.00        | $1321176.96        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 4.5000%  | 0.0000% | $32696.00          | $31288.18          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1713191.00        | $1684963.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2027-12-01      | 8.5000%  | 0.0000% | $27993.00          | $6.71              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2027-08-01      | 7.5000%  | 0.0000% | $13379.00          | $3.01              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-02-01      | 7.0000%  | 0.0000% | $19830.00          | $4.17              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-03-01      | 7.0000%  | 0.0000% | $76000.00          | $47.75             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 7.0000%  | 0.0000% | $5180.00           | $2.38              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-04-01      | 7.0000%  | 0.0000% | $313513.00         | $276.14            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2028-07-01      | 6.5000%  | 0.0000% | $1183.00           | $0.21              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-12-01      | 4.5000%  | 0.0000% | $32000.00          | $2250.18           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2027-06-01      | 7.5000%  | 0.0000% | $11000.00          | $17.65             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-11-01      | 6.0000%  | 0.0000% | $12000.00          | $85.02             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-09-01      | 5.0000%  | 0.0000% | $16000.00          | $425.31            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-03-01      | 3.5000%  | 0.0000% | $19627.00          | $2561.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-02-01      | 3.5000%  | 0.0000% | $123487.00         | $14917.94          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-01-01      | 4.0000%  | 0.0000% | $3000.00           | $236.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-08-01      | 3.5000%  | 0.0000% | $20000.00          | $1995.02           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.46            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2027-12-01      | 2.5000%  | 0.0000% | $2000.00           | $80.86             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-10-01      | 4.0000%  | 0.0000% | $35600.00          | $908.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2026-12-01      | 3.0000%  | 0.0000% | $7000.00           | $79.20             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-01-01      | 7.0000%  | 0.0000% | $70000.00          | $24.34             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-01-01      | 7.5000%  | 0.0000% | $50000.00          | $22.10             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $58.87             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-02-01      | 4.5000%  | 0.0000% | $500557.00         | $13187.72          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-07-01      | 7.0000%  | 0.0000% | $1000.00           | $2.78              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 6.5000%  | 0.0000% | $140052.00         | $148.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-10-01      | 5.0000%  | 0.0000% | $306410.00         | $1712.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-08-01      | 5.0000%  | 0.0000% | $70000.00          | $272.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-09-01      | 5.0000%  | 0.0000% | $105060.00         | $683.31            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-03-01      | 7.0000%  | 0.0000% | $9999.00           | $5.29              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2035-09-01      | 4.5000%  | 0.0000% | $43990.00          | $585.86            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-12-01      | 5.0000%  | 0.0000% | $1770335.00        | $14081.05          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2035-04-01      | 5.0000%  | 0.0000% | $48585.00          | $336.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-02-01      | 5.0000%  | 0.0000% | $1224629.00        | $10089.53          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-05-01      | 5.0000%  | 0.0000% | $4580232.00        | $8406.53           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-01-01      | 5.0000%  | 0.0000% | $805193.00         | $28684.37          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-02-01      | 4.0000%  | 0.0000% | $164700.00         | $7407.52           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-06-01      | 4.5000%  | 0.0000% | $3979800.00        | $97235.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-06-01      | 5.0000%  | 0.0000% | $5200.00           | $134.84            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-03-01      | 3.0000%  | 0.0000% | $300000.00         | $45742.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-02-01      | 3.0000%  | 0.0000% | $489564.00         | $67557.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-02-01      | 3.0000%  | 0.0000% | $760000.00         | $113680.94         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-03-01      | 3.0000%  | 0.0000% | $313348.00         | $37271.04          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-05-01      | 3.0000%  | 0.0000% | $1344930.00        | $118691.07         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2043-05-01      | 3.0000%  | 0.0000% | $153319.00         | $25321.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-10-01      | 4.0000%  | 0.0000% | $3990.00           | $449.16            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-07-01      | 4.0000%  | 0.0000% | $200000.00         | $37431.88          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-09-01      | 3.0000%  | 0.0000% | $23106553.00       | $3969534.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $285000.00         | $45844.19          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-10-01      | 3.5000%  | 0.0000% | $75000.00          | $22404.43          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-11-01      | 3.5000%  | 0.0000% | $50000.00          | $10968.44          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-03-01      | 4.5000%  | 0.0000% | $185000.00         | $31359.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-10-01      | 4.5000%  | 0.0000% | $670000.00         | $129517.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-12-01      | 4.5000%  | 0.0000% | $100000.00         | $20313.96          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2048-11-01      | 4.5000%  | 0.0000% | $405000.00         | $53457.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-04-01      | 5.0000%  | 0.0000% | $31781.00          | $351.09            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2043-01-01      | 3.0000%  | 0.0000% | $536544.00         | $88136.34          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2025-08-01      | 4.5000%  | 0.0000% | $16976048.00       | $2927.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2038-06-01      | 3.5000%  | 0.0000% | $30000.00          | $3299.42           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2042-07-01      | 4.0000%  | 0.0000% | $200000.00         | $12257.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $1215267.00        | $881760.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $360000.00         | $235404.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1224000.00        | $903410.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $411472.00         | $172796.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-05-01      | 1.5000%  | 0.0000% | $872838.00         | $523135.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $772.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $329446.00         | $238037.27         | Agency Mortgage-Backed Securities  |
| TREASURY BILL    | 2026-04-16      | NA       | 0.0000% | $250000.00         | $242253.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2042-11-15      | 2.7500%  | 0.0000% | $1000000.00        | $761555.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2045-05-15      | 3.0000%  | 0.0000% | $458100.00         | $351157.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2049-05-15      | 2.8750%  | 0.0000% | $82000900.00       | $58901389.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2027-02-15      | 2.2500%  | 0.0000% | $7556000.00        | $7433183.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2027-12-31      | 0.6250%  | 0.0000% | $12717500.00       | $11782852.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2027-04-30      | 2.7500%  | 0.0000% | $22440000.00       | $22135229.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2032-11-15      | 4.1250%  | 0.0000% | $13997400.00       | $14141156.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2028-06-30      | 4.0000%  | 0.0000% | $38536000.00       | $38839239.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2033-08-15      | 3.8750%  | 0.0000% | $53764800.00       | $53621783.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2026-03-31      | 4.5000%  | 0.0000% | $7511000.00        | $7615001.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2026-06-30      | 4.6250%  | 0.0000% | $425700.00         | $428187.79         | U.S. Treasuries (including strips) |

### Security 179: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: N/A, C.5 - Other ID: 952JMUII9_4.39_0701
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $118209600.00      | $119309449.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $3927782400.00     | $3928705428.86     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $185245600.00      | $181037190.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $236099200.00      | $229172277.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 4.5000%  | 0.0000% | $5068900.00        | $5100053.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $160834400.00      | $163618040.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $1484425600.00     | $1493057583.85     | U.S. Treasuries (including strips) |

### Security 180: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.38_0701
- **C.18 - Value (incl. sponsor support):** $720000000.00
- **C.18.a - Value (excl. sponsor support):** $720000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $160335900.00      | $149695507.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $581976900.00      | $585918113.95      | U.S. Treasuries (including strips) |

### Security 181: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $160110800.00      | $175128054.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.34             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $4775100.00        | $5606934.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $19642500.00       | $16838803.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $1400.00           | $1354.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $3474500.00        | $3497137.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $174302600.00      | $178126602.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $5857600.00        | $5808973.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $1058000.00        | $1057589.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $24920700.00       | $25585665.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $121492600.00      | $125383239.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $23393500.00       | $23896954.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $68100.00          | $68526.21          | U.S. Treasuries (including strips) |

### Security 182: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.369900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.37_1016
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac        | 2054-10-25      | 5.6552%  | 0.0000% | $14899300.00       | $13924101.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-03-25      | 5.4552%  | 0.0000% | $1077089.00        | $1052032.76        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-06-25      | 8.2345%  | 0.0000% | $100000000.00      | $96422684.77       | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-04-25      | 5.1552%  | 0.0000% | $50119281.00       | $47436605.27       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-07-25      | 5.5000%  | 0.0000% | $46120325.00       | $47164576.27       | Agency Mortgage-Backed Securities |

### Security 183: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.40_0701
- **C.18 - Value (incl. sponsor support):** $837000000.00
- **C.18.a - Value (excl. sponsor support):** $837000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2053-04-20      | 36.3741% | 0.0000% | $3393175.00        | $4190699.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2982%  | 0.0000% | $200000000.00      | $6277245.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.7824%  | 0.0000% | $80000000.00       | $4766901.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2482%  | 0.0000% | $150000000.00      | $4535849.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2482%  | 0.0000% | $130000000.00      | $4448648.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $4544050.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5435127.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.3982%  | 0.0000% | $50000000.00       | $3792701.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7782%  | 0.0000% | $91300568.00       | $4033984.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.0982%  | 0.0000% | $114387549.00      | $3884373.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.6982%  | 0.0000% | $125000000.00      | $3076827.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 1.6482%  | 0.0000% | $59976599.00       | $2614229.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | 0.9982%  | 0.0000% | $100000000.00      | $2798695.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.5141%  | 0.0000% | $74104210.00       | $3665988.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6482%  | 0.0000% | $150000000.00      | $5549587.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.9482%  | 0.0000% | $100000000.00      | $2690177.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.4482%  | 0.0000% | $100000000.00      | $2516264.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.7482%  | 0.0000% | $85875000.00       | $2510693.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.3982%  | 0.0000% | $237020992.00      | $5618187.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.7482%  | 0.0000% | $49186148.00       | $4247670.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 1.7679%  | 0.0000% | $56866245.00       | $6942057.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.0482%  | 0.0000% | $200000000.00      | $3234378.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 2.1482%  | 0.0000% | $49773849.00       | $3381505.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.7772%  | 0.0000% | $100000000.00      | $3511487.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.8962%  | 0.0000% | $150000000.00      | $5736889.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.7962%  | 0.0000% | $44304133.00       | $4462520.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.8482%  | 0.0000% | $80000000.00       | $3050690.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.8482%  | 0.0000% | $74005558.00       | $2908198.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 0.6982%  | 0.0000% | $146471309.00      | $3795739.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.6982%  | 0.0000% | $88105482.00       | $4013806.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.7982%  | 0.0000% | $99422505.00       | $2942501.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 1.6982%  | 0.0000% | $150000000.00      | $2887652.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6482%  | 0.0000% | $17760745.00       | $1026645.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1482%  | 0.0000% | $156300507.00      | $4022353.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1282%  | 0.0000% | $100000000.00      | $4946104.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.4482%  | 0.0000% | $84660210.00       | $4754770.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 13.8980% | 0.0000% | $7692308.00        | $5149365.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $6431249.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.6382%  | 0.0000% | $150000000.00      | $4158341.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | NA       | 0.0000% | $10714286.00       | $2821495.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.7482%  | 0.0000% | $60000000.00       | $3029904.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0982%  | 0.0000% | $75000000.00       | $2854149.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.0482%  | 0.0000% | $300000000.00      | $6226882.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.5982%  | 0.0000% | $75000000.00       | $3158816.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3599260.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $21018916.00       | $3542637.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 6.0000%  | 0.0000% | $20000000.00       | $3354889.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.0482%  | 0.0000% | $110000000.00      | $6143294.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.2504%  | 0.0000% | $125129269.00      | $4078612.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 2.0206%  | 0.0000% | $96435714.00       | $3720656.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | NA       | 0.0000% | $48707280.00       | $2678900.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | NA       | 0.0000% | $50000000.00       | $3624950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0448%  | 0.0000% | $150000000.00      | $5388602.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0982%  | 0.0000% | $132397189.00      | $3250560.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1482%  | 0.0000% | $100000000.00      | $4300522.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9482%  | 0.0000% | $38420804.00       | $3792086.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.6982%  | 0.0000% | $100000000.00      | $3374876.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0482%  | 0.0000% | $179000000.00      | $5618226.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0182%  | 0.0000% | $90000000.00       | $3003342.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.9982%  | 0.0000% | $75000000.00       | $2655316.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.5982%  | 0.0000% | $100000000.00      | $3075061.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 0.8982%  | 0.0000% | $117922779.00      | $3062047.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 0.9482%  | 0.0000% | $100000000.00      | $4889245.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.9982%  | 0.0000% | $50000000.00       | $5473538.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9546%  | 0.0000% | $70144550.00       | $5727518.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.1982%  | 0.0000% | $126473828.00      | $6724288.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.9982%  | 0.0000% | $80000000.00       | $2604910.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.3482%  | 0.0000% | $400000000.00      | $6153767.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5432830.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3482%  | 0.0000% | $70929155.00       | $5577490.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1982%  | 0.0000% | $100000000.00      | $5537720.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.5482%  | 0.0000% | $100000000.00      | $5673751.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.0482%  | 0.0000% | $100000000.00      | $3384566.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.0182%  | 0.0000% | $100000000.00      | $4880880.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $4736327.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 1.6738%  | 0.0000% | $36876188.00       | $3413378.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.7482%  | 0.0000% | $79858328.00       | $2892944.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.6982%  | 0.0000% | $100000000.00      | $2838344.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.5482%  | 0.0000% | $100000000.00      | $3817771.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $3220542.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $21978059.00       | $2986257.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $4361438.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3240472.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7482%  | 0.0000% | $56341493.00       | $3950350.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.1182%  | 0.0000% | $150000000.00      | $6556689.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.0982%  | 0.0000% | $118297992.00      | $5572225.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-20      | 1.6482%  | 0.0000% | $134702875.00      | $4390272.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.1482%  | 0.0000% | $29879841.00       | $2538030.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.1482%  | 0.0000% | $66857810.00       | $3784826.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7482%  | 0.0000% | $100000000.00      | $5626541.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7682%  | 0.0000% | $92307436.00       | $5296364.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.6482%  | 0.0000% | $33800000.00       | $3233751.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.2482%  | 0.0000% | $70000000.00       | $3814127.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3482%  | 0.0000% | $63141690.00       | $4783442.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3482%  | 0.0000% | $81347145.00       | $6777383.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3482%  | 0.0000% | $40217423.00       | $2917326.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.9482%  | 0.0000% | $49225156.00       | $5479632.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 0.6475%  | 0.0000% | $15000000.00       | $3468745.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.2233%  | 0.0000% | $45714286.00       | $6263428.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8834%  | 0.0000% | $369381445.00      | $4590283.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.3929%  | 0.0000% | $146045000.00      | $3124368.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-09-20      | 2.1908%  | 0.0000% | $122402019.00      | $2729630.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.3390%  | 0.0000% | $78800583.00       | $2997268.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.8938%  | 0.0000% | $179111909.00      | $3737791.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.7500%  | 0.0000% | $253250845.00      | $4264182.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.9135%  | 0.0000% | $201959816.00      | $6394882.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.7122%  | 0.0000% | $88586088.00       | $3199689.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8259%  | 0.0000% | $123770784.00      | $4579192.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3898098.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.8746%  | 0.0000% | $100707738.00      | $6023692.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.7306%  | 0.0000% | $50000000.00       | $2556323.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.7846%  | 0.0000% | $115640000.00      | $5965832.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.5396%  | 0.0000% | $88552213.00       | $3575868.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.6264%  | 0.0000% | $132503865.00      | $6901801.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.7004%  | 0.0000% | $100000000.00      | $4986168.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.7974%  | 0.0000% | $41772526.00       | $2722615.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8290%  | 0.0000% | $75411759.00       | $4895152.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.2551%  | 0.0000% | $77781585.00       | $3081983.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7405%  | 0.0000% | $52843906.00       | $3278905.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8579%  | 0.0000% | $98564000.00       | $6211430.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7408%  | 0.0000% | $100000000.00      | $5623776.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-16      | 0.7605%  | 0.0000% | $50349118.00       | $2961951.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7418%  | 0.0000% | $57431784.00       | $3462038.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 0.7030%  | 0.0000% | $71895183.00       | $4089018.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6755%  | 0.0000% | $55425770.00       | $3586975.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8573%  | 0.0000% | $51858754.00       | $3848588.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $36727685.00       | $4650755.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4219601.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3849691.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3201523.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $74800000.00       | $6458720.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5765135.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $6062006.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4769765.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 4.5000%  | 0.0000% | $28951221.00       | $2593295.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 4.0000%  | 0.0000% | $31348581.00       | $2757803.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 5.0000%  | 0.0000% | $28648526.00       | $3106582.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 1.8679%  | 0.0000% | $84262821.00       | $4428157.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-10-20      | 0.7249%  | 0.0000% | $58480020.00       | $3639181.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.4110%  | 0.0000% | $168075681.00      | $6878364.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.3084%  | 0.0000% | $50209180.00       | $4022147.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.4649%  | 0.0000% | $50029030.00       | $3908017.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2042%  | 0.0000% | $50661679.00       | $3863456.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4870%  | 0.0000% | $54701150.00       | $4394667.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.3123%  | 0.0000% | $66923387.00       | $5156857.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.6775%  | 0.0000% | $161049657.00      | $6200597.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.5624%  | 0.0000% | $58050000.00       | $2988545.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-06-20      | 2.6093%  | 0.0000% | $88435676.00       | $2634831.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.6808%  | 0.0000% | $72101132.00       | $3804300.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-07-20      | 0.6138%  | 0.0000% | $98628823.00       | $5963473.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.8832%  | 0.0000% | $56000000.00       | $4056411.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-09-20      | 0.8673%  | 0.0000% | $82279844.00       | $6326879.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $35598400.00       | $2803633.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $48359264.00       | $5953477.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5749411.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $187482306.00      | $4835834.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.7636%  | 0.0000% | $130060000.00      | $6696082.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $60000000.00       | $6014705.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3799131.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.8982%  | 0.0000% | $64000000.00       | $2881523.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-12-20      | 1.5982%  | 0.0000% | $100000000.00      | $2887121.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.7588%  | 0.0000% | $93975285.00       | $3166205.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.5727%  | 0.0000% | $107475411.00      | $4997930.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5357%  | 0.0000% | $101269253.00      | $5018941.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.6985%  | 0.0000% | $90434149.00       | $6574764.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.9225%  | 0.0000% | $48510292.00       | $2878425.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-03-20      | 0.6239%  | 0.0000% | $93719813.00       | $6394167.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.8593%  | 0.0000% | $62700513.00       | $4960166.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.7336%  | 0.0000% | $45294920.00       | $3015285.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7584%  | 0.0000% | $77419028.00       | $5955869.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 4.5000%  | 0.0000% | $23068914.00       | $3175984.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49857869.00       | $6066108.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $10904450.00       | $6841756.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4983696.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.2082%  | 0.0000% | $54862753.00       | $3416436.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $28595000.00       | $3154494.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6870375.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $250000000.00      | $4526356.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6706961.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $100000000.00      | $2566593.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $7592307.00        | $4085297.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 1.7482%  | 0.0000% | $42307692.00       | $2745828.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7482%  | 0.0000% | $70000000.00       | $6213931.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 1.6982%  | 0.0000% | $105200000.00      | $5058512.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9482%  | 0.0000% | $80000000.00       | $3628932.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.5982%  | 0.0000% | $59688105.00       | $2761184.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 1.4982%  | 0.0000% | $110000000.00      | $2858042.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.3982%  | 0.0000% | $150000000.00      | $6361054.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.4482%  | 0.0000% | $166970000.00      | $4513348.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.8982%  | 0.0000% | $57000000.00       | $2541922.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9982%  | 0.0000% | $118000000.00      | $5060577.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3930073.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 1.7982%  | 0.0000% | $100000000.00      | $3983327.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3482%  | 0.0000% | $150000000.00      | $5208228.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.9682%  | 0.0000% | $86905000.00       | $2579468.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2982%  | 0.0000% | $150000000.00      | $3185175.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.3982%  | 0.0000% | $100000000.00      | $5353893.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 7.0000%  | 0.0000% | $16850242.00       | $3043301.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.9482%  | 0.0000% | $87160912.00       | $2771499.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7982%  | 0.0000% | $45000000.00       | $6313231.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $5103071.27        | Agency Mortgage-Backed Securities |

### Security 184: Citigroup Global Markets, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup Global Markets, Inc. Tri Party Repo 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.44_1001
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2054-02-25      | 0.7948%  | 0.0000% | $30000000.00       | $820547.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-25      | 2.7948%  | 0.0000% | $10600000.00       | $969934.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | NA       | 0.0000% | $50000000.00       | $777934.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 9.6552%  | 0.0000% | $7692308.00        | $1579225.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 9.6052%  | 0.0000% | $7142857.00        | $1459488.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | NA       | 0.0000% | $100000000.00      | $1754589.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | NA       | 0.0000% | $100000000.00      | $1562207.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-25      | 2.7448%  | 0.0000% | $7000000.00        | $617125.61         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | NA       | 0.0000% | $41900000.00       | $791677.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 1.5648%  | 0.0000% | $10845704.00       | $997026.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTIFAMILY        | 2027-06-15      | 4.6357%  | 0.0000% | $105103377.00      | $105200313.61      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-15      | 7.0000%  | 0.0000% | $11428572.00       | $340915.71         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-11-15      | 7.0000%  | 0.0000% | $8411028.00        | $98878.94          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-06-15      | 12.7900% | 0.0000% | $2433000.00        | $125289.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-15      | 1.9817%  | 0.0000% | $95938000.00       | $417404.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-25      | 1.7956%  | 0.0000% | $55295611.00       | $95272.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-08-25      | 0.2804%  | 0.0000% | $32810200.00       | $78636.76          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-04-25      | 2.0304%  | 0.0000% | $135714285.00      | $509822.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-25      | 2.8649%  | 0.0000% | $297534.00         | $14622.95          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-04-25      | 2.0000%  | 0.0000% | $1388303.00        | $127754.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-16      | 0.8699%  | 0.0000% | $167884979.00      | $9989829.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8569%  | 0.0000% | $155846914.00      | $9738203.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.6222%  | 0.0000% | $235934528.00      | $11349477.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6852%  | 0.0000% | $300000000.00      | $9887277.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTIFAMILY VARIAB | 2040-04-15      | 4.6357%  | 0.0000% | $41688930.00       | $41177226.18       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-05-15      | NA       | 0.0000% | $250000000.00      | $0.24              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-15      | NA       | 0.0000% | $104000000.00      | $0.08              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 7.2500%  | 0.0000% | $6776752.00        | $285960.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-15      | 4.4500%  | 0.0000% | $6500000.00        | $154345.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 8.5099%  | 0.0000% | $3728856.00        | $96574.83          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-05-15      | 2.0817%  | 0.0000% | $49346094.00       | $87846.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-25      | 7.9946%  | 0.0000% | $3656000.00        | $147459.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-01-15      | 2.8317%  | 0.0000% | $132760000.00      | $224716.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-25      | 11.1614% | 0.0000% | $7692308.00        | $101167.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6901%  | 0.0000% | $250000000.00      | $12340746.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6405%  | 0.0000% | $163649386.00      | $10301286.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $160132000.00      | $10467719.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9505%  | 0.0000% | $200000000.00      | $13793009.91       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 0.8335%  | 0.0000% | $258837519.00      | $18956833.33       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-05-16      | NA       | 0.0000% | $203523997.00      | $10685009.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.4200%  | 0.0000% | $343150000.00      | $14100485.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.6151%  | 0.0000% | $297257472.00      | $18697272.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.6699%  | 0.0000% | $262029452.00      | $17618381.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.5028%  | 0.0000% | $269339702.00      | $12336312.65       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.9566%  | 0.0000% | $144543252.00      | $11357864.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.7195%  | 0.0000% | $254875473.00      | $14483082.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.7923%  | 0.0000% | $124491336.00      | $9702630.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.8513%  | 0.0000% | $153062227.00      | $12028455.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7608%  | 0.0000% | $255357119.00      | $20032698.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.7590%  | 0.0000% | $150034242.00      | $10405634.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.6479%  | 0.0000% | $258663185.00      | $17159462.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.8056%  | 0.0000% | $150943962.00      | $12188267.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.8403%  | 0.0000% | $173057386.00      | $13217024.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.7323%  | 0.0000% | $163517817.00      | $12662973.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7882%  | 0.0000% | $145141290.00      | $11538436.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7399%  | 0.0000% | $245000000.00      | $18305476.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10771928.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.8272%  | 0.0000% | $15972658.00       | $13311281.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $16075689.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $12389840.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 18.8871% | 0.0000% | $9800362.00        | $12512006.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $16460820.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.6924%  | 0.0000% | $190771974.00      | $10575366.84       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5796%  | 0.0000% | $204180986.00      | $10295395.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | NA       | 0.0000% | $137773463.00      | $11017881.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $99705690.00       | $14196144.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9482%  | 0.0000% | $212489012.00      | $10642570.24       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.3482%  | 0.0000% | $132528715.00      | $11095578.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7982%  | 0.0000% | $105000000.00      | $12988711.89       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-15      | NA       | 0.0000% | $290666667.00      | $0.22              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-05-15      | 9.5203%  | 0.0000% | $5615000.00        | $37055.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-11-25      | 0.3000%  | 0.0000% | $115589315.00      | $18529.87          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-07-25      | 1.9694%  | 0.0000% | $48223087.00       | $400774.70         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-03-25      | 0.7046%  | 0.0000% | $233031564.00      | $3554220.36        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2050-05-25      | 0.9026%  | 0.0000% | $181898880.00      | $6711407.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 1.7804%  | 0.0000% | $24212379.00       | $1784767.10        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2050-06-25      | 1.2598%  | 0.0000% | $180561187.00      | $8735245.23        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2044-09-25      | 0.1190%  | 0.0000% | $20039667.00       | $90150.78          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2032-09-25      | 0.2856%  | 0.0000% | $150747179.00      | $990483.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | NA       | 0.0000% | $105000000.00      | $266953.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | NA       | 0.0000% | $343192712.00      | $861441.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-25      | 2.5000%  | 0.0000% | $14605459.00       | $1128616.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $98089.57          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-25      | 1.6948%  | 0.0000% | $102069815.00      | $6229414.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-25      | 2.0448%  | 0.0000% | $67728750.00       | $4713121.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.4948%  | 0.0000% | $44500000.00       | $2088893.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.7448%  | 0.0000% | $49079577.00       | $2339941.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.0948%  | 0.0000% | $22537148.00       | $1679632.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.3948%  | 0.0000% | $19000000.00       | $856619.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.5948%  | 0.0000% | $56495885.00       | $3380014.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-25      | 2.2948%  | 0.0000% | $105492941.00      | $6733923.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 1.7304%  | 0.0000% | $29260657.00       | $2750558.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 1.3948%  | 0.0000% | $234686628.00      | $9581382.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 1.2948%  | 0.0000% | $50000000.00       | $1223162.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 0.7290%  | 0.0000% | $105500000.00      | $2880168.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 1.6948%  | 0.0000% | $77150725.00       | $3205736.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-25      | 2.6948%  | 0.0000% | $30500000.00       | $2229026.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 0.5948%  | 0.0000% | $50000000.00       | $877461.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 1.3448%  | 0.0000% | $27593482.00       | $1715501.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 2.7448%  | 0.0000% | $55273530.00       | $3733096.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 6.5000%  | 0.0000% | $4262906.00        | $613967.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.1948%  | 0.0000% | $35968856.00       | $1979723.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 6.0000%  | 0.0000% | $2929798.00        | $564330.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.6948%  | 0.0000% | $25000000.00       | $1825202.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.0448%  | 0.0000% | $46000000.00       | $2437672.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.5448%  | 0.0000% | $60000000.00       | $3551734.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.0448%  | 0.0000% | $13000000.00       | $689869.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.5448%  | 0.0000% | $19000000.00       | $910646.88         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.4448%  | 0.0000% | $26000000.00       | $1196847.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.6948%  | 0.0000% | $9500000.00        | $694143.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-25      | 2.7448%  | 0.0000% | $26500000.00       | $1988787.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-25      | 2.2448%  | 0.0000% | $50000000.00       | $2329029.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.8948%  | 0.0000% | $15000000.00       | $1127018.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.7948%  | 0.0000% | $49899997.00       | $3539818.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 0.9448%  | 0.0000% | $189471440.00      | $7686800.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 0.1000%  | 0.0000% | $49766702.00       | $123763.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 2.7948%  | 0.0000% | $150000000.00      | $9373366.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 0.8848%  | 0.0000% | $122000000.00      | $4507881.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-25      | 4.2494%  | 0.0000% | $5613077.00        | $820951.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 1.5948%  | 0.0000% | $11456983.00       | $952437.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $2915577.00        | $610286.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 0.9448%  | 0.0000% | $100000000.00      | $3870001.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.0948%  | 0.0000% | $17023597.00       | $1344800.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 1.0000%  | 0.0000% | $50000000.00       | $1775936.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 1.6448%  | 0.0000% | $100000000.00      | $4376708.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-11-25      | 1.4948%  | 0.0000% | $86250000.00       | $4466325.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 0.7948%  | 0.0000% | $100000000.00      | $2871746.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 0.7448%  | 0.0000% | $106617472.00      | $2827778.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.4000%  | 0.0000% | $50000000.00       | $442688.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.1948%  | 0.0000% | $226602094.00      | $5309897.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $339000.00         | $245775.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $3169000.00        | $2475772.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-25      | 0.7948%  | 0.0000% | $46500000.00       | $1671031.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 0.6948%  | 0.0000% | $250000000.00      | $6868613.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 1.5948%  | 0.0000% | $41000000.00       | $2393148.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 1.5948%  | 0.0000% | $44700000.00       | $2557714.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 2.7948%  | 0.0000% | $42187540.00       | $4214829.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 0.8448%  | 0.0000% | $204396700.00      | $9000382.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-11-25      | 13.2552% | 0.0000% | $5472135.00        | $1694879.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 1.6448%  | 0.0000% | $30000000.00       | $1737412.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.0500%  | 0.0000% | $66000000.00       | $74379.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.7448%  | 0.0000% | $150000000.00      | $4288449.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | 0.0500%  | 0.0000% | $53130173.00       | $65701.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | 0.6948%  | 0.0000% | $32500000.00       | $873552.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-25      | 0.6948%  | 0.0000% | $40000000.00       | $1075141.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | NA       | 0.0000% | $250000000.00      | $4876602.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 0.8948%  | 0.0000% | $29719926.00       | $1267088.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-04-25      | 0.9448%  | 0.0000% | $53333333.00       | $1834914.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-04-25      | 1.5948%  | 0.0000% | $50000000.00       | $3826655.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-04-25      | 0.9448%  | 0.0000% | $95725046.00       | $6436975.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-25      | 2.8948%  | 0.0000% | $23859314.00       | $2408415.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | NA       | 0.0000% | $200000000.00      | $3678268.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 1.5448%  | 0.0000% | $100000000.00      | $5724182.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 0.8948%  | 0.0000% | $176260657.00      | $7100913.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 0.5448%  | 0.0000% | $50000000.00       | $1477462.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 0.5948%  | 0.0000% | $97840135.00       | $3018959.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | 0.8948%  | 0.0000% | $184347117.00      | $9256770.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 6.0000%  | 0.0000% | $4952301.00        | $1144785.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-06-15      | 5.0000%  | 0.0000% | $10427542.00       | $28227.34          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-15      | 1.0633%  | 0.0000% | $52200000.00       | $6619700.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-10-15      | 2.1817%  | 0.0000% | $68027539.00       | $157974.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-01-15      | NA       | 0.0000% | $118598175.00      | $7.72              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | 4.0000%  | 0.0000% | $116604589.00      | $1697568.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.5000%  | 0.0000% | $37328571.00       | $817179.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.5000%  | 0.0000% | $1201256.00        | $113735.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-15      | NA       | 0.0000% | $3354985.00        | $276937.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-12-15      | 0.7900%  | 0.0000% | $8485519.00        | $7455.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-08-15      | NA       | 0.0000% | $46808000.00       | $2.80              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-12-15      | NA       | 0.0000% | $20993268.00       | $150.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | NA       | 0.0000% | $6723521.00        | $1137876.39        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-15      | NA       | 0.0000% | $1400000.00        | $478624.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-15      | 1.5317%  | 0.0000% | $27252676.00       | $266043.31         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 1.6817%  | 0.0000% | $25000000.00       | $153600.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | NA       | 0.0000% | $14006544.00       | $956965.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-15      | NA       | 0.0000% | $21949299.00       | $1506995.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-06-15      | NA       | 0.0000% | $6480503.00        | $519895.31         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-12-15      | 1.6817%  | 0.0000% | $19371287.00       | $295633.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-06-15      | 2.1223%  | 0.0000% | $37493728.00       | $130466.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-15      | NA       | 0.0000% | $194045.00         | $40.84             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-15      | NA       | 0.0000% | $803998.00         | $396.39            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 5.5000%  | 0.0000% | $1893463.00        | $38475.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-06-15      | 1.6817%  | 0.0000% | $84758758.00       | $959950.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-15      | 3.5000%  | 0.0000% | $97645375.00       | $1392951.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 0.1946%  | 0.0000% | $2541949.00        | $1185756.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 1.6817%  | 0.0000% | $56050000.00       | $951943.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-15      | 6.0000%  | 0.0000% | $829429.00         | $25751.75          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-12-15      | NA       | 0.0000% | $78920.00          | $13.65             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-05-15      | 4.0000%  | 0.0000% | $12375000.00       | $675799.24         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-25      | NA       | 0.0000% | $30232137.00       | $534133.83         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-01-25      | 1.9948%  | 0.0000% | $5495615.00        | $419496.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-15      | 1.8317%  | 0.0000% | $35046467.00       | $1122340.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-15      | 4.5000%  | 0.0000% | $4969307.00        | $245869.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-25      | 1.6304%  | 0.0000% | $8000000.00        | $345744.03         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-09-15      | 1.5317%  | 0.0000% | $72950000.00       | $1139122.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-15      | 1.9884%  | 0.0000% | $33890354.00       | $743917.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-15      | 5.5001%  | 0.0000% | $678121.00         | $30267.51          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-25      | 1.6804%  | 0.0000% | $19500000.00       | $801619.93         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-15      | 1.6317%  | 0.0000% | $9500000.00        | $419147.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-06-15      | 2.1567%  | 0.0000% | $56649678.00       | $1931483.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-25      | NA       | 0.0000% | $12500000.00       | $427177.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-04-25      | NA       | 0.0000% | $100997031.00      | $18827.04          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-25      | NA       | 0.0000% | $83936714.00       | $574631.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | 4.0000%  | 0.0000% | $37338675.00       | $4494616.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-25      | 1.0448%  | 0.0000% | $42614500.00       | $1690481.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-25      | 0.9448%  | 0.0000% | $42614500.00       | $1606019.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 1.5817%  | 0.0000% | $28058675.00       | $2180090.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-25      | 1.1448%  | 0.0000% | $8997496.00        | $656922.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 0.6948%  | 0.0000% | $75000000.00       | $1540957.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-15      | 1.5817%  | 0.0000% | $111662100.00      | $9736564.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-25      | 2.0948%  | 0.0000% | $31000000.00       | $1822535.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-25      | 2.0448%  | 0.0000% | $27035232.00       | $1731970.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-25      | 2.6948%  | 0.0000% | $11200000.00       | $816044.83         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 2.7948%  | 0.0000% | $16101415.00       | $841976.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 0.2000%  | 0.0000% | $43750000.00       | $261133.99         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 0.8248%  | 0.0000% | $21570033.00       | $900210.68         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 1.4448%  | 0.0000% | $50000000.00       | $1689153.07        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-25      | 0.9448%  | 0.0000% | $27300000.00       | $759246.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 0.9448%  | 0.0000% | $13538634.00       | $917855.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-25      | 1.5948%  | 0.0000% | $16000000.00       | $956169.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 1.0000%  | 0.0000% | $10105721.00       | $186033.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-25      | 1.5448%  | 0.0000% | $19588580.00       | $1072880.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-25      | 1.5448%  | 0.0000% | $26474388.00       | $1640769.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-25      | 0.8448%  | 0.0000% | $20000000.00       | $563167.98         | Agency Mortgage-Backed Securities |

### Security 185: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.399900%
- **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: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2014999183.00
- **C.18.a - Value (excl. sponsor support):** $2014999183.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16857.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-05-01      | 3.0000%  | 0.0000% | $15000000.00       | $2872964.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-08-01      | 3.5000%  | 0.0000% | $325000.00         | $35551.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-01      | 2.0000%  | 0.0000% | $13573520.00       | $6953246.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 6.0000%  | 0.0000% | $10245000.00       | $160530.59         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-01      | 3.5100%  | 0.0000% | $1000000.00        | $106585.38         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-01      | 5.5000%  | 0.0000% | $1425000.00        | $25739.55          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-01-01      | 3.0000%  | 0.0000% | $200000.00         | $30097.14          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 5.5000%  | 0.0000% | $18558400.00       | $536233.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-02-01      | 4.0000%  | 0.0000% | $1323466.00        | $327633.25         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-03-01      | 3.0000%  | 0.0000% | $1110000.00        | $169248.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-01      | 3.0000%  | 0.0000% | $4724944.00        | $975378.93         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $568706.00         | $30290.83          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-01      | 4.5000%  | 0.0000% | $75000.00          | $11622.02          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-06-01      | 6.0000%  | 0.0000% | $981000.00         | $8002.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-11-01      | 5.5000%  | 0.0000% | $1601000.00        | $35559.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-05-01      | 3.0000%  | 0.0000% | $388000.00         | $52239.69          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-01-01      | 6.5000%  | 0.0000% | $2000000.00        | $15352.44          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-01      | 2.5000%  | 0.0000% | $4200000.00        | $578715.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-11-01      | 5.0000%  | 0.0000% | $143826.00         | $8958.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-01      | 4.5000%  | 0.0000% | $50000.00          | $13540.35          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 2.0000%  | 0.0000% | $9246368.00        | $7109120.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 3.5000%  | 0.0000% | $22555000.00       | $5166432.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-01      | 6.0000%  | 0.0000% | $11232800.00       | $8164219.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $13750000.00       | $10952615.87       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $146000.00         | $103384.17         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-03-01      | 4.5000%  | 0.0000% | $10870064.00       | $1490026.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-05-01      | 4.0000%  | 0.0000% | $14190000.00       | $3306079.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-11-01      | 4.0000%  | 0.0000% | $1055348.00        | $426488.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 2.5000%  | 0.0000% | $73652.00          | $9031.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-05-01      | 4.5000%  | 0.0000% | $49296448.00       | $48371646.64       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-08-01      | 4.0000%  | 0.0000% | $395944.00         | $93876.33          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $5853784.00        | $3913111.26        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $163679.00         | $150841.10         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 5.0000%  | 0.0000% | $1161360.00        | $1137682.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 5.5000%  | 0.0000% | $1322150.00        | $1321103.95        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 5.0000%  | 0.0000% | $253238.00         | $245169.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $3182672.00        | $3020263.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $9620704.00        | $9843326.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 6.0000%  | 0.0000% | $1165112.00        | $1196817.39        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-04-01      | 5.5000%  | 0.0000% | $6641440.00        | $6635077.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2038-05-01      | 4.5000%  | 0.0000% | $1195290.00        | $602132.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 6.0000%  | 0.0000% | $26585594.00       | $30313.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-01      | 5.0000%  | 0.0000% | $956039.00         | $6765.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-01      | 3.5000%  | 0.0000% | $567000.00         | $110179.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-09-01      | 4.0000%  | 0.0000% | $1070000.00        | $147639.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 4.0000%  | 0.0000% | $530475.00         | $185253.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1782138.00        | $571172.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $18800.71          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-11-01      | 5.0000%  | 0.0000% | $900000.00         | $52225.77          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 3.5000%  | 0.0000% | $155902.00         | $6752.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 6.0000%  | 0.0000% | $9849838.00        | $90917.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $9124912.00        | $9292120.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $272777.00         | $277998.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $402719.00         | $387286.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 4.0000%  | 0.0000% | $1203334.00        | $210820.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-08-01      | 2.5600%  | 0.0000% | $5000000.00        | $4454971.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 2.5000%  | 0.0000% | $1500000.00        | $116517.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-07-01      | 3.5000%  | 0.0000% | $258000.00         | $30800.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $109554.00         | $57330.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-10-01      | 4.0600%  | 0.0000% | $3725000.00        | $3707494.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-03-01      | 4.9900%  | 0.0000% | $500000.00         | $504190.14         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-09-01      | 4.4400%  | 0.0000% | $1762000.00        | $1772400.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-11-01      | 4.7800%  | 0.0000% | $1974000.00        | $2021594.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $325000.00         | $171351.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $16939.00          | $11700.84          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $618404.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2787829.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-05-01      | 6.5000%  | 0.0000% | $31421600.00       | $33320567.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-02-01      | 5.5000%  | 0.0000% | $702000.00         | $193595.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-09-01      | 3.5000%  | 0.0000% | $2249432.00        | $978081.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $300000.00         | $204084.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $8833.00           | $6103.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 2.0000%  | 0.0000% | $200000.00         | $153859.79         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $1340000.00        | $1089104.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-05-01      | 5.5000%  | 0.0000% | $8451664.00        | $7314204.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.0000%  | 0.0000% | $5198720.00        | $3961425.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-01      | 4.0000%  | 0.0000% | $487000.00         | $37282.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-03-01      | 3.0000%  | 0.0000% | $310000.00         | $60843.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 6.5000%  | 0.0000% | $146178816.00      | $65305879.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 4.5000%  | 0.0000% | $1510748.00        | $654395.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 4.5000%  | 0.0000% | $30240440.00       | $24563439.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $93896448.00       | $69738364.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.5000%  | 0.0000% | $9339000.00        | $8192059.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 6.0000%  | 0.0000% | $1472372.00        | $1256144.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 4.0000%  | 0.0000% | $124000.00         | $20437.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-05-15      | 2.8300%  | 0.0000% | $37929471.00       | $32268887.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-15      | 5.5000%  | 0.0000% | $2385628.00        | $101369.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-15      | 4.0000%  | 0.0000% | $3804860.00        | $1223958.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $5925624.00        | $3746994.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-15      | 2.5000%  | 0.0000% | $180000.00         | $23888.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-15      | 4.0000%  | 0.0000% | $38000.00          | $6444.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-15      | 4.0000%  | 0.0000% | $161000.00         | $8531.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-10-15      | 5.5100%  | 0.0000% | $250000.00         | $256493.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 3.5000%  | 0.0000% | $165123.00         | $145140.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 7.5000%  | 0.0000% | $341951.00         | $130955.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $2023904.00        | $1975307.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-12-20      | 5.5000%  | 0.0000% | $1231348.00        | $1246383.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 5.5000%  | 0.0000% | $1123740.00        | $1128554.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-10-20      | 6.0000%  | 0.0000% | $1141412.00        | $1198317.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 6.0000%  | 0.0000% | $3653388.00        | $3739757.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1148956.00        | $1206964.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $883048.00         | $907371.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $185353.00         | $192084.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $2018084.00        | $2068591.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.5000%  | 0.0000% | $772000.00         | $808272.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-12-20      | 6.5000%  | 0.0000% | $11849760.00       | $11755272.98       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $989112.00         | $1035441.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $3231280.00        | $3247821.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $164261.00         | $169478.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.0000%  | 0.0000% | $4083184.00        | $4022716.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $2616856.00        | $2734528.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.0000%  | 0.0000% | $3580670.00        | $3672612.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $4267304.00        | $4447139.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $185828.00         | $190624.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $2060332.00        | $2128556.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.0000%  | 0.0000% | $109809.00         | $112452.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1102694.00        | $1113297.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1864884.00        | $1896361.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $2596016.00        | $2667794.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $1329458.00        | $1331627.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $6354872.00        | $6569840.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $7801912.00        | $8025127.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $7512912.00        | $7585160.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $1124676.00        | $1165070.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $2478504.00        | $2502336.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.0000%  | 0.0000% | $9271424.00        | $9545787.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $8387120.00        | $8467766.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $18785760.00       | $19323208.06       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $1729204.00        | $1791673.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $23728608.00       | $24430769.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 4.5000%  | 0.0000% | $1490420.00        | $1417779.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.5000%  | 0.0000% | $508525568.00      | $511149842.67      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $1336668.00        | $1367344.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $127682.00         | $131581.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1799700.00        | $1882835.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1978736.00        | $2067708.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $813989.00         | $854326.51         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $2305616.00        | $2403924.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $1230346.00        | $1263307.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.0000%  | 0.0000% | $8704704.00        | $8935902.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $194965.00         | $201109.09         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.0000%  | 0.0000% | $630862.00         | $646996.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 4.0000%  | 0.0000% | $1898012.00        | $370034.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $1428106.00        | $209496.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $2968000.00        | $49706.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-04-15      | 5.0000%  | 0.0000% | $104081.00         | $11061.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-20      | 4.0000%  | 0.0000% | $2545988.00        | $122187.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $77645.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $166491.00         | $19024.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-15      | 5.0000%  | 0.0000% | $1803202.00        | $253043.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-20      | 5.0000%  | 0.0000% | $1577064.00        | $107690.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.0000%  | 0.0000% | $294730.00         | $32866.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 5.0000%  | 0.0000% | $1900000.00        | $108481.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-02-15      | 4.0000%  | 0.0000% | $30000.00          | $7225.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 5.1821%  | 0.0000% | $150000000.00      | $5976241.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-16      | 0.5326%  | 0.0000% | $53000000.00       | $132047.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-16      | 2.4782%  | 0.0000% | $250000.00         | $249821.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-16      | 0.2262%  | 0.0000% | $50987007.00       | $26149.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2766103.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-03-16      | 2.6000%  | 0.0000% | $11780000.00       | $1787108.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-12-16      | 3.0000%  | 0.0000% | $2000000.00        | $199392.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-16      | 3.0000%  | 0.0000% | $11630240.00       | $702994.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 3.0000%  | 0.0000% | $551889.00         | $192797.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-11-16      | 0.5590%  | 0.0000% | $13333328.00       | $217223.66         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-02-01      | 6.0000%  | 0.0000% | $53849.00          | $9317.13           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 5.5000%  | 0.0000% | $12183584.00       | $11745416.37       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 6.5000%  | 0.0000% | $4224800.00        | $4108717.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $18620480.00       | $19265400.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $981459.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-16      | 3.0000%  | 0.0000% | $6083328.00        | $391782.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8838%  | 0.0000% | $6300000.00        | $190339.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 1.2600%  | 0.0000% | $10459360.00       | $486420.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-03-16      | 1.2500%  | 0.0000% | $541311.00         | $191183.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 1.5000%  | 0.0000% | $1223000.00        | $724301.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 3.5000%  | 0.0000% | $1757420.00        | $1937979.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.0427%  | 0.0000% | $12217968.00       | $764291.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.7559%  | 0.0000% | $20769000.00       | $1029817.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-16      | 1.5000%  | 0.0000% | $25000000.00       | $18437994.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-16      | 0.6340%  | 0.0000% | $203819008.00      | $10799451.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-03-16      | 0.3238%  | 0.0000% | $143605248.00      | $4763748.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-01-16      | 2.7500%  | 0.0000% | $1981410.00        | $223124.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 1.5124%  | 0.0000% | $1832952.00        | $156082.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-16      | 0.3750%  | 0.0000% | $11642528.00       | $439469.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 4.0144%  | 0.0000% | $7500000.00        | $7221231.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-16      | 0.3137%  | 0.0000% | $158003712.00      | $5840230.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 0.2836%  | 0.0000% | $101556864.00      | $2812889.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.8166%  | 0.0000% | $1405000.00        | $86870.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.4512%  | 0.0000% | $132980992.00      | $5936396.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-16      | 0.5424%  | 0.0000% | $177672960.00      | $10044289.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-16      | 0.7403%  | 0.0000% | $102208256.00      | $6108321.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-16      | 0.2533%  | 0.0000% | $145425920.00      | $5140462.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.2433%  | 0.0000% | $153472000.00      | $5312270.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-05-16      | 4.5000%  | 0.0000% | $55713920.00       | $54198863.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-06-16      | 0.7620%  | 0.0000% | $150384896.00      | $9724457.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-06-16      | 4.5000%  | 0.0000% | $15978608.00       | $13585044.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.5000%  | 0.0000% | $3275000.00        | $2006017.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $500000.00         | $450969.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 5.6019%  | 0.0000% | $50000000.00       | $28053923.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 5.0000%  | 0.0000% | $6569432.00        | $6235223.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 5.4519%  | 0.0000% | $100000000.00      | $90311067.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $4255000.00        | $3723850.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $12472400.00       | $11784232.56       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $10090000.00       | $9463802.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $13174384.00       | $12635417.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.4019%  | 0.0000% | $6400000.00        | $6393239.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.0000%  | 0.0000% | $1992000.00        | $1917695.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $1432616.00        | $60090.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.1000%  | 0.0000% | $931133.00         | $116362.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-20      | 3.0000%  | 0.0000% | $42338.00          | $6245.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 3.7400%  | 0.0000% | $210000.00         | $27109.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $61000.00          | $8412.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.0000%  | 0.0000% | $5161864.00        | $177839.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 3.5000%  | 0.0000% | $1007000.00        | $99370.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-11-20      | 4.0000%  | 0.0000% | $9227488.00        | $614102.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $201000.00         | $22309.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 6.5000%  | 0.0000% | $66000.00          | $9968.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 5.0000%  | 0.0000% | $7285368.00        | $515666.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 4.5000%  | 0.0000% | $189367.00         | $25321.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 5.0000%  | 0.0000% | $200001.00         | $26293.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $326464512.00      | $113700360.63      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $6041176.00        | $4131649.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 4.0000%  | 0.0000% | $129000.00         | $84155.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.0000%  | 0.0000% | $15000.00          | $12920.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 3.5000%  | 0.0000% | $225639.00         | $162727.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 3.5000%  | 0.0000% | $541877248.00      | $408483568.36      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.0000%  | 0.0000% | $69729900.00       | $55605039.66       | Agency Mortgage-Backed Securities |

### Security 186: HSBC Bank USA NA Tri Party Repo

- **C.1 - Title:** HSBC Bank USA NA Tri Party Repo 4.399900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $436000000.00
- **C.18.a - Value (excl. sponsor support):** $436000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $60000.00          | $58583.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $73028480.00       | $73506194.41       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $565000.00         | $242987.00         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $73000.00          | $56994.23          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $91070.00          | $69794.84          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.0000%  | 0.0000% | $46000.00          | $35350.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.0000%  | 0.0000% | $26754912.00       | $26348888.76       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 4.5000%  | 0.0000% | $2307848.00        | $133670.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $1020652.00        | $875845.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $2597812.00        | $2700547.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 3.5000%  | 0.0000% | $9239936.00        | $8109699.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-06-01      | 6.0000%  | 0.0000% | $7367488.00        | $6443101.42        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $79636479.00       | $75388409.57       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $1025412.00        | $847300.75         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 7.5000%  | 0.0000% | $2614244.00        | $2250951.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 6.0000%  | 0.0000% | $10237216.00       | $10265965.15       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $90274.00          | $69615.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 5.0000%  | 0.0000% | $19753788.00       | $207583.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-05-01      | 3.5000%  | 0.0000% | $94854784.00       | $14330144.94       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-07-01      | 3.5000%  | 0.0000% | $16916200.00       | $2872199.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $220003.00         | $38588.03          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 3.5000%  | 0.0000% | $59078208.00       | $11245450.09       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-06-01      | 3.5000%  | 0.0000% | $285000.00         | $46304.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $3379128.00        | $2630299.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $1423636.00        | $1493677.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.5000%  | 0.0000% | $7867808.00        | $8172585.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $1194564.00        | $1135881.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.0000%  | 0.0000% | $1927000.00        | $1981827.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $224000.00         | $37805.88          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-11-01      | 4.5000%  | 0.0000% | $4098488.00        | $1102791.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $215000.00         | $97909.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 7.5000%  | 0.0000% | $2842180.00        | $2633371.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $100000.00         | $66697.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $1032496.00        | $855316.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-12-01      | 4.5000%  | 0.0000% | $59986752.00       | $14097878.46       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 4.0000%  | 0.0000% | $464681.00         | $83608.42          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 3.0000%  | 0.0000% | $470899.00         | $243432.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $2432024.00        | $1262029.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $5924808.00        | $4667872.55        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 4.5000%  | 0.0000% | $14433536.00       | $13676575.18       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $4184855.00        | $756284.89         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-02-01      | 3.0000%  | 0.0000% | $36265728.00       | $6442387.36        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-05-01      | 2.0000%  | 0.0000% | $83000.00          | $43701.41          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $200000.00         | $153650.87         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $30000.00          | $26299.18          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $119123456.00      | $117453868.93      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $44000.00          | $26486.96          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 2.0000%  | 0.0000% | $22425408.00       | $15016895.27       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $12838640.00       | $8227268.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $3492520.00        | $2941671.42        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $3282568.00        | $3247753.67        | Agency Mortgage-Backed Securities |

### Security 187: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.399900%
- **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: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.40_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2027-03-12      | 4.5000%  | 0.0000% | $6830000.00        | $6994903.52        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $1000.00           | $996.07            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3987.00           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-03-26      | 3.2200%  | 0.0000% | $6000.00           | $5780.45           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $1989.81           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1968.89           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4941.81           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-10-03      | 2.0700%  | 0.0000% | $5000.00           | $4453.27           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2828.66           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4400.31           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1748.51           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4356.09           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2260.78           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3667.47           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4739.19           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-08-16      | 4.7000%  | 0.0000% | $25000.00          | $25123.41          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4555.38           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-03-23      | 3.3000%  | 0.0000% | $7000.00           | $6641.53           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4874.99           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-06-29      | 4.7000%  | 0.0000% | $27000.00          | $26726.18          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-29      | 5.2400%  | 0.0000% | $5000.00           | $4895.54           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4027.81           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2039-10-03      | 5.1900%  | 0.0000% | $60000.00          | $59301.75          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4394.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2767.14           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $1000.00           | $1131.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3552.70           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3742.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-07-25      | 4.0500%  | 0.0000% | $3000.00           | $3051.40           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1967.17           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-10-10      | 4.0300%  | 0.0000% | $130000.00         | $130160.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-05-15      | 7.2500%  | 0.0000% | $3000.00           | $3475.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $7000.00           | $7944.48           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2950.13           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2891.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1733.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2809.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2025-10-22      | 0.5600%  | 0.0000% | $2000.00           | $1978.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2025-11-07      | 0.5000%  | 0.0000% | $4000.00           | $3949.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3258.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $937.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-07-21      | 0.3750%  | 0.0000% | $4000.00           | $3997.78           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2025-07-15      | NA       | 0.0000% | $2000.00           | $1996.24           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $957.44            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2102.38           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4062.17           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1994.60           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $948.53            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4364.87           | Agency Mortgage-Backed Securities  |
| TVA PRIN STRIP           | 2025-11-01      | NA       | 0.0000% | $2000.00           | $1971.57           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2025-07-15      | 3.0000%  | 0.0000% | $2600.00           | $2633.68           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-07-15      | 0.6250%  | 0.0000% | $221900.00         | $228958.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-08-15      | 2.7500%  | 0.0000% | $8700.00           | $8100.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $203.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-10-15      | 4.2500%  | 0.0000% | $215900.00         | $217753.53         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-10-15      | 1.6250%  | 0.0000% | $14645300.00       | $16092474.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.0000%  | 0.0000% | $6000.00           | $6091.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $202.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-15      | 4.5000%  | 0.0000% | $200.00            | $201.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $440800.00         | $443671.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $485800.00         | $488916.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 3.8750%  | 0.0000% | $241000.00         | $241769.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-15      | 3.8750%  | 0.0000% | $2200.00           | $2235.88           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-01-31      | 3.5000%  | 0.0000% | $499500.00         | $503927.45         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-10      | NA       | 0.0000% | $87800.00          | $87708.78          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-02      | NA       | 0.0000% | $200.00            | $197.82            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-30      | NA       | 0.0000% | $79800.00          | $78679.21          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-03      | NA       | 0.0000% | $320000.00         | $319926.72         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-01-22      | NA       | 0.0000% | $500.00            | $488.63            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-17      | NA       | 0.0000% | $55000.00          | $54898.86          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-24      | NA       | 0.0000% | $250000.00         | $249336.00         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-19      | NA       | 0.0000% | $4000.00           | $3887.08           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-11      | NA       | 0.0000% | $422200.00         | $418630.30         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-25      | NA       | 0.0000% | $890000.00         | $881059.95         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-08      | NA       | 0.0000% | $13000.00          | $12989.60          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-15      | NA       | 0.0000% | $655000.00         | $653951.35         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-07-29      | NA       | 0.0000% | $1000.00           | $996.80            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-16      | NA       | 0.0000% | $1000.00           | $969.01            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-16      | NA       | 0.0000% | $595700.00         | $588285.92         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-08-12      | NA       | 0.0000% | $3000.00           | $2984.98           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-02      | NA       | 0.0000% | $38000.00          | $37716.14          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-14      | NA       | 0.0000% | $1300.00           | $1256.04           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-11-06      | NA       | 0.0000% | $220000.00         | $216761.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-11-15      | 1.6250%  | 0.0000% | $2000.00           | $1052.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-05-15      | 2.3750%  | 0.0000% | $23400.00          | $14833.09          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $145.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1067.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $333.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2052-02-15      | 0.1250%  | 0.0000% | $594000.00         | $364482.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 2.3750%  | 0.0000% | $1000.00           | $732.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-05-15      | 3.2500%  | 0.0000% | $24100.00          | $19957.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $291.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $339.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-11-15      | 4.0000%  | 0.0000% | $499400.00         | $456478.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-02-15      | 3.6250%  | 0.0000% | $1000.00           | $826.22            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $75000.00          | $64413.99          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $453.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $386.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 4.7500%  | 0.0000% | $800.00            | $800.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $505200.00         | $486874.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $490.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 4.7500%  | 0.0000% | $4000.00           | $4037.10           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-05-15      | NA       | 0.0000% | $13000.00          | $11684.69          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-05-15      | NA       | 0.0000% | $100.00            | $93.20             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2025-11-15      | NA       | 0.0000% | $154000.00         | $151566.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 2.2500%  | 0.0000% | $28100.00          | $27479.49          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47202.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-15      | 2.7500%  | 0.0000% | $76000.00          | $74915.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-09-30      | 3.0000%  | 0.0000% | $5900.00           | $5924.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 2.8750%  | 0.0000% | $258300.00         | $257378.01         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 0.8750%  | 0.0000% | $516700.00         | $648220.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 2.5000%  | 0.0000% | $974200.00         | $971428.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $295.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-15      | 2.0000%  | 0.0000% | $4600.00           | $4619.25           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 1.6250%  | 0.0000% | $600.00            | $594.14            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-07-15      | 0.1250%  | 0.0000% | $605600.00         | $803018.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 2.0000%  | 0.0000% | $800.00            | $781.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-15      | 2.2500%  | 0.0000% | $54900.00          | $54007.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $293.33            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $126.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-07-31      | 2.8750%  | 0.0000% | $7000.00           | $7073.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $492.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 1.6250%  | 0.0000% | $63600.00          | $62088.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $19000.00          | $18492.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $472200.00         | $458346.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4653.61           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-01-15      | 0.1250%  | 0.0000% | $1100.00           | $1293.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-31      | 1.5000%  | 0.0000% | $149500.00         | $145085.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-02-15      | 1.5000%  | 0.0000% | $999700.00         | $909043.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2881.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $27200.00          | $25658.87          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $373.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-08-15      | 0.6250%  | 0.0000% | $4900.00           | $4184.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-31      | 0.2500%  | 0.0000% | $2600.00           | $2583.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $185.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-11-15      | 0.8750%  | 0.0000% | $6100.00           | $5229.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $3100.00           | $2881.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 0.3750%  | 0.0000% | $400.00            | $393.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 0.3750%  | 0.0000% | $499600.00         | $490072.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $195.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $487.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 1.2500%  | 0.0000% | $54100.00          | $50488.97          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $277.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 0.7500%  | 0.0000% | $499900.00         | $482976.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $463.74            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-10-15      | 0.1250%  | 0.0000% | $3903300.00        | $4526164.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.2500%  | 0.0000% | $299800.00         | $289335.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-03-31      | 2.3750%  | 0.0000% | $700.00            | $670.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1969.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2943.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $297.16            | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-11-15      | NA       | 0.0000% | $14967.83          | $7032.59           | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $49557.50          | $20721.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $300.53            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $1028400.00        | $1062615.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 4.0000%  | 0.0000% | $8100.00           | $8209.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-15      | 4.6250%  | 0.0000% | $200.00            | $203.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $402.01            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $657200.00         | $702593.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-30      | 3.5000%  | 0.0000% | $409900.00         | $409766.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-15      | 3.6250%  | 0.0000% | $115200.00         | $115270.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-31      | 3.7500%  | 0.0000% | $4500.00           | $4498.25           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-07-15      | 1.3750%  | 0.0000% | $786000.00         | $810554.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $48900.00          | $50292.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-31      | 5.0000%  | 0.0000% | $421200.00         | $428459.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $84758.98          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2757.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-15      | 4.6250%  | 0.0000% | $400.00            | $407.33            | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2025-10-31      | 4.4100%  | 0.0000% | $250100.00         | $252078.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-10-31      | 5.0000%  | 0.0000% | $2000.00           | $2020.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-10-31      | 4.8750%  | 0.0000% | $123300.00         | $128658.23         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-10-15      | 2.3750%  | 0.0000% | $435600.00         | $474967.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-11-15      | 4.5000%  | 0.0000% | $7000.00           | $7216.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 4.6250%  | 0.0000% | $299500.00         | $304068.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 4.8750%  | 0.0000% | $200100.00         | $201302.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 4.3750%  | 0.0000% | $700.00            | $716.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $199.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-01-15      | 1.7500%  | 0.0000% | $219600.00         | $228811.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $309.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $304.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 2.1250%  | 0.0000% | $230900.00         | $246698.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5203.14           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $509.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $203.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $66900.00          | $69012.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $791.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-31      | 3.6250%  | 0.0000% | $89569900.00       | $90130487.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-15      | 3.3750%  | 0.0000% | $700.00            | $701.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-09-30      | 3.6250%  | 0.0000% | $39600.00          | $39239.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-09-30      | 3.5000%  | 0.0000% | $221000.00         | $220492.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 3.5000%  | 0.0000% | $25100.00          | $25187.80          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.1250%  | 0.0000% | $9500.00           | $9691.46           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-10-15      | 1.6250%  | 0.0000% | $276300.00         | $285871.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1115.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 4.2500%  | 0.0000% | $24900.00          | $25111.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-11-30      | 4.1250%  | 0.0000% | $391300.00         | $395927.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-12-31      | 4.5000%  | 0.0000% | $157300.00         | $161957.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 4.3750%  | 0.0000% | $390100.00         | $399367.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $301.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-01-15      | 4.2500%  | 0.0000% | $83000.00          | $85652.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $310.89            | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-01-31      | 4.3380%  | 0.0000% | $500.00            | $503.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-01-31      | 4.3750%  | 0.0000% | $589500.00         | $613281.29         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $662400.00         | $690277.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 4.1250%  | 0.0000% | $37900.00          | $38606.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-03-31      | 4.1250%  | 0.0000% | $363000.00         | $369338.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-03-31      | 4.0000%  | 0.0000% | $24900.00          | $25351.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 3.8750%  | 0.0000% | $65600.00          | $66324.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-15      | 3.7500%  | 0.0000% | $216400.00         | $218241.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-04-30      | 3.8750%  | 0.0000% | $57200.00          | $57732.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $461500.00         | $464330.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2035-05-15      | 4.2500%  | 0.0000% | $2781000.00        | $2793919.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-31      | 4.0000%  | 0.0000% | $400000.00         | $404706.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.8750%  | 0.0000% | $40000.00          | $40100.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.7500%  | 0.0000% | $1091500.00        | $1091756.50        | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $1812.50           | $1412.97           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18137.93          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $3000.00           | $2123.91           | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-02-15      | NA       | 0.0000% | $2449.11           | $1600.62           | U.S. Treasuries (including strips) |
| STRIPS                   | 2036-02-15      | NA       | 0.0000% | $26114.16          | $16187.57          | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $17972.31          | $10543.58          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-11-15      | NA       | 0.0000% | $9781.48           | $7898.83           | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7345.52           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-11-15      | NA       | 0.0000% | $68.20             | $47.64             | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2041.15           | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19956.71          | $13214.56          | U.S. Treasuries (including strips) |
| STRIPS                   | 2025-08-15      | NA       | 0.0000% | $47.39             | $47.16             | U.S. Treasuries (including strips) |
| STRIPS                   | 2025-11-15      | NA       | 0.0000% | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-05-15      | NA       | 0.0000% | $29999.96          | $28989.29          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $283.95            | $271.92            | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-11-15      | NA       | 0.0000% | $21993.42          | $20875.05          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $50000.60          | $46569.31          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-08-15      | NA       | 0.0000% | $108000.00         | $99610.67          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-02-15      | NA       | 0.0000% | $135577.82         | $122721.52         | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-08-15      | NA       | 0.0000% | $137749.01         | $122363.13         | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $16461.81          | $14766.82          | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-05-15      | NA       | 0.0000% | $4205.00           | $2712.25           | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-11-15      | NA       | 0.0000% | $0.40              | $0.25              | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-08-15      | NA       | 0.0000% | $25000.00          | $21321.53          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $25000.00          | $21552.33          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.03              | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-08-15      | NA       | 0.0000% | $7000.00           | $5717.94           | U.S. Treasuries (including strips) |
| STRIPS                   | 2036-05-15      | NA       | 0.0000% | $45000.00          | $27511.61          | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-11-13      | NA       | 0.0000% | $3000.00           | $2953.43           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-09      | NA       | 0.0000% | $3000.00           | $2975.39           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-16      | NA       | 0.0000% | $19000.00          | $18827.48          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-23      | NA       | 0.0000% | $2000.00           | $1980.33           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-09-30      | NA       | 0.0000% | $4025000.00        | $3982214.25        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2025-10-07      | NA       | 0.0000% | $1000.00           | $988.56            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $34600.00          | $32971.93          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $300.00            | $277.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-08-15      | 6.8750%  | 0.0000% | $1600.00           | $1648.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 6.7500%  | 0.0000% | $16800.00          | $17752.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $314.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-15      | 6.6250%  | 0.0000% | $406600.00         | $435900.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 6.3750%  | 0.0000% | $499700.00         | $538428.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 6.1250%  | 0.0000% | $22300.00          | $23678.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 5.5000%  | 0.0000% | $260100.00         | $279353.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5266.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $20300.00          | $21778.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1111.38           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $13900.00          | $15203.72          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2036-02-15      | 4.5000%  | 0.0000% | $4000.00           | $4156.21           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $52400.00          | $85564.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $105.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3738.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-08-15      | 4.5000%  | 0.0000% | $304900.00         | $307639.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-02-15      | 4.6250%  | 0.0000% | $349800.00         | $356456.32         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $66277.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $930.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 4.2500%  | 0.0000% | $2900.00           | $2783.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 4.3750%  | 0.0000% | $2700.00           | $2620.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $362.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $25425.53          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.43             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2042-02-15      | 0.7500%  | 0.0000% | $47600.00          | $52486.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $231.54            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2043-02-15      | 0.6250%  | 0.0000% | $335800.00         | $348015.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4373.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1472.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 3.0000%  | 0.0000% | $39600.00          | $30516.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 2.5000%  | 0.0000% | $500.00            | $355.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $71200.00          | $70819.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-05-15      | 3.0000%  | 0.0000% | $3000.00           | $2299.65           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2046-02-15      | 1.0000%  | 0.0000% | $54000.00          | $55481.52          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3175.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $594.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $400.00            | $299.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $359.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $2200.00           | $1644.44           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-05-15      | 2.8750%  | 0.0000% | $1300.00           | $933.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $192.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.18             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $10000.00          | $7228.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-08-15      | 1.3750%  | 0.0000% | $10200.00          | $5053.59           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 1.1250%  | 0.0000% | $99700.00          | $61423.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $247.93            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-07-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer