# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-26-007257
**Filing Date:** 2026-1
**Character Count:** 670847
**Document Hash:** 5ffcace041786d52165f75cf72aec084
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007257.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007257

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM TREASURER'S SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **CENTRAL INDEX KEY:** 0000828806

**ORGANIZATION NAME:**
- **EIN:** 586213968
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 26518229

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **DATE OF NAME CHANGE:** 20100430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST
- **DATE OF NAME CHANGE:** 20040707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

## Series and Classes Contracts Data

### Invesco Premier U.S. Government Money Portfolio (Series ID: S000000176)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000000400 | Investor Class      | FUGXX           |
| C000029750 | Institutional Class | IUGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000828806

### General Information

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

**Registrant Full Name:** Invesco Treasurer's Series Trust

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier U.S. Government Money Portfolio

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

**Total number of share classes in the series:** 2

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-19862

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 13 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $24417874159.30

- **Amortized Cost of Portfolio Securities:** $24412462318.30

- **Cash:** $460.88

- **Total Other Assets:** $80793155.89

- **Total Liabilities:** $180197982.04

- **Net Assets of Series:** $24313057953.03

- **Number of Shares Outstanding (Series):** 24310803985.7300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $13767694886.25           | $18514104319.62            | 56.4900%                  | 75.9700%                   |
| 2025-12-02 | $14555700383.55           | $18789055079.42            | 58.5900%                  | 75.6300%                   |
| 2025-12-03 | $14707738004.25           | $20197145204.29            | 55.3900%                  | 76.0700%                   |
| 2025-12-04 | $14440115275.26           | $20418501705.90            | 54.5400%                  | 77.1200%                   |
| 2025-12-05 | $12796463385.35           | $19104914213.22            | 50.9100%                  | 76.0100%                   |
| 2025-12-08 | $12311438250.49           | $18700018631.16            | 49.8400%                  | 75.7100%                   |
| 2025-12-09 | $13040112050.68           | $18917015688.31            | 52.3400%                  | 75.9200%                   |
| 2025-12-10 | $13269330119.98           | $18861303989.57            | 53.3800%                  | 75.8700%                   |
| 2025-12-11 | $12530092720.87           | $18524444584.90            | 51.1000%                  | 75.5500%                   |
| 2025-12-12 | $12481744423.44           | $18369144465.27            | 51.2300%                  | 75.3900%                   |
| 2025-12-15 | $12386549587.87           | $18273357096.39            | 51.0300%                  | 75.2900%                   |
| 2025-12-16 | $12896935016.19           | $18271430553.88            | 53.1400%                  | 75.2800%                   |
| 2025-12-17 | $12430582433.69           | $18317395738.05            | 50.8800%                  | 74.9700%                   |
| 2025-12-18 | $12957410401.38           | $18344228972.42            | 52.5000%                  | 74.3300%                   |
| 2025-12-19 | $12722078985.53           | $18253902823.25            | 51.8300%                  | 74.3700%                   |
| 2025-12-22 | $12611892470.38           | $18142853903.68            | 51.5400%                  | 74.1400%                   |
| 2025-12-23 | $12998875566.93           | $18017529766.90            | 53.3900%                  | 74.0100%                   |
| 2025-12-24 | $12042561634.98           | $17723596101.63            | 50.0700%                  | 73.6900%                   |
| 2025-12-26 | $11943977713.07           | $17680022713.06            | 49.7500%                  | 73.6500%                   |
| 2025-12-29 | $11913781275.96           | $17649842075.99            | 49.6800%                  | 73.6000%                   |
| 2025-12-30 | $12931181628.04           | $17904872694.73            | 53.1400%                  | 73.5800%                   |
| 2025-12-31 | $12928166321.39           | $18189729917.25            | 52.7800%                  | 74.2600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.1000%             |
| 2025-12-02 | 4.1000%             |
| 2025-12-03 | 4.0900%             |
| 2025-12-04 | 4.0800%             |
| 2025-12-05 | 4.0600%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9800%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8600%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8100%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8400%             |
| 2025-12-31 | 3.8500%             |

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

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1822837678.96

- **Number of Shares Outstanding:** 1822729898.4540

- **Expense Reimbursement/Waiver:** 114343.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $6934695.21               | $545357.62              |
| 2025-12-02 | $40895144.69              | $36925668.17            |
| 2025-12-03 | $52192871.91              | $12648105.50            |
| 2025-12-04 | $40037977.36              | $15127184.77            |
| 2025-12-05 | $69486857.06              | $11576480.11            |
| 2025-12-08 | $16159726.58              | $5597424.15             |
| 2025-12-09 | $27404378.80              | $25176322.31            |
| 2025-12-10 | $12503161.10              | $16798547.42            |
| 2025-12-11 | $24331245.11              | $42280009.64            |
| 2025-12-12 | $14077425.54              | $65382836.53            |
| 2025-12-15 | $38176536.85              | $16055812.36            |
| 2025-12-16 | $11010437.80              | $47284746.36            |
| 2025-12-17 | $10322898.99              | $55363401.02            |
| 2025-12-18 | $21268534.19              | $17178513.33            |
| 2025-12-19 | $12024406.97              | $17608535.58            |
| 2025-12-22 | $30019435.44              | $11373568.94            |
| 2025-12-23 | $14164622.09              | $64682846.33            |
| 2025-12-24 | $13390627.78              | $25602881.02            |
| 2025-12-26 | $693950.86                | $637568.35              |
| 2025-12-29 | $30902464.28              | $71968587.80            |
| 2025-12-30 | $8873724.78               | $13417020.47            |
| 2025-12-31 | $24803701.18              | $9675602.76             |

**Total Gross Subscriptions (Month):** $519674824.57

**Total Gross Redemptions (Month):** $582907020.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9200%           |
| 2025-12-02 | 3.9200%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8800%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.6800%           |
| 2025-12-16 | 3.6600%           |
| 2025-12-17 | 3.6400%           |
| 2025-12-18 | 3.6300%           |
| 2025-12-19 | 3.6300%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6300%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.7800%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $22490220274.07

- **Number of Shares Outstanding:** 22488074087.2780

- **Expense Reimbursement/Waiver:** 1328196.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $413795089.21             | $126815314.09           |
| 2025-12-02 | $253242511.00             | $86605456.86            |
| 2025-12-03 | $335467991.97             | $281306382.02           |
| 2025-12-04 | $251289816.71             | $152976331.27           |
| 2025-12-05 | $125047117.95             | $173112061.02           |
| 2025-12-08 | $226428678.09             | $153768866.61           |
| 2025-12-09 | $349747228.95             | $84534400.41            |
| 2025-12-10 | $158929746.49             | $212856016.71           |
| 2025-12-11 | $125391798.42             | $451188306.64           |
| 2025-12-12 | $185718018.59             | $288199254.00           |
| 2025-12-15 | $274460224.15             | $396635570.29           |
| 2025-12-16 | $165113930.96             | $133294906.96           |
| 2025-12-17 | $222718636.71             | $133234833.92           |
| 2025-12-18 | $209999676.18             | $240213350.00           |
| 2025-12-19 | $238394974.93             | $370658032.81           |
| 2025-12-22 | $206200665.46             | $290867957.24           |
| 2025-12-23 | $174253515.10             | $135471177.02           |
| 2025-12-24 | $128621133.16             | $193357519.92           |
| 2025-12-26 | $326165244.79             | $375641249.32           |
| 2025-12-29 | $122540913.90             | $81277921.65            |
| 2025-12-30 | $393717567.48             | $138299088.64           |
| 2025-12-31 | $307180664.84             | $164617410.49           |

**Total Gross Subscriptions (Month):** $5194425145.04

**Total Gross Redemptions (Month):** $4664931407.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9200%           |
| 2025-12-02 | 3.9200%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8800%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.6800%           |
| 2025-12-16 | 3.6600%           |
| 2025-12-17 | 3.6400%           |
| 2025-12-18 | 3.6300%           |
| 2025-12-19 | 3.6300%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6300%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 45.7900%         | 0.0000%              |
| Non-financial corporation |  | 21.4500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20011261.60
- **C.18.a - Value (excl. sponsor support):** $20011261.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99991158.00
- **C.18.a - Value (excl. sponsor support):** $99991158.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999644.00
- **C.18.a - Value (excl. sponsor support):** $99999644.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75055509.00
- **C.18.a - Value (excl. sponsor support):** $75055509.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37877212.50
- **C.18.a - Value (excl. sponsor support):** $37877212.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9964750.00
- **C.18.a - Value (excl. sponsor support):** $9964750.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109300888.40
- **C.18.a - Value (excl. sponsor support):** $109300888.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.815000%
- **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):** $49009112.53
- **C.18.a - Value (excl. sponsor support):** $49009112.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50007916.00
- **C.18.a - Value (excl. sponsor support):** $50007916.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000901.30
- **C.18.a - Value (excl. sponsor support):** $10000901.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005419.75
- **C.18.a - Value (excl. sponsor support):** $25005419.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25027646.50
- **C.18.a - Value (excl. sponsor support):** $25027646.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35031910.20
- **C.18.a - Value (excl. sponsor support):** $35031910.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000341.70
- **C.18.a - Value (excl. sponsor support):** $30000341.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40002275.20
- **C.18.a - Value (excl. sponsor support):** $40002275.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100061002.00
- **C.18.a - Value (excl. sponsor support):** $100061002.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52013710.84
- **C.18.a - Value (excl. sponsor support):** $52013710.84
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65072966.40
- **C.18.a - Value (excl. sponsor support):** $65072966.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $10003042.20
- **C.18.a - Value (excl. sponsor support):** $10003042.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70010770.20
- **C.18.a - Value (excl. sponsor support):** $70010770.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **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):** $124055126.70
- **C.18.a - Value (excl. sponsor support):** $124055126.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006499.50
- **C.18.a - Value (excl. sponsor support):** $10006499.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100054721.00
- **C.18.a - Value (excl. sponsor support):** $100054721.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50029048.00
- **C.18.a - Value (excl. sponsor support):** $50029048.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005588.50
- **C.18.a - Value (excl. sponsor support):** $10005588.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50017591.00
- **C.18.a - Value (excl. sponsor support):** $50017591.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74034253.12
- **C.18.a - Value (excl. sponsor support):** $74034253.12
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214112155.30
- **C.18.a - Value (excl. sponsor support):** $214112155.30
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **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):** $14005808.32
- **C.18.a - Value (excl. sponsor support):** $14005808.32
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215163643.00
- **C.18.a - Value (excl. sponsor support):** $215163643.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75043462.50
- **C.18.a - Value (excl. sponsor support):** $75043462.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61112660.29
- **C.18.a - Value (excl. sponsor support):** $61112660.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70030483.60
- **C.18.a - Value (excl. sponsor support):** $70030483.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19998807.40
- **C.18.a - Value (excl. sponsor support):** $19998807.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199990070.00
- **C.18.a - Value (excl. sponsor support):** $199990070.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150001080.00
- **C.18.a - Value (excl. sponsor support):** $150001080.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54990577.95
- **C.18.a - Value (excl. sponsor support):** $54990577.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114998975.40
- **C.18.a - Value (excl. sponsor support):** $114998975.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219998328.00
- **C.18.a - Value (excl. sponsor support):** $219998328.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35005332.95
- **C.18.a - Value (excl. sponsor support):** $35005332.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80064476.00
- **C.18.a - Value (excl. sponsor support):** $80064476.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50037162.00
- **C.18.a - Value (excl. sponsor support):** $50037162.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000607.95
- **C.18.a - Value (excl. sponsor support):** $35000607.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24993487.50
- **C.18.a - Value (excl. sponsor support):** $24993487.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65056824.30
- **C.18.a - Value (excl. sponsor support):** $65056824.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50003990.50
- **C.18.a - Value (excl. sponsor support):** $50003990.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69991322.80
- **C.18.a - Value (excl. sponsor support):** $69991322.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5998959.54
- **C.18.a - Value (excl. sponsor support):** $5998959.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026123.00
- **C.18.a - Value (excl. sponsor support):** $50026123.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49995091.00
- **C.18.a - Value (excl. sponsor support):** $49995091.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20011500.20
- **C.18.a - Value (excl. sponsor support):** $20011500.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24997180.75
- **C.18.a - Value (excl. sponsor support):** $24997180.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74978867.25
- **C.18.a - Value (excl. sponsor support):** $74978867.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200148990.00
- **C.18.a - Value (excl. sponsor support):** $200148990.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34996229.45
- **C.18.a - Value (excl. sponsor support):** $34996229.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97029153.35
- **C.18.a - Value (excl. sponsor support):** $97029153.35
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65982556.20
- **C.18.a - Value (excl. sponsor support):** $65982556.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99988494.00
- **C.18.a - Value (excl. sponsor support):** $99988494.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147012015.80
- **C.18.a - Value (excl. sponsor support):** $147012015.80
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $105053819.90
- **C.18.a - Value (excl. sponsor support):** $105053819.90
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40019042.80
- **C.18.a - Value (excl. sponsor support):** $40019042.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25015780.75
- **C.18.a - Value (excl. sponsor support):** $25015780.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49993680.50
- **C.18.a - Value (excl. sponsor support):** $49993680.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125233627.50
- **C.18.a - Value (excl. sponsor support):** $125233627.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $70126254.80
- **C.18.a - Value (excl. sponsor support):** $70126254.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125208531.30
- **C.18.a - Value (excl. sponsor support):** $125208531.30
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99957905.00
- **C.18.a - Value (excl. sponsor support):** $99957905.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124988822.50
- **C.18.a - Value (excl. sponsor support):** $124988822.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38516484.93
- **C.18.a - Value (excl. sponsor support):** $38516484.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **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):** $85068153.85
- **C.18.a - Value (excl. sponsor support):** $85068153.85
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $70037015.30
- **C.18.a - Value (excl. sponsor support):** $70037015.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $35025058.60
- **C.18.a - Value (excl. sponsor support):** $35025058.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $175343728.00
- **C.18.a - Value (excl. sponsor support):** $175343728.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50999405.85
- **C.18.a - Value (excl. sponsor support):** $50999405.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $750000.00
- **C.18.a - Value (excl. sponsor support):** $750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2777777.76
- **C.18.a - Value (excl. sponsor support):** $2777777.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.602000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1000000.03
- **C.18.a - Value (excl. sponsor support):** $1000000.03
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $625000.05
- **C.18.a - Value (excl. sponsor support):** $625000.05
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4615384.63
- **C.18.a - Value (excl. sponsor support):** $4615384.63
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $599999.94
- **C.18.a - Value (excl. sponsor support):** $599999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49762438.50
- **C.18.a - Value (excl. sponsor support):** $49762438.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148883232.00
- **C.18.a - Value (excl. sponsor support):** $148883232.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491122810.00
- **C.18.a - Value (excl. sponsor support):** $491122810.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97956719.00
- **C.18.a - Value (excl. sponsor support):** $97956719.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399768452.00
- **C.18.a - Value (excl. sponsor support):** $399768452.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74904144.75
- **C.18.a - Value (excl. sponsor support):** $74904144.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $986688865.80
- **C.18.a - Value (excl. sponsor support):** $986688865.80
- **C.19 - Percentage of Net Assets:** 4.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398364844.00
- **C.18.a - Value (excl. sponsor support):** $398364844.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74816178.75
- **C.18.a - Value (excl. sponsor support):** $74816178.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.847000%
- **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):** $99998036.00
- **C.18.a - Value (excl. sponsor support):** $99998036.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **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 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125648577.50
- **C.18.a - Value (excl. sponsor support):** $125648577.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.762000%
- **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):** $115038765.40
- **C.18.a - Value (excl. sponsor support):** $115038765.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $4057070.00        | $3268440.51        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MB     20560725 3.00000 | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6376384.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.0677%  | 0.0000% | $99980895.00       | $56655177.05       | Agency Collateralized Mortgage Obligation |

### Security 97: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $2067.00           | $1798.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.6290%  | 0.0000% | $23324127.00       | $35713.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.4870%  | 0.0000% | $449792.00         | $674.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1002.00           | $71.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $185.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 6.5820%  | 0.0000% | $36271.00          | $575.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.4210%  | 0.0000% | $1796000.00        | $6994.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.3450%  | 0.0000% | $794344.00         | $43771.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $58.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 5.0000%  | 0.0000% | $1500639.00        | $15558.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $1000.00           | $8.26              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $1094.00           | $20.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $73.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1014.00           | $105.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.5000%  | 0.0000% | $3655.00           | $4.55              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1232.00           | $64.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $169.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906630.00        | $1373522.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1001.00           | $200.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.0000%  | 0.0000% | $406062.00         | $80346.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1388263.00        | $190793.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $2721.00           | $742.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $101.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $163.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $89.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $176.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1008.00           | $194.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $35.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $1950.00           | $7.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $109.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $135.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.0000%  | 0.0000% | $2325000.00        | $327867.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1001.00           | $154.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $102.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1001.00           | $177.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-04-01      | 3.0000%  | 0.0000% | $2799.00           | $23.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $194.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 7.0000%  | 0.0000% | $1000.00           | $69.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $631.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $640.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $362.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $1001.00           | $555.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $626.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1011.00           | $670.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $717.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $199001.00         | $147514.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $161324.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $717.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5394.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $11912.00          | $8762.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $378714.00         | $260957.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $791.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $837.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $850.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1718191.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $676895.00         | $579158.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1032.00           | $845.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $2035.00           | $1760.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $215515.00         | $90212.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $271.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $1005.00           | $184.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1800532.00        | $610554.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $615.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $614.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $181814.00         | $108947.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $625.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1888.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $746.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $319284.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $725.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $714.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1022.00           | $548.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $862.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $11233.00          | $8874.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $5372916.00        | $874005.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $516.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $10001.00          | $7269.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1346.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26809.00          | $20235.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $239952.00         | $159154.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1502.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1555.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $269178.00         | $218570.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1020.00           | $791.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $686.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1579.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1517.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $831.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1141.00           | $787.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $793.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $763.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $865.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $952.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $983.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1001.00           | $362.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $429.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1039.00           | $331.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $539.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $8000.00           | $4121.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $701.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1018.00           | $641.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $780.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $689.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $710.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $705.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1006.00           | $733.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $812.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1089.00           | $875.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $819.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $209388.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $2117.00           | $1716.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $856.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $16021.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $985.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-25      | 2.5000%  | 0.0000% | $566895.00         | $61267.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 3.0740%  | 0.0000% | $43000.00          | $23889.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-11-25      | 1.6840%  | 0.0000% | $364349.00         | $313288.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-25      | 1.9360%  | 0.0000% | $63551.00          | $47175.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1810%  | 0.0000% | $205000.00         | $197741.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.2742%  | 0.0000% | $1001.00           | $447.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.0100%  | 0.0000% | $5845159.00        | $3720481.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.1242%  | 0.0000% | $688154.00         | $563931.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7150%  | 0.0000% | $4915222.00        | $4962365.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.6930%  | 0.0000% | $1370.00           | $73.78             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1000.00           | $960.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $3136.00           | $464.53            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $182143.00         | $134722.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $2669.00           | $2652.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 3.8800%  | 0.0000% | $5999000.00        | $6017928.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $1257197.00        | $1194019.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.5242%  | 0.0000% | $6089954.00        | $4049020.24        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $780070.00         | $809867.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 5.2500%  | 0.0000% | $750000.00         | $627002.59         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $1000.00           | $989.78            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-08-01      | 5.0000%  | 0.0000% | $1000.00           | $28.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.5000%  | 0.0000% | $574780.00         | $15963.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $76.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $176.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $236971.00         | $32908.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.3210%  | 0.0000% | $470000.00         | $17027.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $281.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $107000.00         | $10672.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $206.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 4.5000%  | 0.0000% | $548999.00         | $40126.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1039.00           | $10.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $969.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1001.00           | $639.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $9622552.00        | $9155714.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $41051.00          | $40677.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $161209.00         | $166181.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $293.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.5350%  | 0.0000% | $4626.00           | $316.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $100000.00         | $20548.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $267.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $285.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $146.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5270%  | 0.0000% | $16307880.00       | $15055038.72       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $294.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $180.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1076532.00        | $627693.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $340000.00         | $191198.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 1.2900%  | 0.0000% | $25000.00          | $19494.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.9700%  | 0.0000% | $187753.00         | $146560.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $121254.00         | $120446.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $694.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1983050.00        | $1938066.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1034427.00        | $922096.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $853.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $664.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $47825.00          | $34297.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $611.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $338.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $774362.00         | $270084.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $88481152.00       | $52577431.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $635.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $662.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $425000.00         | $300619.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $718.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $785.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $855964.00         | $650740.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5949970.00        | $4939079.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $491000.00         | $388172.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $782.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $914.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $1061.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1493248.00        | $1402124.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $870.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $298.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $2702610.00        | $421696.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $2842069.00        | $1181925.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2064000.00        | $1130050.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1016.00           | $512.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $595.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $574.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1671016.00        | $1084306.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $1001.00           | $545.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $640.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $625.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $668.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $185000.00         | $135756.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 2.5000%  | 0.0000% | $278166.00         | $200857.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $686.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $732.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $723.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $684.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $673.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $743.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $788.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $730.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $738.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $551996.00         | $418355.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $833.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $777.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $792.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1056.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1006.00           | $96.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1211.00           | $103.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $1008.00           | $42.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $730141.00         | $59659.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $590.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 8.0000%  | 0.0000% | $1000.00           | $563.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $882.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5242930.00        | $4321196.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $164500.00         | $114686.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $793.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $947.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $995.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $5565048.00        | $5534614.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $1000.00           | $79.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $1014.00           | $44.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10035.81          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $945.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $306736.00         | $271754.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $5462.00           | $4351.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1948.00           | $1690.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $873.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1024.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1375182.00        | $1107247.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2014.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $900.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $32360.00          | $26758.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $304015.00         | $297013.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $848531.00         | $787890.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $13387.00          | $13616.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $962.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $11004.00          | $10933.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119308.00        | $2191053.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $443680.00         | $419843.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1022.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $833.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $9000.00           | $9109.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1280188.00        | $1311983.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $266944.00         | $273385.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $335459.00         | $342960.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $626176.00         | $629025.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1055.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $42648.00          | $43780.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1960.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $92577.00          | $92480.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $196803.00         | $187514.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1962.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $953.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $836.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 4.0000%  | 0.0000% | $8000.00           | $7403.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $854.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $97677.00          | $93613.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1075.00           | $909.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $6719.00           | $6610.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2001.00           | $1928.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $928.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $869000.00         | $787304.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.0000%  | 0.0000% | $75211.00          | $71071.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $54032.00          | $47853.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $968.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1394000.00        | $1293263.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $881.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $941.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $343526.00         | $322264.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $207611.00         | $180370.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $598530.00         | $582484.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $119219.00         | $116425.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $239161.00         | $249826.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $385353.00         | $365141.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $2216.00           | $71.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $83.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $56.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 4.5000%  | 0.0000% | $1000.00           | $63.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $1000.00           | $89.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $283997.00         | $20675.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $167.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-01-20      | 3.0000%  | 0.0000% | $1000.00           | $95.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-12-20      | 4.6250%  | 0.0000% | $800114.00         | $26221.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $157.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000.00           | $91.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1024.00           | $119.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $159098.00         | $13864.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1024.00           | $122.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $76.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $23024.00          | $2844.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1024.00           | $125.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $212417623.00      | $24836523.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2029.00           | $239.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1024.00           | $93.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $2026.00           | $184.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $1000.00           | $118.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1000.00           | $117.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $1000.00           | $445.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1040.00           | $204.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $4551936.00        | $1098186.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $138.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $718.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $203.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $2000.00           | $1811.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1002.00           | $899.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1024.00           | $621.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3064.00           | $2298.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $735.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $2008.00           | $1499.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $2049.00           | $1515.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1485.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $698.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2048.00           | $1374.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $532.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1363.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $535.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $755.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1008.00           | $605.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $786.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $576.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $804.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1554.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $20855.00          | $17002.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2000.00           | $1261.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2000.00           | $953.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $721.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $307.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2000.00           | $603.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1004.00           | $195.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1787.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1001.00           | $609.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $415.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2000.00           | $1521.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $1000.00           | $419.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $382.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $1000.00           | $517.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $1000.00           | $412.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $322.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $218.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1899710.00        | $1490947.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1000.00           | $610.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2000.00           | $1551.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1001.00           | $915.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1008.00           | $940.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $858.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $3020.00           | $3084.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $997.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2000.00           | $1978.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1076.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1000.00           | $919.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1098.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1077.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $874.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $980.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3000.00           | $2515.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $981.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $779.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $407244.00         | $434327.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3595284.00        | $3154299.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1008.00           | $965.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2038.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3903864.00        | $4073943.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $853.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2000.00           | $1675.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $823.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1001.00           | $917.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $780.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1224.00           | $1187.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1048.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2127.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2128.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2066.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $2103.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2008.00           | $2054.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2088.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1190.00           | $1256.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1006.00           | $1050.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2087.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1001.00           | $1026.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $1042.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1002.00           | $1046.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1024.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $965.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $44607.00          | $39892.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $954.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $133761.00         | $115265.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $948.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1022.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2032.00           | $2038.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $995.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $976.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1000.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $73493.00          | $71907.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $838.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1037.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $1006.00           | $1044.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1074.00           | $1111.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $100038.00         | $2445.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $35.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $1000.00           | $10.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1002.00           | $7.31              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1044.00           | $6.90              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $1000.00           | $44.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1000.00           | $40.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $70.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12877648.00       | $602254.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $31289745.00       | $512275.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $3086.00           | $152.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12710489.00       | $487941.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $566307.00         | $20657.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $7145271.00        | $28180.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $7079309.00        | $379530.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $177179.00         | $12419.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $58.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $4017.00           | $1098.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $586.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1007.00           | $54.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1000.00           | $78.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $25.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.9877%  | 0.0000% | $12311117.00       | $12154591.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.9177%  | 0.0000% | $414438.00         | $265800.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4042.00           | $2343.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $11499288.00       | $7095443.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16083800.00       | $10025620.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7976%  | 0.0000% | $16711089.00       | $11219986.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $1001.00           | $388.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.8177%  | 0.0000% | $4485055.00        | $1844823.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.8177%  | 0.0000% | $14070469.00       | $10254264.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8677%  | 0.0000% | $276824.00         | $210734.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $21858000.00       | $12750034.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $11234.00          | $8154.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $73057999.00       | $28390084.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $1971045.00        | $1409772.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9177%  | 0.0000% | $8720457.00        | $3647772.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $1002.00           | $335.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3177%  | 0.0000% | $571713.00         | $181951.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.1177%  | 0.0000% | $26821263.00       | $11197400.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1013.00           | $1041.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $1334.00           | $715.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $38540036.00       | $29810359.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0277%  | 0.0000% | $21120166.00       | $13795361.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $4479148.00        | $3326155.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0176%  | 0.0000% | $17556809.00       | $12500686.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $5957700.00        | $3822389.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.9177%  | 0.0000% | $737969.00         | $624504.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5176%  | 0.0000% | $299097.00         | $205734.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8677%  | 0.0000% | $29180610.00       | $25005137.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0277%  | 0.0000% | $595255.00         | $550285.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $644409.00         | $442739.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2377%  | 0.0000% | $3622250.00        | $3473866.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2176%  | 0.0000% | $18239790.00       | $16595567.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0677%  | 0.0000% | $1000.00           | $962.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.9676%  | 0.0000% | $3287562.00        | $3263979.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.9925%  | 0.0000% | $2030.00           | $2013.35           | Agency Collateralized Mortgage Obligation |

### Security 98: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $245139900.00      | $187568855.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $57379200.00       | $57231161.66       | U.S. Treasuries (including strips) |

### Security 99: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $498050.00         | $433266.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.3310%  | 0.0000% | $1550526.00        | $1281448.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.3530%  | 0.0000% | $2005462.00        | $1827203.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.4880%  | 0.0000% | $4335975.00        | $29613.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 6.0240%  | 0.0000% | $3900000.00        | $16582.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $14266.00          | $501.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $3978097.00        | $23510.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.2180%  | 0.0000% | $4260.00           | $44.46             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $163931.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.6630%  | 0.0000% | $2837.00           | $52.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.4030%  | 0.0000% | $1315.00           | $41.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 6.5240%  | 0.0000% | $6602624.00        | $2849772.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2550%  | 0.0000% | $43596.00          | $986.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 7.0000%  | 0.0000% | $1707965.00        | $22772.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $2028698.00        | $38438.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.0000%  | 0.0000% | $1003.00           | $14.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $34.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $89.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $98.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $302.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $126.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $2004.00           | $401.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $55.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $308.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $272.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $367175.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 5.0000%  | 0.0000% | $37632.00          | $3812.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $89.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $181890.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1023.00           | $197.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $1031.00           | $6.09              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 5.5000%  | 0.0000% | $1000.00           | $6.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $1000.00           | $16.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1072.00           | $164.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $96137.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 4.0000%  | 0.0000% | $39000.00          | $6375.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $116998.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $178.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1685998.00        | $417397.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $1001.00           | $295.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $689.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $64931.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8532.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $710.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1008.00           | $668.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $717.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $50623.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $654396.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $6832918.00        | $5332012.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $787.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2054067.00        | $1521017.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $689.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1135888.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $2252308.00        | $1844818.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $6283.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $725.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $824.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3709713.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $965.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $9009.00           | $7842.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $894.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $864.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $146.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $220.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $339.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $6747657.00        | $5310002.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $9844493.00        | $5535129.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $2240226.00        | $1241831.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $461.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $6836.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10612.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $625.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $696.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $10410.00          | $8382.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2020270.00        | $1604009.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $771.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $195936.00         | $186823.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $6034.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $391027.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $29000.00          | $6094.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $292.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $394.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $514189.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $522.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $51315.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $2038545.00        | $1139467.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $433.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3435354.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $726.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $82999.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $673.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $778.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $809.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $808547.00         | $555938.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $2730.00           | $1896.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1337546.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $81518.00          | $49099.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $158220.00         | $144412.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $704.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $432929.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $152.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $10920.00          | $7501.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1015717.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $778.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $4878968.00        | $4303209.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $763.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $952.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $360852.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $462.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $139717.00         | $44642.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $524.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1004.00           | $549.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $616.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8363.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23114.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 4.0000%  | 0.0000% | $336422.00         | $237233.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $737.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $816.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $3379995.00        | $2403272.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $812.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 6.0000%  | 0.0000% | $378439.00         | $294630.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $812.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $809.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $836.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $946.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $41887680.00       | $3777017.66        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2597044.00        | $2468319.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $928173.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $963.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1702660.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9367.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.4520%  | 0.0000% | $1039674.00        | $133783.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 5.9880%  | 0.0000% | $2266.00           | $12.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.0000%  | 0.0000% | $1551091.00        | $7741.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $99.18             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $68920.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $307211.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 3.1430%  | 0.0000% | $43000.00          | $32423.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 1.7070%  | 0.0000% | $50000.00          | $43527.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1810%  | 0.0000% | $1000.00           | $964.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1004.00           | $585.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 5.0000%  | 0.0000% | $3554475.00        | $3475756.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $19319701.00       | $17420647.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1013.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1437.00           | $1432.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.0000%  | 0.0000% | $1035000.00        | $145415.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1009.00           | $969.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $113636.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-02-25      | 1.5000%  | 0.0000% | $3500000.00        | $2003586.47        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 3.9200%  | 0.0000% | $5956740.00        | $5989613.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $7325.00           | $7056.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $909963.80         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-02-25      | 2.2500%  | 0.0000% | $1000.00           | $901.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $137345.00         | $142298.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.3242%  | 0.0000% | $6395000.00        | $4363432.14        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $5250.00           | $5196.34           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $806463.00         | $760798.65         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-12-25      | 4.5000%  | 0.0000% | $1008.00           | $997.57            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $160763.00         | $154400.80         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $557042.00         | $434972.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $39246.00          | $45.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 5.0000%  | 0.0000% | $1000.00           | $28.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.3510%  | 0.0000% | $1930287.00        | $38854.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $57973.00          | $9652.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.3130%  | 0.0000% | $1003.00           | $92.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $788.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23108.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $38101.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $156.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16386.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $280.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $342019.00         | $74597.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $327000.00         | $46160.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $400000.00         | $49899.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $136.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 4.0000%  | 0.0000% | $1000.00           | $162.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $4048961.00        | $827423.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-01      | 6.3820%  | 0.0000% | $2496667.00        | $8572.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2550%  | 0.0000% | $4817039.00        | $37674.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.1040%  | 0.0000% | $1000000.00        | $18580.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 5.9890%  | 0.0000% | $6750000.00        | $66658.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $125.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.1570%  | 0.0000% | $8146991.00        | $56869.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.9930%  | 0.0000% | $5153994.00        | $29757.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.5180%  | 0.0000% | $440000.00         | $7688.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7990%  | 0.0000% | $57662.00          | $417.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.0000%  | 0.0000% | $3997889.00        | $10164.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $23000.00          | $19411.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $816.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $31561.00          | $25667.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $95000.00          | $76157.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $775.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $976.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2991556.00        | $3027266.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $428.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $969.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $638.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $874.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $687.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $928.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $578460.00         | $567223.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $323448.00         | $326670.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $6079104.00        | $6305571.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $915060.00         | $903634.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1216722.00        | $1243571.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 4.5000%  | 0.0000% | $3811228.00        | $378654.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $332.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $298678.00         | $243083.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $267.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $324000.00         | $31908.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $285.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $146.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.4550%  | 0.0000% | $9917297.00        | $8948077.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1001.00           | $294.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $32725.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $180.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $57711.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 1.5800%  | 0.0000% | $25000.00          | $23463.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $77938.00          | $74693.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $84768.00          | $83035.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $1236.00           | $1227.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $4081640.00        | $3737164.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1516597.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $2585789.00        | $2430014.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1350462.00        | $1152890.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $693.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $316000.00         | $195348.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $664.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3414441.00        | $2870976.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $763540.00         | $512056.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2224.00           | $1334.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $3300000.00        | $2678155.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $198000.00         | $115922.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $5949248.00        | $4877395.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $38562.00          | $39608.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $2000.00           | $2009.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $832672.00         | $835374.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 4.5800%  | 0.0000% | $1227.00           | $1252.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $4408000.00        | $275012.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $846274.00         | $280123.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $338.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1695351.00        | $640026.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $405.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1584188.00        | $218315.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $389000.00         | $236028.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $998985.00         | $617429.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $635.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $3460672.00        | $2250814.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $318418.00         | $200333.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $662.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $751.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $785.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $43000.00          | $27333.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $695.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $15900.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $828.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $8657.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $3592236.00        | $2791147.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $760.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $740.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $7949170.00        | $6105597.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $914.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $1061.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2444.00           | $2188.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $940415.00         | $853329.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $938.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $978.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $3940800.00        | $3478394.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $20491720.00       | $20663553.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $246.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $99000.00          | $16225.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $312.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1008.00           | $328.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $129.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $180.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $303.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $491611.00         | $247955.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $567.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $200000.00         | $87591.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $99000.00          | $56074.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $45000.00          | $26636.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $619.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $4880000.00        | $2824378.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $463885.00         | $264074.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $574.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $637.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1691741.00        | $1097754.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $797.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $943229.00         | $676534.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $733.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3931414.00        | $3070840.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $696.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $704.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $684.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $796.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $669.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $743.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $733.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $3699000.00        | $2693741.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $722.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $730.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $15085.00          | $12515.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $715.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $869546.00         | $648371.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $738.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $745.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $742423.00         | $629778.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $883.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $792.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $735.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $30912160.00       | $25152249.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $17531904.00       | $14917221.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1040.00           | $952.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $975.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 7.0000%  | 0.0000% | $1748998.00        | $35584.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.3400%  | 0.0000% | $1538.00           | $3.13              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1008.00           | $7.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.4590%  | 0.0000% | $16065535.00       | $127938.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.4530%  | 0.0000% | $24998626.00       | $309426.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $2.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $5006824.00        | $331792.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $17.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1008.00           | $97.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $1005.00           | $42.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 4.0000%  | 0.0000% | $1000.00           | $45.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $73000.00          | $8058.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $163.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 4.0000%  | 0.0000% | $715000.00         | $79896.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $57.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $136.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $471194.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1827264.00        | $1079702.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $882.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $42976900.00       | $29110446.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $713.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $673.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 2.5000%  | 0.0000% | $1000.00           | $673.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $763.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $792.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2005.00           | $1656.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $193000.00         | $161985.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $4662480.00        | $3341583.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 6.0000%  | 0.0000% | $84000.00          | $50566.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $873.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $940.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $947.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1049.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $4997192.00        | $5037897.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1580%  | 0.0000% | $44240000.00       | $409956.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $1000.00           | $43.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $206219.00         | $7487.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8051049.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $334028.00         | $326018.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $34397.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $3648.00           | $3119.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $909.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $924.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2408099.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1415808.00        | $1320325.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $984.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $16477.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $812.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38501.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $46023.00          | $46813.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13015.00          | $12533.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $259565.00         | $268352.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1007.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $389510.00         | $402342.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1013.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1073418.00        | $1023301.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1225875.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $997.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $3277633.00        | $3423547.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $14651808.00       | $14402034.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $451793.00         | $461895.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1055.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $499392.00         | $518432.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5052.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1071.00           | $1097.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2052.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1012.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $998.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $981.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $953.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $106482.00         | $89059.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $15000.00          | $13110.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $29351.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $981.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $985.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $806.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $6108.00           | $5771.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $963.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $301567.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $340578.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $720.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1811.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $11597.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1762.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2006027.00        | $1832605.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $610580.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1001.00           | $936.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1975.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1398.00           | $1214.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $976.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2230.00           | $2237.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1008.00           | $32.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $83.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $56.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $1000.00           | $58.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $101.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $1000.00           | $89.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $1000.00           | $115.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1004.00           | $89.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-01-20      | 3.0000%  | 0.0000% | $1000.00           | $95.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $49467.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000.00           | $91.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $1027.00           | $126.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $163739.00         | $19144.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $1000.00           | $89.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $136.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $123.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $5054.00           | $460.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1000.00           | $72.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1000.00           | $117.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $3358.00           | $1497.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $2000.00           | $341.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1282.00           | $309.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $256.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $688.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2008.00           | $1440.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $718.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1004.00           | $204.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $905.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1003.00           | $566.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1000.00           | $898.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1024.00           | $621.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $616.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $682.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $466750.00         | $347492.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $768.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $735.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1024.00           | $757.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $742.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $766.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $525.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2000.00           | $1065.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $681.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2187.00           | $1514.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1024.00           | $537.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $535.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1002.00           | $596.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1008.00           | $605.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $260186.00         | $198854.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1008.00           | $816.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $131777.00         | $103500.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2000.00           | $953.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2000.00           | $1443.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $513.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $301.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $1000.00           | $125.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1787.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $2008.00           | $1222.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1000.00           | $760.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $166776.00         | $59710.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2008.00           | $1872.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $858.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2000.00           | $1850.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2000.00           | $2117.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1002.00           | $573.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1000.00           | $104.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $963.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1076.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1098.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $874.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1677.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1002.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2110.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $970.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2000.00           | $2106.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1004.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1063.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2125.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1031.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1047.00           | $1105.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $546157.00         | $570229.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1001.00           | $1044.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1054.00           | $1080.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1181396.00        | $1211720.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1080.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $126555.00         | $132712.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1024.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $965.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1727449.00        | $1544872.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $954.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $861.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $948.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $883.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $971.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1001.00           | $994.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1024.00           | $1027.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $211219.00         | $210289.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1024.00           | $999.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $537381.00         | $537639.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $1000.00           | $978.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $755302.00         | $778555.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1000.00           | $34.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1000.00           | $6.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 4.7500%  | 0.0000% | $4574377.00        | $10765.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $11786.00          | $185.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $10299527.00       | $552170.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1000.00           | $165.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $58.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $273.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1008.00           | $591.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1000.00           | $78.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1002.00           | $25.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 4.7500%  | 0.0000% | $3591785.00        | $3540208.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.3177%  | 0.0000% | $135040.00         | $120069.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9977%  | 0.0000% | $6670227.00        | $6671158.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.2984%  | 0.0000% | $4036799.00        | $652123.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $8952883.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1062250.00        | $486732.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.9477%  | 0.0000% | $61172.00          | $36900.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0476%  | 0.0000% | $2507464.00        | $1649129.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.8177%  | 0.0000% | $22522744.00       | $14522175.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2176%  | 0.0000% | $46737084.00       | $34587005.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8677%  | 0.0000% | $8037274.00        | $6097538.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7976%  | 0.0000% | $8299540.00        | $5572391.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $18190611.00       | $7068808.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $9675665.00        | $5304022.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8677%  | 0.0000% | $14747294.00       | $11226495.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $21207761.00       | $15394232.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $47872000.00       | $18602892.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.8677%  | 0.0000% | $37435200.00       | $14532372.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8677%  | 0.0000% | $40523.00          | $35660.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $41032784.00       | $29348326.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1177%  | 0.0000% | $29853137.00       | $16931357.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9376%  | 0.0000% | $12531745.00       | $10022160.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $1353796.00        | $452789.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.3177%  | 0.0000% | $1119174.00        | $368275.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3177%  | 0.0000% | $1195840.00        | $380583.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2176%  | 0.0000% | $26278600.00       | $8540559.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1677%  | 0.0000% | $22689341.00       | $10305580.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $421193.00         | $432987.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.1177%  | 0.0000% | $14848031.00       | $7233169.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $20224.00          | $10848.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $12013680.00       | $9292469.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0277%  | 0.0000% | $3523053.00        | $2301202.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $1193216.00        | $886066.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0176%  | 0.0000% | $1252547.00        | $891830.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $5498400.00        | $3527708.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0277%  | 0.0000% | $22181668.00       | $18715563.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.9177%  | 0.0000% | $6604832.00        | $5589318.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0176%  | 0.0000% | $11324596.00       | $7782314.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9177%  | 0.0000% | $1092.00           | $936.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5677%  | 0.0000% | $104727.00         | $71563.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2377%  | 0.0000% | $2333070.00        | $2237497.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.7176%  | 0.0000% | $1743200.00        | $1585413.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0677%  | 0.0000% | $1533098.00        | $1475277.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $5078.00           | $5072.04           | Agency Collateralized Mortgage Obligation |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $458930.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $1500000.00        | $75743.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 2.5000%  | 0.0000% | $4000000.00        | $330421.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 3.5000%  | 0.0000% | $2000000.00        | $316480.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $56306.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-03-25      | 1.5000%  | 0.0000% | $25000000.00       | $12732286.42       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.2742%  | 0.0000% | $18500000.00       | $11714764.23       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 5.0000%  | 0.0000% | $56750000.00       | $45087407.92       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-01-25      | 4.5000%  | 0.0000% | $6926450.00        | $6798360.20        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $12998.00          | $303.66            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-09-15      | 6.0000%  | 0.0000% | $4997.00           | $184.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-04-15      | 6.0000%  | 0.0000% | $3296940.00        | $396521.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $179950.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.8141%  | 0.0000% | $199998.00         | $98149.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 4.8641%  | 0.0000% | $20000000.00       | $12834722.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.0000%  | 0.0000% | $6861700.00        | $3125387.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 4.6577%  | 0.0000% | $10265983.00       | $10193735.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7676%  | 0.0000% | $30000000.00       | $16817727.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $65291500.00       | $43433150.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $58619776.00       | $39349466.83       | Agency Collateralized Mortgage Obligation |

### Security 101: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $329700.00         | $323834.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-06      | 0.0000%  | 0.0000% | $559500.00         | $548007.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $1364400.00        | $1359610.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $3533600.00        | $3492186.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-03      | 0.0000%  | 0.0000% | $1775000.00        | $1764270.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-17      | 0.0000%  | 0.0000% | $500.00            | $496.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.0000%  | 0.0000% | $182000.00         | $180396.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-24      | 0.0000%  | 0.0000% | $73406600.00       | $70969500.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $16300.00          | $17173.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $20901100.00       | $22163301.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $136067200.00      | $123401894.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $400.00            | $453.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $3859000.00        | $3878375.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $207652400.00      | $210114767.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $23595500.00       | $24746477.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $147640000.00      | $149039184.28      | U.S. Treasuries (including strips) |

### Security 102: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $333900.00         | $344593.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $719.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $97.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $150.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $102571900.00      | $72523083.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $146.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $517.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $11150100.00       | $11068181.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $1813800.00        | $1814086.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $122.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $160000.00         | $156881.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $280400.00         | $252610.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $97900.00          | $100608.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $700.00            | $759.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $1593500.00        | $1597196.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $60000.00          | $60890.10          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $71731200.00       | $72354338.79       | U.S. Treasuries (including strips) |

### Security 103: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $199.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $1400.00           | $1396.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $300.00            | $299.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-05      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 6.5000%  | 0.0000% | $130400.00         | $134951.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $83400.00          | $179458.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $162.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $13600.00          | $10573.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $1400.00           | $938.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $158700.00         | $115630.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $13716400.00       | $10179696.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $800.00            | $673.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $501300.00         | $366990.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $19800.00          | $18190.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $1190900.00        | $1079671.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $31800.00          | $29439.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $8097400.00        | $8037908.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $3416500.00        | $3399625.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $126756000.00      | $131588520.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $500.00            | $614.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $266.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $47000.00          | $44587.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $333900.00         | $332741.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $1100.00           | $1041.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $1700.00           | $1492.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $948.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $4600.00           | $4727.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $9000.00           | $9352.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $300.00            | $324.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $4169700.00        | $4365475.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $700.00            | $707.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 3.8071%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $5207200.00        | $5334651.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $176200.00         | $180205.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |

### Security 104: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $300.00            | $299.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $15728400.00       | $16078875.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $714600.00         | $711461.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $500.00            | $516.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $1066700.00        | $939756.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $4800.00           | $5666.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $5639000.00        | $4000740.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1063.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15122.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $83545200.00       | $62850552.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $4635800.00        | $3399033.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $220000.00         | $139696.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $49200.00          | $26115.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $600.00            | $424.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $732.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $40705600.00       | $35083230.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $10921500.00       | $9901443.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $4177900.00        | $4036728.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $1047000.00        | $1086916.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $300.00            | $298.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $15592400.00       | $14764989.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $2005500.00        | $1806741.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $27645000.00       | $26224028.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $12317200.00       | $12163284.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $252000.00         | $258971.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $9877600.00        | $10872762.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $12847800.00       | $13235513.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $87200.00          | $88493.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $14375000.00       | $14937712.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |

### Security 105: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $59570400.00       | $61200005.57       | U.S. Treasuries (including strips) |

### Security 106: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $620401.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $44013891.00       | $4607181.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 3.0000%  | 0.0000% | $10500000.00       | $488023.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1329701.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $29046501.00       | $3972063.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $700000.00         | $53273.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $75634846.00       | $37032859.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 2.5000%  | 0.0000% | $528212.00         | $155465.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $10641481.00       | $5131397.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $69936960.00       | $47683898.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 1.5000%  | 0.0000% | $287545.00         | $220912.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $40200000.00       | $23664357.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $424184.00         | $309401.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $30780642.00       | $28875121.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $224500.00         | $173529.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2706112.00        | $729937.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $175000.00         | $57002.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $525000.00         | $36203.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1335492.00        | $199089.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $5168156.00        | $4063616.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $5050001.00        | $1185282.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $4162988.00        | $3917581.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $2588292.00        | $2096604.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1251519.00        | $901695.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $757967.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $2707510.00        | $2097688.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1310159.00        | $524716.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1618180.00        | $1722083.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1383622.00        | $1433889.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $5572550.00        | $6010888.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2952777.00        | $2983369.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3423699.00        | $3602640.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $10000000.00       | $9487054.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $157014940.00      | $160489013.13      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1108120.00        | $384560.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 6.5000%  | 0.0000% | $500000.00         | $914.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $611.59            | Agency Mortgage-Backed Securities |

### Security 107: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1088.00           | $871.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $31764999.00       | $26051277.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-05-01      | 4.0000%  | 0.0000% | $11744000.00       | $3500173.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $121444587.00      | $88883929.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $39387881.00       | $38747488.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.0176%  | 0.0000% | $20097440.00       | $10641001.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0677%  | 0.0000% | $1000.00           | $493.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1677%  | 0.0000% | $15408900.00       | $14404126.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $66934800.00       | $60412165.70       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $6990000.00        | $5591760.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $4919400.00        | $4074541.01        | U.S. Treasuries (including strips)        |

### Security 108: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $191827500.00      | $193800033.57      | U.S. Treasuries (including strips) |

### Security 109: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95JDP1, C.3 - LEI: N/A, C.5 - Other ID: BIV95JDP1
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $126202300.00      | $127500019.43      | U.S. Treasuries (including strips) |

### Security 110: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97ETZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV97ETZ1
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $121154200.00      | $122400010.57      | U.S. Treasuries (including strips) |

### Security 111: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97KQB3, C.3 - LEI: N/A, C.5 - Other ID: BIV97KQB3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $50481000.00       | $51000088.59       | U.S. Treasuries (including strips) |

### Security 112: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.950000%
- **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: BIV97KQC1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV97KQC1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $59875217.00       | $61200001.02       | Agency Mortgage-Backed Securities |

### Security 113: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $456000000.00
- **C.18.a - Value (excl. sponsor support):** $456000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $186235300.00      | $188998100.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $138794300.00      | $140648571.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $114737900.00      | $118210664.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $18462200.00       | $18630261.41       | U.S. Treasuries (including strips) |

### Security 114: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98LV81, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV98LV81
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 5.0000%  | 0.0000% | $4355306.79        | $4149738.38        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.0000%  | 0.0000% | $4609797.11        | $4109665.32        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.0000%  | 0.0000% | $4900000.00        | $3899043.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 5.5000%  | 0.0000% | $4552863.03        | $4238487.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2063-03-01      | 3.5000%  | 0.0000% | $5446127.74        | $3915097.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-01-01      | 2.5000%  | 0.0000% | $7408800.00        | $4043183.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.5000%  | 0.0000% | $6683600.00        | $4030300.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 4.0000%  | 0.0000% | $3887938.91        | $3624048.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $5488000.00        | $4055930.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2038-03-01      | 2.0000%  | 0.0000% | $3513889.37        | $3196351.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2037-03-01      | 2.5000%  | 0.0000% | $4005440.32        | $3703549.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-10-01      | 2.0000%  | 0.0000% | $5131308.62        | $4181393.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 3.5000%  | 0.0000% | $4506029.61        | $4197419.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2056-01-01      | 5.0000%  | 0.0000% | $3276045.33        | $3293358.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-07-01      | 5.0000%  | 0.0000% | $6609892.24        | $4105937.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-10-01      | 6.0000%  | 0.0000% | $4135763.07        | $4087608.81        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.5000%  | 0.0000% | $4021045.25        | $3762798.25        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $4290271.44        | $4191862.40        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $4354402.44        | $4265286.63        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 5.5000%  | 0.0000% | $3940303.44        | $3980517.09        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 6.0000%  | 0.0000% | $4271495.23        | $4179847.26        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-08-01      | 6.5000%  | 0.0000% | $4140758.13        | $4158869.57        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-03-01      | 2.5000%  | 0.0000% | $4965988.10        | $4236294.95        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-11-01      | 5.0000%  | 0.0000% | $4209103.33        | $4162700.95        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-12-01      | 4.5000%  | 0.0000% | $4268828.65        | $4190709.08        | Agency Mortgage-Backed Securities |

### Security 115: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $1698.00           | $207.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 2.5000%  | 0.0000% | $631434.00         | $72825.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $1001.00           | $555.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $918.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $6828619.00        | $5690005.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $481.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $12533872.00       | $8502492.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $2003.00           | $2009.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-25      | 4.4742%  | 0.0000% | $93230190.00       | $50870077.05       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $1318.00           | $54.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $1994.00           | $195.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $1002.00           | $59.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $2734990.00        | $423721.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $182.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $2000.00           | $351.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $2048.00           | $215.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $182.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $99.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.0000%  | 0.0000% | $1000.00           | $156.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $738.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $796.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $934.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $826.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $977.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2768.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $910.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $147344.00         | $144138.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1003.00           | $1047.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2010.00           | $2049.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1005.00           | $1025.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2116.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $146.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $25166.00          | $10012.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.0000%  | 0.0000% | $142630.00         | $32520.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $1217904.00        | $429805.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $100006.00         | $27777.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $1507000.00        | $142349.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1606870.00        | $433236.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $911.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $797000.00         | $204991.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $8378000.00        | $4993404.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $460979.00         | $203237.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1166.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $2625488.00        | $2494648.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $210129.00         | $152008.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $126000.00         | $92216.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $289000.00         | $208994.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $493000.00         | $369650.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $974181.00         | $805898.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $98000.00          | $79865.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $134523.00         | $96809.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $182122.00         | $143689.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $112000.00         | $82192.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1111214.00        | $876703.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $373.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1149000.00        | $176830.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $135001.00         | $47324.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $285.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1110.00           | $375.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $397001.00         | $161377.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $21862228.00       | $12085713.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 4.0000%  | 0.0000% | $1146936.00        | $408975.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $493000.00         | $351894.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $128608.00         | $87330.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3029184.00        | $1905818.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $375888.00         | $286055.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2434980.00        | $1655370.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $487000.00         | $343674.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1533972.00        | $1138499.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $639337.00         | $489644.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $279578.00         | $212047.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $103000.00         | $80516.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $599477.00         | $479373.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $586081.00         | $463865.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $9000.00           | $6696.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $788.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $11804704.00       | $7394331.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $7344824.00        | $6271271.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $920000.00         | $666982.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $784080.00         | $542977.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $4808015.00        | $3597306.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $400000.00         | $277220.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1357808.00        | $1041747.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $5072248.00        | $4494898.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1242.00           | $1078.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $534903.00         | $465348.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $451058.00         | $374242.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $429000.00         | $374850.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $13927808.00       | $11667714.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $358774.00         | $293897.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1295000.00        | $1225938.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $190777.00         | $183683.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $608000.00         | $472831.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $4337240.00        | $4080362.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $996000.00         | $988469.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1018.00           | $934.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $27591303.00       | $27630961.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $1184.00           | $298.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $203000.00         | $84725.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $858087.00         | $532752.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3954000.00        | $2549984.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $6065000.00        | $4172605.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $14000.00          | $10857.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $2089000.00        | $1520183.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $87999.00          | $60869.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $19981056.00       | $13871580.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $927000.00         | $729871.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $15122577.00       | $11942915.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $6785384.00        | $4977551.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $888.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $893.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1062.00           | $995.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $50415296.00       | $49551893.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $6659690.00        | $6541216.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $35956240.00       | $31840011.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $13292340.00       | $13721014.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1003220.00        | $876352.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.0000%  | 0.0000% | $4490282.00        | $107596.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $1000.00           | $15.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1696.00           | $155.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $2914684.00        | $50484.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $8683379.00        | $51801.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $50450496.00       | $3312096.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.5000%  | 0.0000% | $2807200.00        | $603899.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $2396344.00        | $245327.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1730052.00        | $101119.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $612905.00         | $64468.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $2981000.00        | $421624.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $11756800.00       | $835795.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $635000.00         | $147986.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $976000.00         | $113163.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $25177536.00       | $20344873.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $4803864.00        | $3094179.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $2960996.00        | $1974653.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.0000%  | 0.0000% | $3382000.00        | $2091368.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $4471910.00        | $3287484.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1748576.00        | $1095786.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $1573990.00        | $1121528.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $180000.00         | $133208.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $16344928.00       | $12531028.72       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $150000.00         | $115866.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $125999.00         | $87690.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $285000.00         | $216906.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.0000%  | 0.0000% | $49000.00          | $43142.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $723571.00         | $696598.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1641232.00        | $1603574.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2314948.00        | $2440526.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1670342.00        | $1627586.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1174224.00        | $1153065.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1620248.00        | $1701516.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $812458.00         | $811479.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $5395600.00        | $4979897.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $105.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1000.00           | $577.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $3024.00           | $1886.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $26000.00          | $22002.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $925.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 4.8200%  | 0.0000% | $38902.00          | $37978.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1090.00           | $1085.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $904.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1040.00           | $967.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1152.00           | $1177.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1965322.00        | $2003456.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.6500%  | 0.0000% | $1004.00           | $1056.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-15      | 2.7500%  | 0.0000% | $245000.00         | $35395.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $118750000.00      | $2190234.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1041.00           | $44.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $2031.00           | $197.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $168599.00         | $161528.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1216.00           | $872.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0677%  | 0.0000% | $10726.00          | $8799.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.1177%  | 0.0000% | $570009.00         | $468198.20         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $3760300.00        | $2946730.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $1500.00           | $1321.49           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $1051900.00        | $1070499.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $5264100.00        | $5464791.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $206.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $87500.00          | $78828.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $555000.00         | $565160.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $2836200.00        | $2871179.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $400.00            | $402.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $688800.00         | $758196.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.7921%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $1773.36           | $1234.57           | U.S. Treasuries (including strips)        |

### Security 116: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98XND3, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV98XND3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $13630641.67       | $13563318.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $3982108.33        | $3763394.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $4339450.00        | $4268563.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $4166733.33        | $4418253.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $3765608.33        | $3956078.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $4432666.67        | $4581470.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $4584566.67        | $4729748.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $3024633.33        | $3104643.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $4507616.67        | $4579453.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $4042683.33        | $4035079.05        | U.S. Treasuries (including strips) |

### Security 117: Natixis

- **C.1 - Title:** Natixis 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99EUJ3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV99EUJ3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.5000%  | 0.0000% | $6433.80           | $18.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 5.0000%  | 0.0000% | $2698.20           | $25.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 3.5000%  | 0.0000% | $300.00            | $11.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $303.60            | $21.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 3.5000%  | 0.0000% | $300.00            | $44.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2029-10-24      | 4.0000%  | 0.0000% | $544500.00         | $555642.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $609.90            | $1.91              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $2129611.20        | $815196.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $300.00            | $35.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.0000%  | 0.0000% | $300.00            | $76.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $304.80            | $20.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 3.0000%  | 0.0000% | $334.20            | $28.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.5000%  | 0.0000% | $300.30            | $32.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 3.5000%  | 0.0000% | $300.00            | $31.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.5000%  | 0.0000% | $300.00            | $27.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.5000%  | 0.0000% | $300.00            | $35.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $300.00            | $37.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 3.0000%  | 0.0000% | $300.00            | $48.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-05-01      | 2.5000%  | 0.0000% | $300.00            | $11.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 2.5000%  | 0.0000% | $300.00            | $39.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 4.0000%  | 0.0000% | $300.00            | $21.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-03-01      | 3.5000%  | 0.0000% | $300.00            | $218.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 2.5000%  | 0.0000% | $300.00            | $202.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 2.5000%  | 0.0000% | $300.00            | $52.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-06-01      | 4.0000%  | 0.0000% | $300.00            | $206.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 2.0000%  | 0.0000% | $300.00            | $170.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 2.0000%  | 0.0000% | $300.00            | $174.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $300.00            | $86.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $300.00            | $166.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 4.5000%  | 0.0000% | $300.00            | $99.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $300.00            | $185.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $300.00            | $210.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $300.00            | $211.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $300.00            | $213.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $300.00            | $216.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $300.00            | $220.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $300.00            | $184.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.0000%  | 0.0000% | $302.40            | $214.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $300.00            | $240.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $300.00            | $215.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 3.5000%  | 0.0000% | $300.00            | $242.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $300.00            | $228.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $300.00            | $222.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $300.00            | $242.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $300.00            | $51.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $300.00            | $54.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $300.00            | $55.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $300.00            | $71.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $300.00            | $89.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $300.30            | $163.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 1.5000%  | 0.0000% | $300.00            | $170.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $300.00            | $182.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $300.00            | $191.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $300.00            | $218.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $300.00            | $219.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $300.00            | $234.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $300.00            | $213.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.0000%  | 0.0000% | $300.00            | $220.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $300.00            | $227.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.0000%  | 0.0000% | $300.00            | $255.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $300.00            | $244.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $56850.00          | $45227.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $5728656.00        | $5752584.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $9768174.60        | $466135.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $8392225.50        | $123725.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $919409.40         | $718845.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $356672.40         | $374622.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $13663015.20       | $10134758.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $22706.70          | $19676.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $386.70            | $378.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $1500000.00        | $1395629.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $390300.00         | $323093.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.0000%  | 0.0000% | $502052.10         | $415046.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $556897.80         | $465651.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1008782.70        | $613519.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $450000.00         | $421929.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $954419.10         | $909706.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $741230.70         | $200990.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $1650000.00        | $1329020.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $600000.00         | $487579.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 3.0000%  | 0.0000% | $417000.00         | $356688.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.5000%  | 0.0000% | $2550000.00        | $746575.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 3.0190%  | 0.0000% | $5294390.40        | $2301826.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 2.5000%  | 0.0000% | $1200000.00        | $805506.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.0840%  | 0.0000% | $3300000.00        | $2449227.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4980%  | 0.0000% | $5856000.00        | $1310820.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-25      | 4.7742%  | 0.0000% | $696.00            | $492.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 4.7742%  | 0.0000% | $10352482.50       | $10257939.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-01      | 3.6800%  | 0.0000% | $1840898.40        | $1825008.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-09-15      | 4.0000%  | 0.0000% | $1200000.00        | $457206.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.0000%  | 0.0000% | $600009.00         | $555979.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $450000.00         | $410731.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $646886.40         | $561325.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-10-15      | 4.0000%  | 0.0000% | $829200.00         | $791893.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.0000%  | 0.0000% | $1668373.50        | $1127707.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $297900.00         | $188372.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $392040.60         | $213239.38         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 6.3750%  | 0.0000% | $614.10            | $18.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 4.0100%  | 0.0000% | $586256.70         | $451581.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0600%  | 0.0000% | $118410.00         | $110878.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.2600%  | 0.0000% | $16118.70          | $14130.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5100%  | 0.0000% | $334426.20         | $286673.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.4300%  | 0.0000% | $299668.20         | $270095.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $1432197.00        | $1299582.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $1619700.00        | $1477320.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.4850%  | 0.0000% | $812433.60         | $719594.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.7200%  | 0.0000% | $300000.00         | $275797.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4450%  | 0.0000% | $242090.70         | $236564.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 3.8500%  | 0.0000% | $300000.00         | $289183.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $17734938.00       | $4008889.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $1114800.00        | $176717.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-04-15      | 6.0000%  | 0.0000% | $339182.70         | $354049.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $795354.00         | $778108.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $1500000.00        | $574324.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-07-15      | 6.0000%  | 0.0000% | $414178.50         | $43666.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $300.00            | $286.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $953264.10         | $869698.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $942616.50         | $963887.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $27564.00          | $28641.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $27564.00          | $28641.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $412273.80         | $432408.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $554153.10         | $571221.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $487880.70         | $505670.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $386250.00         | $397830.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.1500%  | 0.0000% | $1380000.00        | $1329463.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.1100%  | 0.0000% | $2389919.40        | $2337771.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5200%  | 0.0000% | $1190214.00        | $1176816.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.8700%  | 0.0000% | $300.30            | $290.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.4300%  | 0.0000% | $1200000.00        | $1122274.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5900%  | 0.0000% | $544617.00         | $517441.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $539762.10         | $457904.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.5300%  | 0.0000% | $1608000.00        | $1325732.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 1.6100%  | 0.0000% | $1415968.20        | $1122446.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $300000.00         | $211171.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.3200%  | 0.0000% | $648.60            | $630.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.1800%  | 0.0000% | $279564.00         | $269439.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $6519876.30        | $6338786.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1350245.10        | $664511.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $5859173.10        | $5215354.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $474101.70         | $260098.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $300.00            | $274.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $300.00            | $305.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $400561.20         | $414134.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $12205478.40       | $9049256.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $246720.00         | $169846.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $19170480.00       | $14168028.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $308.70            | $248.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $314.40            | $296.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $25088928.30       | $24670421.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $223500.00         | $205163.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $8418967.80        | $7831426.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $421655.40         | $433038.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $4455215.70        | $4382873.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $5651161.80        | $494291.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 5.3817%  | 0.0000% | $4943619.00        | $1412791.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $4200000.00        | $1128754.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 5.4250%  | 0.0000% | $3300000.00        | $887813.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $3000000.00        | $858152.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $303.00            | $58.02             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $402.00            | $75.70             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1200000.00        | $363502.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $5100000.00        | $1438838.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 6.3225%  | 0.0000% | $4500000.00        | $1183683.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.1641%  | 0.0000% | $600000.00         | $300189.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $333525.00         | $198408.46         | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2056-04-01      | 5.3750%  | 0.0000% | $111000.00         | $114401.10         | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2065-09-15      | 4.2500%  | 0.0000% | $600000.00         | $501428.33         | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2056-04-01      | 0.0000%  | 0.0000% | $9402900.00        | $1773490.37        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $600.00            | $307.06            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2065-09-15      | 0.0000%  | 0.0000% | $2914200.00        | $332682.16         | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $2730.00           | $2701.66           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-15      | 3.3750%  | 0.0000% | $150.00            | $306.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $450.00            | $445.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $30.00             | $23.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $869460.00         | $770242.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $468.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $30.00             | $20.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $30.00             | $22.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $300.00            | $218.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $429210.00         | $322923.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $450.00            | $285.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $5866800.00        | $4160401.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $30.00             | $16.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $1831050.00        | $1134955.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $60.00             | $54.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $210.00            | $205.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $30.00             | $27.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $2853990.00        | $2783573.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $7706220.00        | $7653949.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $60.00             | $56.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $60.00             | $61.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $30.00             | $29.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $76680.00          | $79255.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $120.00            | $117.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $30.00             | $29.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $28260.00          | $33985.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 0.5000%  | 0.0000% | $360.00            | $346.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $61790400.00       | $54016163.59       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $1932990.00        | $1833136.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $3786660.00        | $3585906.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $357960.00         | $351645.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $1071810.00        | $937948.69         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $18506490.00       | $17390308.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $90.00             | $88.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-15      | 4.1250%  | 0.0000% | $30.00             | $30.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $30.00             | $30.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $30.00             | $31.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $450.00            | $477.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $30.00             | $30.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $7499970.00        | $7727792.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $30.00             | $30.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $1500.00           | $1527.42           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $3424080.00        | $3510092.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $299970.00         | $306707.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $2609700.00        | $2630959.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $190740.00         | $194778.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $1500030.00        | $1533545.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $30.00             | $30.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $10262400.00       | $10362140.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $16956000.00       | $17140060.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $2327070.00        | $2372524.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $2999670.00        | $3027975.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-30      | 3.7500%  | 0.0000% | $300.00            | $298.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-12-31      | 3.8750%  | 0.0000% | $2232300.00        | $2229509.63        | U.S. Treasuries (including strips)        |

### Security 118: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99F400, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV99F400
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $3333333.33        | $2803144.07        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2030-05-01      | 4.3300%  | 0.0000% | $3770.13           | $3829.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.2800%  | 0.0000% | $2436506.67        | $2470068.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 3.9450%  | 0.0000% | $1451070.80        | $1451117.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.8500%  | 0.0000% | $999853.33         | $1025692.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.2800%  | 0.0000% | $936024.00         | $948902.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.5000%  | 0.0000% | $34375.47          | $35111.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 4.2500%  | 0.0000% | $21592.27          | $21824.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1628784.67        | $1349984.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $16940411.07       | $16540093.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $31556150.13       | $31604049.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $19151635.47       | $19527090.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 6.9640%  | 0.0000% | $1962455.73        | $527562.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 7.0100%  | 0.0000% | $2007156.40        | $495306.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9700%  | 0.0000% | $2669499.47        | $458891.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9980%  | 0.0000% | $5162544.53        | $953924.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0580%  | 0.0000% | $3334178.40        | $1076552.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.8600%  | 0.0000% | $874249.73         | $113801.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8710%  | 0.0000% | $3403932.67        | $1357714.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9920%  | 0.0000% | $2471838.53        | $641303.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8510%  | 0.0000% | $2675168.00        | $1317772.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0500%  | 0.0000% | $2002292.00        | $764633.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.1450%  | 0.0000% | $3342920.53        | $996844.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.1190%  | 0.0000% | $2682551.07        | $888778.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0590%  | 0.0000% | $6023087.60        | $1719273.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9710%  | 0.0000% | $5197568.67        | $1920674.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.1040%  | 0.0000% | $2008543.47        | $686486.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0290%  | 0.0000% | $770184.00         | $219836.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0740%  | 0.0000% | $1283764.67        | $197448.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.7940%  | 0.0000% | $2675660.80        | $975149.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8440%  | 0.0000% | $2011977.73        | $554057.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 7.0120%  | 0.0000% | $2674616.53        | $1010973.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.1270%  | 0.0000% | $2668724.40        | $632342.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9850%  | 0.0000% | $2666666.67        | $892147.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9970%  | 0.0000% | $174408.80         | $90339.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9700%  | 0.0000% | $5222008.67        | $1297982.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0220%  | 0.0000% | $3169571.47        | $955020.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.0300%  | 0.0000% | $2011154.80        | $689330.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.3100%  | 0.0000% | $4320745.07        | $1567779.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8550%  | 0.0000% | $4681419.20        | $1768339.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8110%  | 0.0000% | $3281661.47        | $889937.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8690%  | 0.0000% | $5348839.07        | $1850289.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8320%  | 0.0000% | $5324513.33        | $1517730.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.7340%  | 0.0000% | $202122.93         | $31182.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-02-20      | 7.0960%  | 0.0000% | $1317930.80        | $558217.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.3470%  | 0.0000% | $376082.40         | $123015.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-08-20      | 6.9730%  | 0.0000% | $2638730.80        | $1750245.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-12-20      | 7.3140%  | 0.0000% | $392768.67         | $129855.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.2440%  | 0.0000% | $179387.87         | $72448.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.5800%  | 0.0000% | $871823.33         | $323438.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9310%  | 0.0000% | $899484.40         | $415973.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9710%  | 0.0000% | $5748362.80        | $1197692.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0150%  | 0.0000% | $2603059.47        | $835305.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0110%  | 0.0000% | $1145718.93        | $281735.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0210%  | 0.0000% | $2571007.60        | $818125.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0000%  | 0.0000% | $2048070.80        | $239094.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0320%  | 0.0000% | $2420137.47        | $678314.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0840%  | 0.0000% | $516570.67         | $85617.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9250%  | 0.0000% | $762156.00         | $223656.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $135600000.00      | $9170321.83        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $25333333.33       | $8477572.00        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $13.33             | $8.94              | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $16145253.33       | $14120884.58       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $26327413.33       | $25494221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $6452040.00        | $6651036.62        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $7945213.33        | $8235487.53        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $13.33             | $13.43             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $6126653.33        | $6511436.09        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $51813.33          | $54853.88          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $1220266.67        | $1237788.42        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $4087960.00        | $4127421.33        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $109906.67         | $110861.44         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $1386666.64        | $906170.01         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2036-11-15      | 0.0000%  | 0.0000% | $6666666.67        | $4126753.33        | U.S. Treasuries (including strips) |

### Security 119: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99H1W9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV99H1W9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-10-15      | 3.5000%  | 0.0000% | $222334.05         | $54.98             | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $961650.00         | $151814.53         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6640%  | 0.0000% | $18750000.00       | $65787.15          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $49119717.45       | $74059.39          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $143363.55         | $128.05            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $330000.00         | $46.66             | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $3206250.00        | $16643.38          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $18750000.00       | $16790765.32       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $14250000.00       | $14312773.00       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $150.00            | $154.01            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $15150.00          | $2132.02           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $66764.25          | $9748.23           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15000.00          | $2335.59           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $68056.80          | $10622.08          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $101250.00         | $7590.92           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $28500.00          | $3502.62           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $37350.15          | $6904.48           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $165.00            | $149.48            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $15388800.00       | $14925487.81       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $23099700.00       | $22241464.16       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $45000000.00       | $37303033.48       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2584800.00        | $1296829.68        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $144981.90         | $148865.87         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $19199850.00       | $19269404.66       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $30450000.00       | $26244941.86       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $150.00            | $146.38            | Agency Mortgage-Backed Securities   |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $75.00             | $74.63             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $75.00             | $74.43             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-06-11      | 0.0000%  | 0.0000% | $15.00             | $14.77             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-02-10      | 0.0000%  | 0.0000% | $22500.00          | $22410.00          | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-03-17      | 0.0000%  | 0.0000% | $1050.00           | $1042.28           | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $255.00            | $178.69            | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $48240.00          | $30852.40          | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $98955.00          | $59170.83          | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $30.00             | $19.62             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $105.00            | $59.84             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $750.00            | $716.73            | U.S. Treasuries (including strips)  |

### Security 120: Societe Generale

- **C.1 - Title:** Societe Generale 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9APGC7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9APGC7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $10.00             | $9.96              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $70.00             | $105.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $2499960.00        | $2450723.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $10.00             | $7.20              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $5249990.00        | $3849366.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $10.00             | $8.28              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $41039600.00       | $39652869.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $5930000.00        | $7001575.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $1301180.00        | $1309263.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $18149900.00       | $18313308.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $17424200.00       | $18142573.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $10.00             | $10.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2499980.00        | $2633710.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $104.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $8167000.00        | $8646262.02        | U.S. Treasuries (including strips) |

### Security 121: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX2Z4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9AX2Z4
- **C.18 - Value (incl. sponsor support):** $132862500.00
- **C.18.a - Value (excl. sponsor support):** $132862500.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $40000000.00       | $25407473.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6537383.00        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-15      | 4.3750%  | 0.0000% | $100000000.00      | $103644733.00      | U.S. Treasuries (including strips) |

### Security 122: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX300, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9AX300
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $128000000.00      | $105948858.83      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 2.5000%  | 0.0000% | $97999800.00       | $83939213.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $7918.00           | $8089.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $273001.00         | $291293.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $97771000.00       | $95408457.46       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $900.00            | $927.34            | U.S. Treasuries (including strips) |

### Security 123: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX318, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX318
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $199.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $193.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $4097800.00        | $2612412.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $141.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $237800.00         | $208799.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $26641000.00       | $22065668.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $99000.00          | $89706.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $23952300.00       | $23794430.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $200.00            | $193.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $99999900.00       | $100968199.03      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $44250000.00       | $43697052.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $13647400.00       | $14093699.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $300100.00         | $306684.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $56362000.00       | $57658356.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $239600000.00      | $241638236.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $200.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $2837500.00        | $2864890.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |

### Security 124: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX326, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX326
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 7.4000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $95300000.00       | $74681112.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $101800000.00      | $78167842.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $1889103900.00     | $1204333878.42     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $57955800.00       | $47447216.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $436003800.00      | $431369951.61      | U.S. Treasuries (including strips) |

### Security 125: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX367, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX367
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 10.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $330000000.00      | $348416029.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $206339000.00      | $340650426.24      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $385000000.00      | $349192702.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $350000000.00      | $347625975.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $324030000.00      | $327244377.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $312000000.00      | $322468203.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $57694100.00       | $58264666.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $333870000.00      | $338679048.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $114898600.00      | $117458625.11      | U.S. Treasuries (including strips) |

### Security 126: Banco Santander

- **C.1 - Title:** Banco Santander, S.A. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX375, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9AX375
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 6.0500%  | 0.0000% | $40192.50          | $1487.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 5.0000%  | 0.0000% | $753.75            | $20.47             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 5.0000%  | 0.0000% | $750.00            | $23.89             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 3.0000%  | 0.0000% | $893259.00         | $172201.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 3.5000%  | 0.0000% | $22284288.75       | $2376869.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $3792.00           | $963.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $750.00            | $169.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $750.00            | $75.17             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $18603072.00       | $2299556.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 6.0000%  | 0.0000% | $1404705.00        | $215818.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.5000%  | 0.0000% | $750.00            | $132.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 3.5000%  | 0.0000% | $521250.00         | $105920.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $702750.00         | $422717.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.5000%  | 0.0000% | $1074000.00        | $306287.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $768.00            | $334.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $191790.75         | $124833.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $4296084.00        | $3760076.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $768.00            | $674.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $2880276.00        | $2111539.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $774.00            | $585.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $756.00            | $497.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $750.00            | $577.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $116745.75         | $83496.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $148500.00         | $133667.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $17325576.75       | $14025053.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $52405476.00       | $45547663.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $186000.00         | $162083.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $786.00            | $652.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $12835918.50       | $11010885.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $27569964.75       | $22780514.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1199151.00        | $1040170.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $750.00            | $617.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $23171.25          | $21492.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $185484.00         | $168235.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $24666615.00       | $23585229.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $38548548.00       | $36708273.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $768.00            | $492.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $16653.00          | $12841.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $179429189.25      | $142459234.04      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $750.00            | $561.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $750.00            | $587.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1548.00           | $1252.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | 0.0000% | $778.50            | $96.38             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $1521.75           | $297.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $2298.00           | $311.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.5000%  | 0.0000% | $756.00            | $129.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 4.0000%  | 0.0000% | $3066.00           | $475.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $768.00            | $128.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.5000%  | 0.0000% | $750.00            | $144.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.5000%  | 0.0000% | $756.00            | $184.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $750.00            | $319.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.0000%  | 0.0000% | $768.00            | $207.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $756.00            | $167.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $768.00            | $523.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $750.00            | $511.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $967.50            | $639.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $768.00            | $527.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2286.00           | $1546.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $8444580.00        | $5728475.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $768.00            | $534.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $756.00            | $540.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $750.00            | $551.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $485.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $5078406.00        | $4521925.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $2619096.00        | $2046454.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1812156.00        | $1458251.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $981300.00         | $836350.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $750.00            | $736.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $2292.00           | $1624.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $750.00            | $634.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.5000%  | 0.0000% | $3474.00           | $545.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $2250.00           | $1214.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $750.00            | $546.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $768.00            | $578.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $768.00            | $584.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $2250.00           | $1810.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.0000%  | 0.0000% | $756.00            | $411.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $8465604.00        | $6990724.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $1194334.50        | $1261398.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-25      | 5.0242%  | 0.0000% | $56162123.25       | $55618511.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 2.5000%  | 0.0000% | $149987712.00      | $91549141.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $750.00            | $183.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $792.00            | $84.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 4.0000%  | 0.0000% | $750.00            | $113.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $768.00            | $183.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $55604187.00       | $8176577.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $750.00            | $114.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $8408730.00        | $1965243.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $750.00            | $150.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $750.00            | $108.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $2250.00           | $1882.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $11833.50          | $9324.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $750.00            | $790.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $750.00            | $671.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $2291292.00        | $1391587.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1836757.50        | $1833723.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $750.00            | $773.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $750.75            | $711.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $772.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $750.00            | $769.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $778.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $751.50            | $780.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $750.00            | $780.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $750.00            | $769.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $32767.50          | $31377.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3916162.50        | $3922115.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1100832.00        | $1144565.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2235915.00        | $2296270.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1147758.00        | $1132226.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $835125.00         | $862319.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $283740.00         | $293897.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1052267.25        | $1040501.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $756.00            | $760.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $6264921.00        | $6399293.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $756.00            | $758.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1506.00           | $332.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $2304.00           | $565.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 4.0000%  | 0.0000% | $2641380.00        | $912159.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-09-01      | 3.5000%  | 0.0000% | $1518.00           | $534.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | 0.0000% | $2292.00           | $734.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $768.00            | $324.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-06-01      | 3.5000%  | 0.0000% | $2250.00           | $1648.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $768.00            | $349.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $3804.00           | $622.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-07-01      | 2.9800%  | 0.0000% | $1500.00           | $1349.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $521924.25         | $140718.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $4032641.25        | $1163085.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 4.3600%  | 0.0000% | $1536.00           | $1530.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2059-01-01      | 4.5000%  | 0.0000% | $750.00            | $715.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $750.00            | $112.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $756.75            | $249.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $768.00            | $370.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1407282.00        | $880123.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $750.00            | $778.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $795.00            | $827.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1500.00           | $1356.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $750.00            | $542.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $768.00            | $650.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $750.00            | $725.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $750.00            | $554.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1500.00           | $1089.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $750.00            | $560.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1500.00           | $923.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1518.00           | $1070.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $750.00            | $645.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $748489.50         | $744268.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $750.00            | $625.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $765.00            | $764.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 3.9100%  | 0.0000% | $1518.00           | $1511.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2466.00           | $553.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $1536.00           | $448.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 5.0000%  | 0.0000% | $2286.00           | $686.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1607.25           | $313.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $2256.00           | $1106.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1731750.00        | $672848.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $29146944.00       | $11998344.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $750.00            | $311.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1536.00           | $757.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $846646.50         | $427875.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $768.00            | $533.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1536.00           | $1179.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3036.00           | $2161.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $780.00            | $552.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $768.00            | $712.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1518.00           | $1331.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1536.00           | $1256.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1512.00           | $1179.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $750.00            | $641.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2268.00           | $1915.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $768.00            | $720.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $23220.00          | $18829.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $750.00            | $453.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $10500.00          | $7601.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $26250.00          | $21119.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1536.00           | $1332.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1500.00           | $1570.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $1500.00           | $21.45             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $750.00            | $40.82             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $750.00            | $570.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $864.00            | $679.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $3018.00           | $2524.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $3864.00           | $233.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $2886.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $768.00            | $682.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $768.00            | $783.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $768.00            | $773.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2250.00           | $2339.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $37557024.00       | $37900546.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $768.00            | $765.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $900.00            | $901.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $2310.00           | $2220.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $2250.00           | $1903.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $768.00            | $801.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $5477952.00        | $5344168.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $7404.00           | $297.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $174087.00         | $8319.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $750.00            | $79.65             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $750.00            | $67.99             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $750.00            | $72.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-09-20      | 3.5000%  | 0.0000% | $1500.00           | $97.21             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1500.00           | $105.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $750.00            | $84.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1500.00           | $125.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $750.00            | $66.57             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1500.00           | $144.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $2250.00           | $238.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $16186081.50       | $1083428.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1271968.50        | $96044.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3667895.25        | $237151.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $1426500.00        | $189435.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $156000.00         | $13208.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $39750.00          | $4207.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $1061248.50        | $142831.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-20      | 2.0000%  | 0.0000% | $10500.00          | $4352.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-20      | 2.5000%  | 0.0000% | $321740.25         | $117376.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1494.00           | $731.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $4747845.75        | $1742815.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $750.00            | $337.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $750.00            | $329.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $750.00            | $335.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $750.00            | $307.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $4389.75           | $2284.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1506.00           | $692.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $81308238.75       | $45804596.81       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4504863.00        | $2389824.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2250.00           | $1240.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 4.0000%  | 0.0000% | $15996535.50       | $7639278.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $114602.25         | $48513.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 5.0000%  | 0.0000% | $327954.75         | $93828.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 3.5000%  | 0.0000% | $133560.00         | $58282.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $5530932.00        | $3222642.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $187499.25         | $115266.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1121878.50        | $715572.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $17089.50          | $8426.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $45750.00          | $26564.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $750.00            | $608.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $29341828.50       | $22015240.41       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2268.00           | $1414.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1512.00           | $1030.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $768.00            | $570.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 2.0000%  | 0.0000% | $750.00            | $430.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $2250.00           | $1504.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $2250.00           | $1269.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $1500.00           | $1322.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1500.00           | $1014.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $750.00            | $641.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $1500.00           | $1310.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 5.5000%  | 0.0000% | $1500.00           | $990.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $3728.25           | $3337.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $750.00            | $697.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $750.00            | $347.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-01-15      | 4.4500%  | 0.0000% | $750.00            | $715.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.9000%  | 0.0000% | $750.00            | $736.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-01-15      | 5.5000%  | 0.0000% | $1500.00           | $1518.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-05-15      | 5.1900%  | 0.0000% | $750.00            | $748.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $756.00            | $65.79             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $1500.00           | $350.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $1500.00           | $550.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $750.00            | $282.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1500.00           | $862.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-04-20      | 5.5000%  | 0.0000% | $1500.00           | $489.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $1500.00           | $493.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $750.00            | $365.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-03-15      | 6.3000%  | 0.0000% | $750.00            | $758.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2250.00           | $2098.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $1500.00           | $382.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $1500.00           | $356.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $1500.00           | $175.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-15      | 4.0000%  | 0.0000% | $2250.00           | $238.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-15      | 4.0000%  | 0.0000% | $1500.00           | $200.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-15      | 4.5000%  | 0.0000% | $1500.00           | $1179.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2057-04-15      | 3.9300%  | 0.0000% | $1500.00           | $1381.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-09-15      | 5.1900%  | 0.0000% | $750.00            | $751.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.6700%  | 0.0000% | $1500.00           | $1454.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-03-15      | 5.4000%  | 0.0000% | $4500.00           | $4569.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $750.00            | $800.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $750.00            | $438.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $3750.00           | $2522.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2250.00           | $2238.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-03-15      | 6.3500%  | 0.0000% | $750.00            | $818.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-09-15      | 5.6900%  | 0.0000% | $2250.00           | $2343.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $1500.00           | $1578.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $750.00            | $737.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 6.2500%  | 0.0000% | $750.00            | $813.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-12-15      | 6.0300%  | 0.0000% | $2250.00           | $2401.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-01-15      | 6.2000%  | 0.0000% | $1500.00           | $1615.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-15      | 5.7100%  | 0.0000% | $2250.00           | $2361.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-15      | 5.5500%  | 0.0000% | $3000.00           | $3119.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-07-15      | 5.9800%  | 0.0000% | $1500.00           | $1587.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1500.00           | $1452.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-12-15      | 4.9600%  | 0.0000% | $750.00            | $748.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-12-15      | 5.4000%  | 0.0000% | $1500.00           | $1543.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-15      | 5.6800%  | 0.0000% | $1500.00           | $1574.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1500.00           | $1481.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3000.00           | $1986.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $2250.00           | $2235.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-02-15      | 5.8800%  | 0.0000% | $3000.00           | $3173.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $750.00            | $731.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $750.00            | $784.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $750.00            | $784.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $750.00            | $785.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $785.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-03-15      | 4.9600%  | 0.0000% | $2250.00           | $2249.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $750.00            | $781.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1500.00           | $1567.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-15      | 6.2800%  | 0.0000% | $1500.00           | $1609.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1512.00           | $976.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1500.00           | $1481.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 4.9200%  | 0.0000% | $750.00            | $736.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-07-15      | 5.8500%  | 0.0000% | $1500.00           | $1589.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.5100%  | 0.0000% | $2250.00           | $2327.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1500.00           | $1502.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-07-15      | 5.7000%  | 0.0000% | $750.00            | $786.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $1500.00           | $1459.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $750.00            | $745.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.6000%  | 0.0000% | $1500.00           | $1561.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $750.00            | $784.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $4500.00           | $4705.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1500.00           | $1573.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2250.00           | $2357.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2356.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1571.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $786.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-11-15      | 5.0900%  | 0.0000% | $1500.00           | $1501.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1565.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1500.00           | $1565.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $792.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $750.00            | $775.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $785.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2354.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.5500%  | 0.0000% | $4500.00           | $4680.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3000.00           | $3082.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2250.00           | $2357.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1500.00           | $1572.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3750.00           | $3922.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1500.00           | $1576.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2268.00           | $2349.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2262.00           | $2317.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1500.00           | $1578.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $750.00            | $789.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1500.00           | $1571.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 6.5000%  | 0.0000% | $750.00            | $783.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $750.00            | $755.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $750.00            | $769.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1500.00           | $1593.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2250.00           | $2333.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $750.00            | $784.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1500.00           | $1518.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3000.00           | $3194.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.5100%  | 0.0000% | $1500.00           | $1571.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $1500.00           | $1577.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2250.00           | $2255.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1500.00           | $1602.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.5000%  | 0.0000% | $3000.00           | $3119.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1500.00           | $1561.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3000.00           | $3198.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $750.00            | $796.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $750.00            | $802.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2250.00           | $2372.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2250.00           | $2261.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3000.00           | $3174.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1500.00           | $1578.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $750.00            | $770.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3000.00           | $3021.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $750.00            | $773.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2250.00           | $2317.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $750.00            | $785.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $750.00            | $770.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1500.00           | $1544.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 5.5000%  | 0.0000% | $2250.00           | $2315.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1536.00           | $1606.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2250.00           | $2092.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $2250.00           | $1834.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2256.00           | $1944.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1500.00           | $1063.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1500.00           | $1445.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $768.00            | $600.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $108700781.25      | $105651900.86      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1500.00           | $1396.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 4.0000%  | 0.0000% | $750.00            | $704.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1536.00           | $1525.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-02-20      | 8.5000%  | 0.0000% | $3000.00           | $19.57             | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $1709025.00        | $1614008.92        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $1125000.00        | $1129061.73        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2032-11-30      | 3.7500%  | 0.0000% | $298500.00         | $296811.89         | U.S. Treasuries (including strips) |

### Security 127: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3B6, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV9AX3B6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2048-11-01      | 4.5000%  | 0.0000% | $1321507.50        | $298963.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $1538063.25        | $1212340.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $185858.50         | $146466.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 5.5000%  | 0.0000% | $7728070.25        | $6648759.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $1919524.00        | $1491136.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $1741073.00        | $1608885.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 4.5000%  | 0.0000% | $1338975.00        | $1114105.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $433323.25         | $336733.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-12-01      | 5.5000%  | 0.0000% | $415365.25         | $268601.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $3207373.50        | $2062598.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.0000%  | 0.0000% | $2098078.75        | $1785167.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $2015310.50        | $1845443.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2051-06-01      | 3.0000%  | 0.0000% | $801711.00         | $557842.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-10-01      | 5.0000%  | 0.0000% | $2750528.75        | $2335828.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.0000%  | 0.0000% | $4462484.25        | $3763895.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $501582.75         | $69152.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $238758.75         | $50164.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $5931684.75        | $800751.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $8970676.25        | $1982623.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $47235.75          | $9521.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $630554.75         | $309951.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 5.1250%  | 0.0000% | $4459273.75        | $4617180.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $874830.50         | $635011.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1527539.00        | $1503638.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $32256.75          | $21092.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5650%  | 0.0000% | $2785573.75        | $2167925.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $81174.75          | $56526.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 4.7200%  | 0.0000% | $590806.50         | $607853.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 4.2300%  | 0.0000% | $4218250.00        | $4261208.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-01      | 4.4800%  | 0.0000% | $234694.00         | $239322.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $512582.25         | $140681.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $25628122.00       | $7180152.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $11702.25          | $2268.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $13468000.75       | $3355527.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $33526894.25       | $7799156.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $12377297.25       | $3547795.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $6137046.25        | $3938462.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1191744.25        | $755569.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2804204.00        | $2023732.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $129859.00         | $88281.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3616.25           | $2648.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $302003.75         | $223711.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $29123411.00       | $21341217.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1911.00           | $1419.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $661523.50         | $525608.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $151609.00         | $104075.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $81221.75          | $48711.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $1051465.00        | $957395.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $811158.50         | $802635.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $3356703.00        | $3405612.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $482190.00         | $494520.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $250.25            | $203.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1655510.50        | $1256993.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $352011.50         | $271329.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $10040500.25       | $10134565.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $12518244.50       | $12472489.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $3171902.00        | $680279.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $465.25            | $30.56             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $86605.75          | $8611.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $5299331.50        | $5183876.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.5000%  | 0.0000% | $2294922.50        | $2266428.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 5.5000%  | 0.0000% | $25758.75          | $26619.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $307859.75         | $299761.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 5.5000%  | 0.0000% | $7518492.75        | $7467695.64        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $9891925.00        | $9827775.81        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-08-15      | 3.8750%  | 0.0000% | $2256625.00        | $2278223.72        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2035-02-15      | 4.6250%  | 0.0000% | $1205925.00        | $1277247.93        | U.S. Treasuries (including strips) |

### Security 128: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3C4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9AX3C4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $308.00            | $12.72             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $323.00            | $11.41             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $406.00            | $89.48             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $160294.75         | $2177.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $259.75            | $156.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $250.00            | $138.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1648990.00        | $1263675.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $250.00            | $173.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $250.00            | $200.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $250.00            | $215.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $250.00            | $216.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $250.00            | $43.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $268.00            | $154.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $2048642.25        | $1667823.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $369089.00         | $310830.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $456335.00         | $415089.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-25      | 4.4742%  | 0.0000% | $965499.00         | $496266.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $251.75            | $14.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $55970.00          | $50671.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $261.75            | $50.18             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $581250.00         | $54056.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $268820.75         | $223130.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $250.00            | $214.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 2.0000%  | 0.0000% | $534820.00         | $318846.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $256.00            | $249.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $399.25            | $6.92              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $251.75            | $1.50              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $231492.75         | $177476.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $250.00            | $257.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $250.00            | $26.42             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $250.00            | $172.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1939062.25        | $1425218.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $250.00            | $198.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $7791.75           | $7188.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $250.00            | $248.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2229560.00        | $2221004.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $250.00            | $232.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $256.00            | $261.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $250.00            | $250.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-07-15      | 5.6900%  | 0.0000% | $251.00            | $261.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-15      | 4.5000%  | 0.0000% | $197571.50         | $20729.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $256.00            | $10.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $3774084.00        | $1766835.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $149500.00         | $89787.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 5.5000%  | 0.0000% | $2981290.00        | $42002.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-08-20      | 3.0000%  | 0.0000% | $43250.00          | $9685.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $2740304.00        | $10443.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $1366101.75        | $6435.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0176%  | 0.0000% | $265.25            | $263.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.9676%  | 0.0000% | $12499392.00       | $12478142.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $4253863.50        | $2408226.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.9177%  | 0.0000% | $7712700.00        | $7705408.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $12500000.00       | $8112203.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $51722860.00       | $31760164.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $135383.75         | $84203.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $8515960.75        | $5043393.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $17471613.75       | $10220778.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $12500000.00       | $8251085.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $6574367.50        | $4066528.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $33297000.00       | $20635124.08       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $12499392.25       | $5615166.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $11115738.00       | $7223647.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $13983891.50       | $9484956.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.8177%  | 0.0000% | $117075217.75      | $62181267.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0476%  | 0.0000% | $591123.50         | $516555.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $5775350.00        | $2637952.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.9676%  | 0.0000% | $11736840.00       | $9073442.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.1177%  | 0.0000% | $171410.25         | $140794.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.9676%  | 0.0000% | $320.00            | $240.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $3185968.00        | $2284596.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.9877%  | 0.0000% | $250.00            | $220.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 4.9877%  | 0.0000% | $11446650.00       | $9148460.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $1621762.00        | $1188700.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.1177%  | 0.0000% | $12146125.00       | $9352528.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.9676%  | 0.0000% | $3475920.00        | $3161201.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.3177%  | 0.0000% | $252.00            | $231.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.3177%  | 0.0000% | $832861.50         | $813522.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.3677%  | 0.0000% | $1011567.50        | $976110.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.9177%  | 0.0000% | $300.00            | $296.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.3177%  | 0.0000% | $250.00            | $238.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 4.9376%  | 0.0000% | $9410875.25        | $9410704.54        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $27100.00          | $31993.92          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $25.00             | $20.85             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $24775.00          | $21753.59          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $25.00             | $22.97             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $42575.00          | $40179.66          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $391125.00         | $400698.16         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $12.85             | $9.17              | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |

### Security 129: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3H3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9AX3H3
- **C.18 - Value (incl. sponsor support):** $983183677.00
- **C.18.a - Value (excl. sponsor support):** $983183677.00
- **C.19 - Percentage of Net Assets:** 4.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $106919745.09      | $10453122.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $251659474.40      | $50555066.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $51844272.38       | $12082315.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $89941196.07       | $20087812.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $5972174.31        | $1304093.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $6942497.21        | $2973878.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $333989.91         | $252506.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $83843339.16       | $64327551.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $20117958.75       | $2125023.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $556519062.45      | $53636276.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $53514873.05       | $5168530.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $153930575.59      | $104951802.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $60251172.33       | $44742147.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $25100004.59       | $19147079.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $28406318.47       | $21613477.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $11856773.86       | $8892920.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $29009908.47       | $22050534.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1251310.11        | $570407.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $125890242.79      | $105512801.77      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $105830866.76      | $71494623.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $103244762.37      | $103618783.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $40111718.03       | $35872260.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $190238098.86      | $164184279.47      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $92345907.71       | $79593201.28       | Agency Mortgage-Backed Securities |

### Security 130: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3J9, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9AX3J9
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 4.9400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $553.11            | $45.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $760.98            | $128.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $10079630.77       | $2146686.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $22884184.62       | $5014695.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $27063507.69       | $5858165.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $29274092.31       | $5361210.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3541224.37        | $3037461.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $6243692.31        | $6315663.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $45911630.77       | $7938278.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $6241857.97        | $6062171.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $11846488.62       | $5460066.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2215384.62        | $2065979.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $7384209.23        | $6848273.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $3323076.92        | $3264401.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1661538.46        | $1669537.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.2676%  | 0.0000% | $36923076.92       | $36654759.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.2276%  | 0.0000% | $36923076.92       | $36921719.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0176%  | 0.0000% | $36923076.92       | $13849474.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.8177%  | 0.0000% | $36923076.92       | $18776374.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $36923076.92       | $20791886.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0176%  | 0.0000% | $36923076.92       | $14756596.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $36923076.92       | $12349887.98       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $49181.54          | $49084.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $9185686.15        | $9173992.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-26      | 0.0000%  | 0.0000% | $741895.38         | $735883.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 2.1250%  | 0.0000% | $36.92             | $55.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 2.1250%  | 0.0000% | $6627249.23        | $9747250.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $1070880.00        | $893920.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $36.92             | $30.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $5416800.00        | $4257493.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $22818.46          | $18819.86          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $8930658.46        | $7908510.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $3876627.69        | $3029484.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $2321981.54        | $1675026.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $472283.08         | $335073.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $36.92             | $25.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $1307963.08        | $1282202.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $11350449.23       | $8622731.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $36.92             | $34.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $13551249.23       | $9833617.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $568541.54         | $339784.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $8492160.00        | $6226570.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $273452.31         | $132269.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $1010658.46        | $505817.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $3183987.69        | $2021783.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $1815876.92        | $963854.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $4779544.62        | $2792869.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $15138.46          | $8465.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $6391753.85        | $3958582.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $8597870.77        | $6436909.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $480.00            | $404.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $3755778.46        | $3237020.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $10744615.38       | $9949877.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $110880.00         | $91837.44          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $36.92             | $30.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $738203.08         | $669255.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $147.69            | $133.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $3190929.23        | $3116058.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $944196.92         | $954639.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $36.92             | $34.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $7089083.08        | $7037000.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $147507.69         | $136543.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1719212.31        | $1612474.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $3384960.00        | $3232001.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $36.92             | $36.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $171101.54         | $172338.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 0.3750%  | 0.0000% | $73.85             | $97.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $21415.38          | $21182.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $10562916.92       | $10456171.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $73.85             | $73.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $73.85             | $73.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 0.8750%  | 0.0000% | $3697070.77        | $4716561.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $7251840.00        | $7127527.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 2.2500%  | 0.0000% | $147.69            | $148.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $255212.31         | $255252.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $36922929.23       | $49892148.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $3139126.15        | $4186028.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $15525009.23       | $15340649.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $20956098.46       | $26962938.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $657341.54         | $646959.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $3286486.15        | $3951931.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 1.5000%  | 0.0000% | $15631790.77       | $15395882.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $36.92             | $34.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $36.92             | $32.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $339101.54         | $324532.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $9230695.38        | $11086775.03       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $147.69            | $140.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $317280.00         | $277267.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $36.92             | $35.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $22886400.00       | $26743947.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $5600935.38        | $5594354.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $3539815.38        | $3358807.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $2234953.85        | $1980535.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 0.7500%  | 0.0000% | $9341.54           | $9267.25           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 0.7500%  | 0.0000% | $9415.38           | $9310.53           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $25846116.92       | $29164826.09       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $36.92             | $36.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $3432553.85        | $3236872.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $8380467.69        | $7908969.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $403421.54         | $380992.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $3010929.23        | $2958077.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $13593969.23       | $16050456.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $975655.38         | $956638.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $3117267.69        | $2948101.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $3862338.46        | $3690517.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $480147.69         | $516503.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $36.92             | $33.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $18461538.46       | $18238413.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $9618166.15        | $9332052.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $25956073.85       | $25803028.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $147.69            | $144.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 3.2500%  | 0.0000% | $189378.46         | $187375.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $1084504.62        | $1080963.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $2901821.54        | $2902585.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $3861932.31        | $3841289.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $537710.77         | $548113.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $1208381.54        | $1234245.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $3613033.85        | $3679177.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $108775.38         | $110856.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $1514104.62        | $1533639.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $110.77            | $111.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 3.8750%  | 0.0000% | $73.85             | $74.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $26969944.62       | $27179312.30       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $3046744.62        | $3092505.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $21738092.31       | $22970004.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $5799913.85        | $5727438.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $60974953.85       | $62452661.30       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $10016750.77       | $10293860.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 3.6250%  | 0.0000% | $3325255.38        | $3354368.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $1697981.54        | $1718922.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $1838621.54        | $1850044.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $4056923.08        | $3928532.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $36.92             | $37.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $19569083.08       | $19808452.10       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $36.92             | $38.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $6542769.23        | $6601675.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $7015089.23        | $7246712.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $369.23            | $384.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $6441230.77        | $6706398.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $18345784.62       | $18843578.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $9156.92           | $9246.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $1431913.85        | $1441287.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $3692233.85        | $3803655.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $30609.23          | $31063.32          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $775384.62         | $792553.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $35040.00          | $36411.65          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $27391753.85       | $28364604.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $7745870.77        | $7915824.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $1082695.38        | $1127333.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $13008332.31       | $13256365.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $24224123.08       | $25041721.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $369.23            | $377.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $6270166.15        | $6303435.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $999360.00         | $1032908.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $37218.46          | $38074.51          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $420849.23         | $433763.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $6646153.85        | $6768885.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $1845932.31        | $1871432.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $1729033.85        | $1748777.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $5375704.62        | $5447523.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $7872332.31        | $7939300.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $17953292.31       | $18051050.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $3615803.08        | $3670919.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $1396467.69        | $1430647.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $24886.15          | $26127.76          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $36.92             | $37.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $66166.15          | $67625.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $7091298.46        | $7175601.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $3322523.08        | $3345607.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $320270.77         | $331353.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $1844787.69        | $1920990.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $9009.23           | $9442.70           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $11704.62          | $12439.72          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $18461538.46       | $18846072.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $369.23            | $380.41            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $4464295.38        | $4553495.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $72940910.77       | $74870403.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $35086153.85       | $35566612.84       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $36.92             | $37.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $4761083.08        | $4835471.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $9230732.31        | $9533385.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $720000.00         | $726254.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $377501.54         | $384180.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $6666276.92        | $6726960.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $73.85             | $74.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $3573046.15        | $3652352.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $11243667.69       | $11517512.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $790670.77         | $811578.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $2230412.31        | $2267896.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $369.23            | $371.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 3.6250%  | 0.0000% | $1846153.85        | $1859053.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $16821821.54       | $16942431.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $1217723.08        | $1222710.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $36.92             | $36.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $1219126.15        | $1215417.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $26602966.15       | $26560374.81       | U.S. Treasuries (including strips)        |

### Security 131: Natixis

- **C.1 - Title:** Natixis 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3M2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9AX3M2
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $700.00            | $120.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $12368996.50       | $1764385.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $118319.60         | $94129.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $211668.80         | $175336.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $935806.90         | $845348.69         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2041-12-16      | 2.9200%  | 0.0000% | $2957500.00        | $2270906.52        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2030-12-12      | 4.2600%  | 0.0000% | $1050000.00        | $1049378.75        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1452.50           | $1103.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $26665.80          | $23107.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $3012.80           | $2951.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $2257460.10        | $1974783.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 4.7742%  | 0.0000% | $41997354.70       | $29704991.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $2806300.00        | $2561410.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $1547.70           | $1342.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $2100000.00        | $473112.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $350000.00         | $198345.58         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $2247700.00        | $1241190.43        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $11641388.50       | $10203735.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2908500.00        | $490225.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $2096125.50        | $428836.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $941261.30         | $979861.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $658482.30         | $696902.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1013337.50        | $1048072.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $700.00            | $725.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $708.40            | $743.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $388614.80         | $373160.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $608201.30         | $600232.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $700.00            | $646.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $700.00            | $543.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $414144.50         | $350952.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $940.80            | $837.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $72317.70          | $73454.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $700.00            | $722.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $66500.00          | $68753.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $32618250.00       | $33339994.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $15103382.00       | $15835334.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $6556550.00        | $6863044.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $700.00            | $714.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $19993253.00       | $20210106.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $40628749.00       | $26825122.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1873281.20        | $1277346.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1873281.20        | $1277346.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $35000000.00       | $26230277.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1973529.60        | $1986962.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $700.00            | $641.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1190000.00        | $1008040.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2713936.40        | $2528063.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $35000000.00       | $26019960.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $37593334.80       | $37947132.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $12996368.00       | $12521352.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $8366143.10        | $7886923.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $82838052.50       | $81456234.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $700.00            | $709.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $724307.50         | $755726.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $918110.90         | $960447.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1816462.20        | $1657256.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $5044697.00        | $4960244.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $716.80            | $736.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $716.80            | $725.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $3351.60           | $293.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 5.0994%  | 0.0000% | $707.00            | $279.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $9800000.00        | $2576396.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $8398913.60        | $1608252.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $6999062.00        | $1318045.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.8177%  | 0.0000% | $7000000.00        | $3762260.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.4177%  | 0.0000% | $2567061.00        | $1687654.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $8400000.00        | $2903916.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 4.7176%  | 0.0000% | $1540000.00        | $1208533.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0176%  | 0.0000% | $35000000.00       | $27473153.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-04-20      | 4.7576%  | 0.0000% | $21000000.00       | $20816471.09       | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2042-12-15      | 3.5000%  | 0.0000% | $2385600.00        | $1988840.26        | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $1890.00           | $1870.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-15      | 3.3750%  | 0.0000% | $111230.00         | $227114.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $990990.00         | $980000.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $990990.00         | $980000.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $70.00             | $68.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $70.00             | $56.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $140.00            | $109.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $70.00             | $62.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $7389900.00        | $5332396.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $70.00             | $52.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $490.00            | $376.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $280.00            | $211.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $145740.00         | $116588.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $350.00            | $256.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $490.00            | $237.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $6625850.00        | $4209016.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $1750.00           | $1118.41           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $5600000.00        | $2974299.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $140.00            | $91.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $8000160.00        | $5936095.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $70.00             | $40.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $955010.00         | $672204.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $350.00            | $216.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $70.00             | $61.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $70.00             | $63.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $1190.00           | $1177.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $140.00            | $136.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $1342250.00        | $1333145.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $140.00            | $129.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $1451100.00        | $1432792.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $70.00             | $69.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $645820.00         | $670608.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $560.00            | $578.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $238000.00         | $236291.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $1260.00           | $1235.94           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $11340140.00       | $11227002.99       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $700.00            | $691.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $420.00            | $505.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $210.00            | $203.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $140.00            | $123.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $3635240.00        | $3468241.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $70.00             | $66.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $514220.00         | $455844.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $4932200.00        | $4914370.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $7250390.00        | $6927235.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $2696330.00        | $2560689.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $700.00            | $662.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $2077670.00        | $1818184.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $7147840.00        | $6716732.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $18150300.00       | $17344949.68       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $26040.00          | $23471.76          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $539420.00         | $516199.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $12931310.00       | $12856174.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 2.8750%  | 0.0000% | $1820.00           | $1727.48           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $11671730.00       | $11560563.51       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $70.00             | $73.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $700.00            | $685.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $173810.00         | $172918.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $3252480.00        | $3278142.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $700000.00         | $710603.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $770.00            | $760.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $6419630.00        | $6576401.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 1.2500%  | 0.0000% | $3812690.00        | $4135199.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $6110440.00        | $6168924.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $700000.00         | $723486.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $3499860.00        | $3685281.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $700.00            | $712.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $4597320.00        | $4802658.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $12600.00          | $12982.74          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $342160.00         | $354372.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-15      | 4.2500%  | 0.0000% | $883260.00         | $902118.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $32199860.00       | $32911452.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $5885600.00        | $6069168.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $930510.00         | $939117.02         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $70.00             | $72.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $1184960.00        | $1240707.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $700.00            | $712.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $140.00            | $140.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-07-15      | 1.8750%  | 0.0000% | $700.00            | $737.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $1543850.00        | $1548004.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $146440.00         | $148176.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $70.00             | $70.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $1399930.00        | $1411334.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $3322270.00        | $3372725.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $7629930.00        | $8108574.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $30329180.00       | $31289932.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $2761850.00        | $2819660.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $770.00            | $780.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $3010.00           | $3039.25           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $70.00             | $72.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $70.00             | $70.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $16792720.00       | $16951864.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $1900150.00        | $1932288.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $7000070.00        | $7066123.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $3773420.00        | $3800754.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $19306700.00       | $19382351.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $210.00            | $210.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $823130.00         | $819089.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $70.00             | $70.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-12-31      | 3.8750%  | 0.0000% | $4823000.00        | $4816971.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $490.00            | $489.25            | U.S. Treasuries (including strips)        |

### Security 132: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3P5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9AX3P5
- **C.18 - Value (incl. sponsor support):** $40004762.50
- **C.18.a - Value (excl. sponsor support):** $40004762.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.875 31-JUL-2027 | 2027-07-31      | 3.8750%  | 0.0000% | $39905000.00       | $40792153.00       | U.S. Treasuries (including strips) |

### Security 133: Societe Generale

- **C.1 - Title:** Societe Generale 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX4W9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9AX4W9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2044-12-01      | 4.0000%  | 0.0000% | $64703212.50       | $4805084.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2042-12-01      | 3.5000%  | 0.0000% | $37471289.25       | $4815511.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-03-01      | 5.0000%  | 0.0000% | $19178459.50       | $3729336.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.0000%  | 0.0000% | $5111832.75        | $3688782.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $6165639.75        | $4714158.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $4786849.00        | $4295950.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $5428750.00        | $4338391.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 6.0000%  | 0.0000% | $4920656.50        | $3429913.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.0000%  | 0.0000% | $7723648.00        | $5126484.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2043-11-15      | 3.5000%  | 0.0000% | $5015918.75        | $4187688.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 6.0000%  | 0.0000% | $7061632.00        | $5316009.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.5000%  | 0.0000% | $4046336.00        | $3096662.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 6.0000%  | 0.0000% | $4968065.75        | $3869955.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-11-01      | 3.0000%  | 0.0000% | $5250000.00        | $3328299.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 6.0000%  | 0.0000% | $4882312.00        | $4438646.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $3899069.50        | $3443299.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 6.0000%  | 0.0000% | $3496253.50        | $3350235.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $44731669.50       | $6439581.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $33119184.00       | $4374867.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $28715520.00       | $5141643.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $22032576.00       | $3451156.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $14545904.00       | $3933736.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $24811392.00       | $5087770.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $38650880.00       | $4993604.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $39145414.75       | $5313010.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $33930181.25       | $5096214.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $26206372.75       | $3434072.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $26769463.50       | $3105787.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $18795540.00       | $3878823.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $43229184.00       | $3111934.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $20435814.00       | $3782114.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $16112032.00       | $3537895.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $20664928.00       | $4452974.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $30778073.50       | $2500097.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $36142720.00       | $5634978.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $17736256.00       | $3605157.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $13209440.00       | $4001398.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $12499220.00       | $3891649.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $12518352.00       | $3918017.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $12000000.00       | $3454727.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $12962818.75       | $3070254.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $18275872.00       | $3829509.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $51408896.00       | $5154568.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5485573.00        | $5525335.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $5481768.00        | $5316231.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $5098317.75        | $4957793.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $4990728.25        | $5038797.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $4104603.50        | $4140291.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $16501978.50       | $5664678.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $12826012.00       | $3123565.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $4655337.25        | $4325668.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $4423008.00        | $3095755.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $4694196.25        | $3736399.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $8564746.25        | $3840402.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $10133828.25       | $4441869.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $8398336.00        | $4369523.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $10610557.75       | $5833391.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $250.00            | $228.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $3690382.00        | $3657512.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.0000%  | 0.0000% | $4241045.00        | $4049800.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $5635200.00        | $5712800.46        | Agency Mortgage-Backed Securities |

### Security 134: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX4X7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9AX4X7
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 5.0176%  | 0.0000% | $35416666.67       | $34993602.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9676%  | 0.0000% | $35416666.67       | $34561223.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9676%  | 0.0000% | $35416666.67       | $35215317.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7176%  | 0.0000% | $35520752.71       | $35430133.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.2176%  | 0.0000% | $17504451.62       | $8064453.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.0677%  | 0.0000% | $70833333.33       | $35706433.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0677%  | 0.0000% | $35416666.67       | $34403869.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0176%  | 0.0000% | $33678024.96       | $33687158.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0377%  | 0.0000% | $38096815.83       | $38215475.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.9742%  | 0.0000% | $21895014.71       | $22174589.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7500%  | 0.0000% | $34343541.67       | $34347743.03       | Agency Collateralized Mortgage Obligation |

### Security 135: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AXL67, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BIV9AXL67
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $55481800.00       | $50009810.38       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Treasurer's Series Trust

**Date:** 2026-01-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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