# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-010485
**Filing Date:** 2026-2
**Character Count:** 2524590
**Document Hash:** 17625b84f5a06f66d40f02f3dda71c7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010485.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010485

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26607109

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $213256205345.94

- **Amortized Cost of Portfolio Securities:** $213217087397.37

- **Cash:** $5512126174.10

- **Total Other Assets:** $3158635459.89

- **Total Liabilities:** $7446401895.22

- **Net Assets of Series:** $214441447136.14

- **Number of Shares Outstanding (Series):** 214472490158.0210

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $126509066797.38          | $171573740293.64           | 61.1400%                  | 82.9200%                   |
| 2026-01-05 | $126031149849.50          | $171960185735.76           | 61.0300%                  | 83.2700%                   |
| 2026-01-06 | $127558905051.52          | $173389823306.95           | 61.2000%                  | 83.1900%                   |
| 2026-01-07 | $128611376350.28          | $174014051309.67           | 61.4900%                  | 83.2000%                   |
| 2026-01-08 | $126483248310.56          | $172344080558.63           | 60.9600%                  | 83.0700%                   |
| 2026-01-09 | $128732429940.84          | $174732409091.02           | 61.2300%                  | 83.1000%                   |
| 2026-01-12 | $134053633274.97          | $180308500216.95           | 62.3800%                  | 83.9100%                   |
| 2026-01-13 | $133341329311.30          | $182852022098.10           | 61.6700%                  | 84.5700%                   |
| 2026-01-14 | $131202972077.54          | $180108030390.65           | 61.4600%                  | 84.3700%                   |
| 2026-01-15 | $127537127269.55          | $176093004904.75           | 60.8300%                  | 83.9900%                   |
| 2026-01-16 | $128384567515.79          | $175640695437.42           | 61.3800%                  | 83.9800%                   |
| 2026-01-20 | $130041324680.18          | $180206613223.91           | 61.1300%                  | 84.7100%                   |
| 2026-01-21 | $131482943217.25          | $178657525332.31           | 62.2600%                  | 84.6000%                   |
| 2026-01-22 | $129173032903.03          | $178070554899.44           | 61.2000%                  | 84.3700%                   |
| 2026-01-23 | $129612719042.51          | $177965290293.10           | 61.5700%                  | 84.5400%                   |
| 2026-01-26 | $134679406866.68          | $184633236702.05           | 61.9800%                  | 84.9700%                   |
| 2026-01-27 | $133645787983.51          | $183362717788.63           | 61.8600%                  | 84.8700%                   |
| 2026-01-28 | $140733702783.69          | $188951148337.91           | 63.5300%                  | 85.2900%                   |
| 2026-01-29 | $139200444906.68          | $188536866793.90           | 62.8300%                  | 85.1000%                   |
| 2026-01-30 | $140209482920.99          | $188795635024.52           | 63.1800%                  | 85.0700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8500%             |
| 2026-01-06 | 3.8400%             |
| 2026-01-07 | 3.8300%             |
| 2026-01-08 | 3.8100%             |
| 2026-01-09 | 3.7800%             |
| 2026-01-12 | 3.7800%             |
| 2026-01-13 | 3.7700%             |
| 2026-01-14 | 3.7700%             |
| 2026-01-15 | 3.7700%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7700%             |
| 2026-01-21 | 3.7700%             |
| 2026-01-22 | 3.7700%             |
| 2026-01-23 | 3.7700%             |
| 2026-01-26 | 3.7600%             |
| 2026-01-27 | 3.7700%             |
| 2026-01-28 | 3.7600%             |
| 2026-01-29 | 3.7600%             |
| 2026-01-30 | 3.7600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0001                      |
|  |  |
| 2026-01-05 | 1.0001                      |
|  |  |
| 2026-01-06 | 1.0001                      |
|  |  |
| 2026-01-07 | 1.0001                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0000                      |
|  |  |
| 2026-01-20 | 1.0000                      |
|  |  |
| 2026-01-21 | 1.0000                      |
|  |  |
| 2026-01-22 | 1.0000                      |
|  |  |
| 2026-01-23 | 1.0000                      |
|  |  |
| 2026-01-26 | 1.0000                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0000                      |
|  |  |
| 2026-01-29 | 1.0000                      |
|  |  |
| 2026-01-30 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $485276695.13

- **Number of Shares Outstanding:** 485353601.4400

- **Expense Reimbursement/Waiver:** 22520.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $435031.91                | $41738912.23            |
| 2026-01-05 | $3500279.50               | $0.00                   |
| 2026-01-06 | $1706142.84               | $16059.63               |
| 2026-01-07 | $708783.79                | $0.00                   |
| 2026-01-08 | $203064.65                | $4070832.64             |
| 2026-01-09 | $51088.43                 | $2912635.33             |
| 2026-01-12 | $28680.56                 | $0.00                   |
| 2026-01-13 | $23311.52                 | $489312.04              |
| 2026-01-14 | $90710.58                 | $35885048.93            |
| 2026-01-15 | $1736225.23               | $5662951.04             |
| 2026-01-16 | $84705.85                 | $79952.18               |
| 2026-01-20 | $75007.64                 | $801855.40              |
| 2026-01-21 | $22925.90                 | $9499.20                |
| 2026-01-22 | $56921.96                 | $0.00                   |
| 2026-01-23 | $17542.92                 | $365676.69              |
| 2026-01-26 | $500042.52                | $0.00                   |
| 2026-01-27 | $332183.56                | $929243.51              |
| 2026-01-28 | $46821.39                 | $0.00                   |
| 2026-01-29 | $9748478.19               | $0.00                   |
| 2026-01-30 | $0.00                     | $346468.12              |

**Total Gross Subscriptions (Month):** $19367948.94

**Total Gross Redemptions (Month):** $93308446.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5500%           |
| 2026-01-05 | 3.5500%           |
| 2026-01-06 | 3.5400%           |
| 2026-01-07 | 3.5300%           |
| 2026-01-08 | 3.5100%           |
| 2026-01-09 | 3.4800%           |
| 2026-01-12 | 3.4800%           |
| 2026-01-13 | 3.4700%           |
| 2026-01-14 | 3.4700%           |
| 2026-01-15 | 3.4700%           |
| 2026-01-16 | 3.4700%           |
| 2026-01-20 | 3.4700%           |
| 2026-01-21 | 3.4700%           |
| 2026-01-22 | 3.4700%           |
| 2026-01-23 | 3.4700%           |
| 2026-01-26 | 3.4600%           |
| 2026-01-27 | 3.4700%           |
| 2026-01-28 | 3.4600%           |
| 2026-01-29 | 3.4600%           |
| 2026-01-30 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 14.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 77.7000%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2391184253.47

- **Number of Shares Outstanding:** 2391531962.1300

- **Expense Reimbursement/Waiver:** 116435.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $74059223.65              | $67818113.63            |
| 2026-01-05 | $79400915.81              | $3669787.81             |
| 2026-01-06 | $175157486.11             | $43177204.11            |
| 2026-01-07 | $24639448.69              | $13406561.36            |
| 2026-01-08 | $29962229.64              | $35813197.29            |
| 2026-01-09 | $28931486.38              | $18818635.59            |
| 2026-01-12 | $21224359.01              | $19498667.60            |
| 2026-01-13 | $17983799.28              | $40670192.20            |
| 2026-01-14 | $139400836.72             | $12176251.95            |
| 2026-01-15 | $53106711.83              | $44501210.80            |
| 2026-01-16 | $25651035.34              | $122947243.63           |
| 2026-01-20 | $57414899.53              | $99198819.35            |
| 2026-01-21 | $44240090.49              | $27578082.29            |
| 2026-01-22 | $29998062.65              | $39093896.40            |
| 2026-01-23 | $22122738.32              | $178027523.45           |
| 2026-01-26 | $14020266.80              | $47119162.73            |
| 2026-01-27 | $27223087.48              | $11677875.20            |
| 2026-01-28 | $25713123.65              | $73298848.85            |
| 2026-01-29 | $21512716.68              | $38638040.80            |
| 2026-01-30 | $23242215.42              | $22108408.02            |

**Total Gross Subscriptions (Month):** $935004733.48

**Total Gross Redemptions (Month):** $959237723.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4500%           |
| 2026-01-05 | 3.4500%           |
| 2026-01-06 | 3.4400%           |
| 2026-01-07 | 3.4300%           |
| 2026-01-08 | 3.4100%           |
| 2026-01-09 | 3.3800%           |
| 2026-01-12 | 3.3800%           |
| 2026-01-13 | 3.3700%           |
| 2026-01-14 | 3.3700%           |
| 2026-01-15 | 3.3700%           |
| 2026-01-16 | 3.3700%           |
| 2026-01-20 | 3.3700%           |
| 2026-01-21 | 3.3700%           |
| 2026-01-22 | 3.3700%           |
| 2026-01-23 | 3.3700%           |
| 2026-01-26 | 3.3600%           |
| 2026-01-27 | 3.3700%           |
| 2026-01-28 | 3.3600%           |
| 2026-01-29 | 3.3600%           |
| 2026-01-30 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 42.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.1200%         | 0.0000%              |
| Non-financial corporation                           |  | 9.7300%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $185421506495.71

- **Number of Shares Outstanding:** 185446726084.0420

- **Expense Reimbursement/Waiver:** 8136608.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $9652442072.90            | $7953995254.93          |
| 2026-01-05 | $4885616126.65            | $5369077608.09          |
| 2026-01-06 | $6903945057.50            | $4533166124.71          |
| 2026-01-07 | $6459336380.85            | $7309144347.91          |
| 2026-01-08 | $4409839163.67            | $5675945367.43          |
| 2026-01-09 | $6258687811.85            | $4388722014.78          |
| 2026-01-12 | $4334799021.55            | $3530055456.54          |
| 2026-01-13 | $5341154254.00            | $4163103544.85          |
| 2026-01-14 | $3894004638.29            | $6525793171.76          |
| 2026-01-15 | $6106215343.08            | $5569085749.71          |
| 2026-01-16 | $5528871478.21            | $5068436453.43          |
| 2026-01-20 | $5519482644.56            | $3962383970.61          |
| 2026-01-21 | $3027879535.60            | $5194559759.32          |
| 2026-01-22 | $5665877556.84            | $3716208295.49          |
| 2026-01-23 | $4032588580.55            | $4978729678.40          |
| 2026-01-26 | $7966045354.77            | $3566613712.91          |
| 2026-01-27 | $4320484256.20            | $4522728087.52          |
| 2026-01-28 | $6281662268.71            | $4604445951.25          |
| 2026-01-29 | $8132374445.12            | $5440279670.13          |
| 2026-01-30 | $6175224465.52            | $6953156431.10          |

**Total Gross Subscriptions (Month):** $114896530456.42

**Total Gross Redemptions (Month):** $103025630650.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 26.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0600%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.0600%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7035822721.04

- **Number of Shares Outstanding:** 7036439012.3200

- **Expense Reimbursement/Waiver:** 332794.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5022.79                  | $196286072.81           |
| 2026-01-05 | $3929458.36               | $31000000.00            |
| 2026-01-06 | $3003866.99               | $102020000.00           |
| 2026-01-07 | $72000000.00              | $2267356.22             |
| 2026-01-08 | $0.00                     | $27196131.55            |
| 2026-01-09 | $400828.58                | $116000000.00           |
| 2026-01-12 | $2583713.82               | $233000000.00           |
| 2026-01-13 | $139723856.56             | $32000.00               |
| 2026-01-14 | $155000000.00             | $14164104.52            |
| 2026-01-15 | $0.00                     | $71061933.60            |
| 2026-01-16 | $1832663.86               | $55000000.00            |
| 2026-01-20 | $904092.32                | $63000000.00            |
| 2026-01-21 | $139784073.19             | $82000000.00            |
| 2026-01-22 | $19359007.53              | $116000000.00           |
| 2026-01-23 | $593901.45                | $187000000.00           |
| 2026-01-26 | $0.00                     | $64476548.49            |
| 2026-01-27 | $20624782.79              | $0.00                   |
| 2026-01-28 | $182641582.83             | $30000.00               |
| 2026-01-29 | $18047444.25              | $100000000.00           |
| 2026-01-30 | $2760977.05               | $76000000.00            |

**Total Gross Subscriptions (Month):** $763195272.37

**Total Gross Redemptions (Month):** $1536534147.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.6000%           |
| 2026-01-06 | 3.5900%           |
| 2026-01-07 | 3.5800%           |
| 2026-01-08 | 3.5700%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5300%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5200%           |
| 2026-01-15 | 3.5200%           |
| 2026-01-16 | 3.5200%           |
| 2026-01-20 | 3.5200%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5200%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5200%           |
| 2026-01-29 | 3.5100%           |
| 2026-01-30 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.1500%          | 0.0000%              |
| Depository institution or other banking institution |  | 89.8600%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3213607323.19

- **Number of Shares Outstanding:** 3214051976.3900

- **Expense Reimbursement/Waiver:** 148634.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $926.78                   | $60889990.14            |
| 2026-01-05 | $0.00                     | $27392894.24            |
| 2026-01-06 | $59792573.80              | $0.00                   |
| 2026-01-07 | $0.00                     | $19792621.80            |
| 2026-01-08 | $58777914.34              | $0.00                   |
| 2026-01-09 | $20954017.65              | $0.00                   |
| 2026-01-12 | $2623762.07               | $0.00                   |
| 2026-01-13 | $30518658.50              | $8000.00                |
| 2026-01-14 | $3723.46                  | $63256082.46            |
| 2026-01-15 | $0.00                     | $160725625.70           |
| 2026-01-16 | $5612155.78               | $5400.00                |
| 2026-01-20 | $0.00                     | $135807924.45           |
| 2026-01-21 | $8028786.41               | $0.00                   |
| 2026-01-22 | $61074228.11              | $0.00                   |
| 2026-01-23 | $13439320.74              | $0.00                   |
| 2026-01-26 | $0.00                     | $34352377.94            |
| 2026-01-27 | $30099751.84              | $0.00                   |
| 2026-01-28 | $0.00                     | $28579890.45            |
| 2026-01-29 | $50118177.47              | $74431.25               |
| 2026-01-30 | $22144527.40              | $0.00                   |

**Total Gross Subscriptions (Month):** $363188524.35

**Total Gross Redemptions (Month):** $530885238.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2000%           |
| 2026-01-05 | 3.2000%           |
| 2026-01-06 | 3.1900%           |
| 2026-01-07 | 3.1800%           |
| 2026-01-08 | 3.1600%           |
| 2026-01-09 | 3.1300%           |
| 2026-01-12 | 3.1300%           |
| 2026-01-13 | 3.1200%           |
| 2026-01-14 | 3.1200%           |
| 2026-01-15 | 3.1200%           |
| 2026-01-16 | 3.1200%           |
| 2026-01-20 | 3.1200%           |
| 2026-01-21 | 3.1200%           |
| 2026-01-22 | 3.1200%           |
| 2026-01-23 | 3.1200%           |
| 2026-01-26 | 3.1100%           |
| 2026-01-27 | 3.1200%           |
| 2026-01-28 | 3.1200%           |
| 2026-01-29 | 3.1100%           |
| 2026-01-30 | 3.1100%           |

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

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9704313353.15

- **Number of Shares Outstanding:** 9708419136.2500

- **Expense Reimbursement/Waiver:** 411831.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9998          |
|  |  |
| 2026-01-05 | 0.9998          |
|  |  |
| 2026-01-06 | 0.9998          |
|  |  |
| 2026-01-07 | 0.9998          |
|  |  |
| 2026-01-08 | 0.9998          |
|  |  |
| 2026-01-09 | 0.9998          |
|  |  |
| 2026-01-12 | 0.9998          |
|  |  |
| 2026-01-13 | 0.9998          |
|  |  |
| 2026-01-14 | 0.9998          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9997          |
|  |  |
| 2026-01-20 | 0.9997          |
|  |  |
| 2026-01-21 | 0.9997          |
|  |  |
| 2026-01-22 | 0.9997          |
|  |  |
| 2026-01-23 | 0.9997          |
|  |  |
| 2026-01-26 | 0.9997          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9997          |
|  |  |
| 2026-01-29 | 0.9997          |
|  |  |
| 2026-01-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $26009607.99              | $58659494.31            |
| 2026-01-05 | $150014281.14             | $39184178.68            |
| 2026-01-06 | $11808.00                 | $174729694.89           |
| 2026-01-07 | $167029541.51             | $0.00                   |
| 2026-01-08 | $21472391.73              | $13277963.94            |
| 2026-01-09 | $166527112.46             | $5801265.89             |
| 2026-01-12 | $290369190.92             | $3820042.36             |
| 2026-01-13 | $90016201.10              | $118054880.36           |
| 2026-01-14 | $7635261.60               | $213692975.34           |
| 2026-01-15 | $687476.44                | $20775448.33            |
| 2026-01-16 | $119504475.34             | $120000000.00           |
| 2026-01-20 | $50421468.24              | $104011361.31           |
| 2026-01-21 | $122146318.33             | $0.00                   |
| 2026-01-22 | $54990584.47              | $74752897.67            |
| 2026-01-23 | $11868.70                 | $112296385.63           |
| 2026-01-26 | $97399426.01              | $7276078.81             |
| 2026-01-27 | $276021136.93             | $0.00                   |
| 2026-01-28 | $11657.33                 | $212950320.87           |
| 2026-01-29 | $304123617.94             | $0.00                   |
| 2026-01-30 | $327165369.03             | $10000000.00            |

**Total Gross Subscriptions (Month):** $2271568795.21

**Total Gross Redemptions (Month):** $1289282988.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5600%           |
| 2026-01-27 | 3.5600%           |
| 2026-01-28 | 3.5600%           |
| 2026-01-29 | 3.5600%           |
| 2026-01-30 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.5700%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $179897.64

- **Number of Shares Outstanding:** 179890.6600

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $546.73                   | $0.00                   |

**Total Gross Subscriptions (Month):** $546.73

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5500%           |
| 2026-01-05 | 3.5500%           |
| 2026-01-06 | 3.5400%           |
| 2026-01-07 | 3.5300%           |
| 2026-01-08 | 3.5200%           |
| 2026-01-09 | 3.4800%           |
| 2026-01-12 | 3.4800%           |
| 2026-01-13 | 3.4700%           |
| 2026-01-14 | 3.4700%           |
| 2026-01-15 | 3.4700%           |
| 2026-01-16 | 3.4700%           |
| 2026-01-20 | 3.4700%           |
| 2026-01-21 | 3.4700%           |
| 2026-01-22 | 3.4700%           |
| 2026-01-23 | 3.4700%           |
| 2026-01-26 | 3.4600%           |
| 2026-01-27 | 3.4700%           |
| 2026-01-28 | 3.4600%           |
| 2026-01-29 | 3.4600%           |
| 2026-01-30 | 3.4600%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57457.17

- **Number of Shares Outstanding:** 57469.1700

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $143.09                   | $0.00                   |

**Total Gross Subscriptions (Month):** $143.09

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9000%           |
| 2026-01-05 | 2.9000%           |
| 2026-01-06 | 2.8900%           |
| 2026-01-07 | 2.8700%           |
| 2026-01-08 | 2.8600%           |
| 2026-01-09 | 2.8300%           |
| 2026-01-12 | 2.8200%           |
| 2026-01-13 | 2.8200%           |
| 2026-01-14 | 2.8200%           |
| 2026-01-15 | 2.8200%           |
| 2026-01-16 | 2.8200%           |
| 2026-01-20 | 2.8200%           |
| 2026-01-21 | 2.8200%           |
| 2026-01-22 | 2.8100%           |
| 2026-01-23 | 2.8100%           |
| 2026-01-26 | 2.8100%           |
| 2026-01-27 | 2.8100%           |
| 2026-01-28 | 2.8100%           |
| 2026-01-29 | 2.8100%           |
| 2026-01-30 | 2.8100%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3871378367.54

- **Number of Shares Outstanding:** 3871497122.4700

- **Expense Reimbursement/Waiver:** 166682.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $102394649.05             | $208460879.00           |
| 2026-01-05 | $213336623.12             | $56700000.00            |
| 2026-01-06 | $27823461.00              | $0.00                   |
| 2026-01-07 | $150601526.00             | $18000000.00            |
| 2026-01-08 | $15531000.00              | $62718397.00            |
| 2026-01-09 | $362394610.00             | $0.00                   |
| 2026-01-12 | $434047629.00             | $200000000.00           |
| 2026-01-13 | $291500088.00             | $77000000.00            |
| 2026-01-14 | $349838.00                | $25000000.00            |
| 2026-01-15 | $1728000.00               | $544055200.37           |
| 2026-01-16 | $4326466.00               | $358000000.00           |
| 2026-01-20 | $356695255.00             | $0.00                   |
| 2026-01-21 | $98837110.00              | $70000600.00            |
| 2026-01-22 | $283335.00                | $220544000.00           |
| 2026-01-23 | $256829769.05             | $24216000.00            |
| 2026-01-26 | $424899755.23             | $23002152.00            |
| 2026-01-27 | $247783779.00             | $761000000.00           |
| 2026-01-28 | $159449529.00             | $10512000.05            |
| 2026-01-29 | $181468000.00             | $129480602.61           |
| 2026-01-30 | $192314229.00             | $150000000.00           |

**Total Gross Subscriptions (Month):** $3522594651.45

**Total Gross Redemptions (Month):** $2938689831.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.4500%          | 0.0000%              |
| Broker-dealer                                       |  | 14.0700%         | 0.0000%              |
| Broker-dealer                                       |  | 5.3700%          | 0.0000%              |
| Depository institution or other banking institution |  | 35.3000%         | 0.0000%              |
| Non-financial corporation                           |  | 15.3600%         | 0.0000%              |
| Non-financial corporation                           |  | 7.5200%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1434252212.86

- **Number of Shares Outstanding:** 1434402207.3000

- **Expense Reimbursement/Waiver:** 63532.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $520458737.28             | $515061368.66           |
| 2026-01-05 | $594080000.00             | $537900000.00           |
| 2026-01-06 | $500000000.00             | $594460000.00           |
| 2026-01-07 | $514860000.00             | $500000000.00           |
| 2026-01-08 | $300000000.00             | $503000000.00           |
| 2026-01-09 | $366000000.00             | $317560000.00           |
| 2026-01-12 | $416300000.00             | $350000000.00           |
| 2026-01-13 | $361560000.00             | $355000000.00           |
| 2026-01-14 | $324000000.00             | $342720000.00           |
| 2026-01-15 | $245000000.00             | $382540000.00           |
| 2026-01-16 | $445000000.00             | $256900000.00           |
| 2026-01-20 | $490680000.00             | $531500000.00           |
| 2026-01-21 | $403700000.00             | $535000000.00           |
| 2026-01-22 | $376700000.00             | $482000000.00           |
| 2026-01-23 | $400000000.00             | $419340000.00           |
| 2026-01-26 | $510999649.64             | $403820000.00           |
| 2026-01-27 | $534000000.00             | $504500000.00           |
| 2026-01-28 | $463000000.00             | $513000000.00           |
| 2026-01-29 | $245000000.00             | $362940000.00           |
| 2026-01-30 | $569280000.00             | $290000000.00           |

**Total Gross Subscriptions (Month):** $8580618386.92

**Total Gross Redemptions (Month):** $8697241368.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 31.3700%         | 0.0000%              |
| Non-financial corporation                                                   |  | 17.5500%         | 0.0000%              |
| Non-financial corporation                                                   |  | 6.3100%          | 0.0000%              |
| Non-financial corporation                                                   |  | 13.6900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 13.3200%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $763282551.86

- **Number of Shares Outstanding:** 763247752.9500

- **Expense Reimbursement/Waiver:** 34612.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $10947071.63              | $6219.52                |
| 2026-01-05 | $5001495.47               | $5080397.72             |
| 2026-01-06 | $951.80                   | $625000.00              |
| 2026-01-07 | $7405.00                  | $5300000.00             |
| 2026-01-08 | $50001.01                 | $55000.00               |
| 2026-01-09 | $122.24                   | $0.00                   |
| 2026-01-12 | $650.00                   | $807.76                 |
| 2026-01-13 | $1625700.00               | $0.00                   |
| 2026-01-14 | $87.15                    | $13814.31               |
| 2026-01-15 | $3840.00                  | $7003010.44             |
| 2026-01-16 | $203000.00                | $0.00                   |
| 2026-01-20 | $3400600.16               | $0.00                   |
| 2026-01-21 | $11333.88                 | $104.25                 |
| 2026-01-22 | $15306.57                 | $3455556.00             |
| 2026-01-23 | $400000.05                | $0.00                   |
| 2026-01-26 | $9999741.74               | $4000.00                |
| 2026-01-27 | $20000.00                 | $75750.00               |
| 2026-01-28 | $3511682.80               | $0.00                   |
| 2026-01-29 | $4025.00                  | $4225000.00             |

**Total Gross Subscriptions (Month):** $35203014.50

**Total Gross Redemptions (Month):** $25844660.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 6.5500%          | 0.0000%              |
| Broker-dealer             |  | 33.5400%         | 0.0000%              |
| Broker-dealer             |  | 24.7600%         | 0.0000%              |
| Non-financial corporation |  | 32.7800%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $120535112.47

- **Number of Shares Outstanding:** 120533248.7290

- **Expense Reimbursement/Waiver:** 5003.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2636844.71               | $278768.21              |
| 2026-01-05 | $36383800.30              | $16838.00               |
| 2026-01-06 | $59266.00                 | $93423.50               |
| 2026-01-07 | $72013.00                 | $164439.55              |
| 2026-01-08 | $361521.00                | $736034.30              |
| 2026-01-09 | $353232.65                | $110741.00              |
| 2026-01-12 | $114296.00                | $112306.92              |
| 2026-01-13 | $136990.04                | $144732.25              |
| 2026-01-14 | $35932.00                 | $5161740.27             |
| 2026-01-15 | $250974.00                | $506923.00              |
| 2026-01-16 | $630299.21                | $3028353.00             |
| 2026-01-20 | $552541.71                | $983588.62              |
| 2026-01-21 | $6142062.69               | $1505527.72             |
| 2026-01-22 | $1698916.00               | $1602488.98             |
| 2026-01-23 | $13789243.39              | $82184.58               |
| 2026-01-26 | $553092.54                | $159627.00              |
| 2026-01-27 | $1074431.65               | $452690.32              |
| 2026-01-28 | $484554.17                | $319238.55              |
| 2026-01-29 | $350368.31                | $3591820.00             |
| 2026-01-30 | $486096.71                | $53178.41               |

**Total Gross Subscriptions (Month):** $66166476.08

**Total Gross Redemptions (Month):** $19104644.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

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

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50694.91

- **Number of Shares Outstanding:** 50694.1700

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $159.42                   | $0.00                   |

**Total Gross Subscriptions (Month):** $159.42

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6800%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.6000%           |
| 2026-01-22 | 3.6000%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197976220.20
- **C.18.a - Value (excl. sponsor support):** $197976220.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240133394.40
- **C.18.a - Value (excl. sponsor support):** $240133394.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390359977.80
- **C.18.a - Value (excl. sponsor support):** $390359977.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $475002641.00
- **C.18.a - Value (excl. sponsor support):** $475002641.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85J7, C.4 - ISIN: US3130B85J78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $475000071.25
- **C.18.a - Value (excl. sponsor support):** $475000071.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86L1, C.4 - ISIN: US3130B86L16, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $461999436.36
- **C.18.a - Value (excl. sponsor support):** $461999436.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HG0, C.4 - ISIN: US3130B8HG02, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $423001328.22
- **C.18.a - Value (excl. sponsor support):** $423001328.22
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HR6, C.4 - ISIN: US3130B8HR66, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $961004497.48
- **C.18.a - Value (excl. sponsor support):** $961004497.48
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KG6, C.4 - ISIN: US3130B8KG64, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $401004419.02
- **C.18.a - Value (excl. sponsor support):** $401004419.02
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KS0, C.4 - ISIN: US3130B8KS03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $723008379.57
- **C.18.a - Value (excl. sponsor support):** $723008379.57
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483008645.70
- **C.18.a - Value (excl. sponsor support):** $483008645.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241027139.01
- **C.18.a - Value (excl. sponsor support):** $241027139.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485008691.20
- **C.18.a - Value (excl. sponsor support):** $485008691.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R61, C.4 - ISIN: US3130B8R614, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241000583.22
- **C.18.a - Value (excl. sponsor support):** $241000583.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484005285.28
- **C.18.a - Value (excl. sponsor support):** $484005285.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $291004623.99
- **C.18.a - Value (excl. sponsor support):** $291004623.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RU8, C.4 - ISIN: US3130B8RU85, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484007855.32
- **C.18.a - Value (excl. sponsor support):** $484007855.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $340000805.80
- **C.18.a - Value (excl. sponsor support):** $340000805.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244003191.52
- **C.18.a - Value (excl. sponsor support):** $244003191.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487014760.97
- **C.18.a - Value (excl. sponsor support):** $487014760.97
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244006600.20
- **C.18.a - Value (excl. sponsor support):** $244006600.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CG3, C.4 - ISIN: US3130B9CG30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485019104.15
- **C.18.a - Value (excl. sponsor support):** $485019104.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CP3, C.4 - ISIN: US3130B9CP39, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488018861.20
- **C.18.a - Value (excl. sponsor support):** $488018861.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $46088102.24
- **C.18.a - Value (excl. sponsor support):** $46088102.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $417313038.72
- **C.18.a - Value (excl. sponsor support):** $417313038.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $479537332.80
- **C.18.a - Value (excl. sponsor support):** $479537332.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SZ0
- **C.18 - Value (incl. sponsor support):** $240698012.54
- **C.18.a - Value (excl. sponsor support):** $240698012.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $407252792.88
- **C.18.a - Value (excl. sponsor support):** $407252792.88
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $724530452.58
- **C.18.a - Value (excl. sponsor support):** $724530452.58
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $239444800.80
- **C.18.a - Value (excl. sponsor support):** $239444800.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240396027.49
- **C.18.a - Value (excl. sponsor support):** $240396027.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $240233084.98
- **C.18.a - Value (excl. sponsor support):** $240233084.98
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $562149138.12
- **C.18.a - Value (excl. sponsor support):** $562149138.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240161185.04
- **C.18.a - Value (excl. sponsor support):** $240161185.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $252989643.88
- **C.18.a - Value (excl. sponsor support):** $252989643.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $475765880.58
- **C.18.a - Value (excl. sponsor support):** $475765880.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $475670811.16
- **C.18.a - Value (excl. sponsor support):** $475670811.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $479080217.52
- **C.18.a - Value (excl. sponsor support):** $479080217.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $191799988.38
- **C.18.a - Value (excl. sponsor support):** $191799988.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $236534648.28
- **C.18.a - Value (excl. sponsor support):** $236534648.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $246177544.72
- **C.18.a - Value (excl. sponsor support):** $246177544.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $379116961.96
- **C.18.a - Value (excl. sponsor support):** $379116961.96
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385WE2
- **C.18 - Value (incl. sponsor support):** $237855000.00
- **C.18.a - Value (excl. sponsor support):** $237855000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $417558752.19
- **C.18.a - Value (excl. sponsor support):** $417558752.19
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $478427847.45
- **C.18.a - Value (excl. sponsor support):** $478427847.45
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $176451363.99
- **C.18.a - Value (excl. sponsor support):** $176451363.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $484946496.12
- **C.18.a - Value (excl. sponsor support):** $484946496.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $350861289.52
- **C.18.a - Value (excl. sponsor support):** $350861289.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $490268759.16
- **C.18.a - Value (excl. sponsor support):** $490268759.16
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $191839428.30
- **C.18.a - Value (excl. sponsor support):** $191839428.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142907664.90
- **C.18.a - Value (excl. sponsor support):** $142907664.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249097515.87
- **C.18.a - Value (excl. sponsor support):** $249097515.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248104189.76
- **C.18.a - Value (excl. sponsor support):** $248104189.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142546896.69
- **C.18.a - Value (excl. sponsor support):** $142546896.69
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237121687.65
- **C.18.a - Value (excl. sponsor support):** $237121687.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233169309.45
- **C.18.a - Value (excl. sponsor support):** $233169309.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48002913.12
- **C.18.a - Value (excl. sponsor support):** $48002913.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240139560.00
- **C.18.a - Value (excl. sponsor support):** $240139560.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3C9, C.4 - ISIN: US3133ET3C98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $98013238.82
- **C.18.a - Value (excl. sponsor support):** $98013238.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-08
- **C.13 - Final Legal Maturity Date:** 2027-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4H7, C.4 - ISIN: US3133ET4H76, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97043745.06
- **C.18.a - Value (excl. sponsor support):** $97043745.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-15
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5F0, C.4 - ISIN: US3133ET5F02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97015633.49
- **C.18.a - Value (excl. sponsor support):** $97015633.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6L6, C.4 - ISIN: US3133ET6L60, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $250042310.00
- **C.18.a - Value (excl. sponsor support):** $250042310.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6M4, C.4 - ISIN: US3133ET6M44, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $115019482.15
- **C.18.a - Value (excl. sponsor support):** $115019482.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $69798169.20
- **C.18.a - Value (excl. sponsor support):** $69798169.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: 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: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178009798.90
- **C.18.a - Value (excl. sponsor support):** $178009798.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: 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: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $183992233.36
- **C.18.a - Value (excl. sponsor support):** $183992233.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127084099.40
- **C.18.a - Value (excl. sponsor support):** $127084099.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $145999287.52
- **C.18.a - Value (excl. sponsor support):** $145999287.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97011101.65
- **C.18.a - Value (excl. sponsor support):** $97011101.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159008441.31
- **C.18.a - Value (excl. sponsor support):** $159008441.31
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203173120.43
- **C.18.a - Value (excl. sponsor support):** $203173120.43
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488330400.40
- **C.18.a - Value (excl. sponsor support):** $488330400.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290224886.30
- **C.18.a - Value (excl. sponsor support):** $290224886.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: 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: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357154295.40
- **C.18.a - Value (excl. sponsor support):** $357154295.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367598958.68
- **C.18.a - Value (excl. sponsor support):** $367598958.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159099099.93
- **C.18.a - Value (excl. sponsor support):** $159099099.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245008530.90
- **C.18.a - Value (excl. sponsor support):** $245008530.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96105427.20
- **C.18.a - Value (excl. sponsor support):** $96105427.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $45008141.40
- **C.18.a - Value (excl. sponsor support):** $45008141.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $59041718.90
- **C.18.a - Value (excl. sponsor support):** $59041718.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $561285459.24
- **C.18.a - Value (excl. sponsor support):** $561285459.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $249513373.26
- **C.18.a - Value (excl. sponsor support):** $249513373.26
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $744723502.80
- **C.18.a - Value (excl. sponsor support):** $744723502.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318171751.80
- **C.18.a - Value (excl. sponsor support):** $318171751.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694643657.24
- **C.18.a - Value (excl. sponsor support):** $694643657.24
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $731363012.20
- **C.18.a - Value (excl. sponsor support):** $731363012.20
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $475085471.50
- **C.18.a - Value (excl. sponsor support):** $475085471.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $389075434.88
- **C.18.a - Value (excl. sponsor support):** $389075434.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $679843587.09
- **C.18.a - Value (excl. sponsor support):** $679843587.09
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $384651621.14
- **C.18.a - Value (excl. sponsor support):** $384651621.14
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2802505161.15
- **C.18.a - Value (excl. sponsor support):** $2802505161.15
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2644356374.35
- **C.18.a - Value (excl. sponsor support):** $2644356374.35
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1737769000.00
- **C.18.a - Value (excl. sponsor support):** $1737769000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $798532561.88
- **C.18.a - Value (excl. sponsor support):** $798532561.88
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $583281145.26
- **C.18.a - Value (excl. sponsor support):** $583281145.26
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1365591675.28
- **C.18.a - Value (excl. sponsor support):** $1365591675.28
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $295898857.08
- **C.18.a - Value (excl. sponsor support):** $295898857.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1264738215.78
- **C.18.a - Value (excl. sponsor support):** $1264738215.78
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $475850959.47
- **C.18.a - Value (excl. sponsor support):** $475850959.47
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2262965451.60
- **C.18.a - Value (excl. sponsor support):** $2262965451.60
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1940535906.84
- **C.18.a - Value (excl. sponsor support):** $1940535906.84
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1027596129.08
- **C.18.a - Value (excl. sponsor support):** $1027596129.08
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2914677186.92
- **C.18.a - Value (excl. sponsor support):** $2914677186.92
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $559944280.00
- **C.18.a - Value (excl. sponsor support):** $559944280.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $145186738.36
- **C.18.a - Value (excl. sponsor support):** $145186738.36
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $766321287.73
- **C.18.a - Value (excl. sponsor support):** $766321287.73
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1398876984.96
- **C.18.a - Value (excl. sponsor support):** $1398876984.96
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $371440448.76
- **C.18.a - Value (excl. sponsor support):** $371440448.76
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1569413206.60
- **C.18.a - Value (excl. sponsor support):** $1569413206.60
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1143636002.01
- **C.18.a - Value (excl. sponsor support):** $1143636002.01
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1139906243.75
- **C.18.a - Value (excl. sponsor support):** $1139906243.75
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1521499040.60
- **C.18.a - Value (excl. sponsor support):** $1521499040.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $843333243.83
- **C.18.a - Value (excl. sponsor support):** $843333243.83
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1361168803.17
- **C.18.a - Value (excl. sponsor support):** $1361168803.17
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1538090239.10
- **C.18.a - Value (excl. sponsor support):** $1538090239.10
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $784455849.18
- **C.18.a - Value (excl. sponsor support):** $784455849.18
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $211351416.38
- **C.18.a - Value (excl. sponsor support):** $211351416.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $766091572.68
- **C.18.a - Value (excl. sponsor support):** $766091572.68
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1423690758.40
- **C.18.a - Value (excl. sponsor support):** $1423690758.40
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $524567747.05
- **C.18.a - Value (excl. sponsor support):** $524567747.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $527138922.10
- **C.18.a - Value (excl. sponsor support):** $527138922.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1544788421.90
- **C.18.a - Value (excl. sponsor support):** $1544788421.90
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1562431920.00
- **C.18.a - Value (excl. sponsor support):** $1562431920.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1533841316.14
- **C.18.a - Value (excl. sponsor support):** $1533841316.14
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1055772268.43
- **C.18.a - Value (excl. sponsor support):** $1055772268.43
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1228269927.94
- **C.18.a - Value (excl. sponsor support):** $1228269927.94
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $443951578.70
- **C.18.a - Value (excl. sponsor support):** $443951578.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87387729.44
- **C.18.a - Value (excl. sponsor support):** $87387729.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $375718947.52
- **C.18.a - Value (excl. sponsor support):** $375718947.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284386571.04
- **C.18.a - Value (excl. sponsor support):** $284386571.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $785538124.24
- **C.18.a - Value (excl. sponsor support):** $785538124.24
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $922328593.31
- **C.18.a - Value (excl. sponsor support):** $922328593.31
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $99000000.00
- **C.18.a - Value (excl. sponsor support):** $99000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $308592218.70
- **C.18.a - Value (excl. sponsor support):** $308592218.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $291666666.56
- **C.18.a - Value (excl. sponsor support):** $291666666.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292594396.22
- **C.18.a - Value (excl. sponsor support):** $292594396.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1021685074.69
- **C.18.a - Value (excl. sponsor support):** $1021685074.69
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314271503.24
- **C.18.a - Value (excl. sponsor support):** $314271503.24
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284051821.48
- **C.18.a - Value (excl. sponsor support):** $284051821.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300616476.00
- **C.18.a - Value (excl. sponsor support):** $300616476.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $541120269.69
- **C.18.a - Value (excl. sponsor support):** $541120269.69
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204212843.80
- **C.18.a - Value (excl. sponsor support):** $204212843.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $446032857.74
- **C.18.a - Value (excl. sponsor support):** $446032857.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $616747112.64
- **C.18.a - Value (excl. sponsor support):** $616747112.64
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $944368757.36
- **C.18.a - Value (excl. sponsor support):** $944368757.36
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1073475603.68
- **C.18.a - Value (excl. sponsor support):** $1073475603.68
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $474279332.94
- **C.18.a - Value (excl. sponsor support):** $474279332.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $335931038.70
- **C.18.a - Value (excl. sponsor support):** $335931038.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302094944.69
- **C.18.a - Value (excl. sponsor support):** $302094944.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305196987.84
- **C.18.a - Value (excl. sponsor support):** $305196987.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.794700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1647814428.30
- **C.18.a - Value (excl. sponsor support):** $1647814428.30
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296206255.76
- **C.18.a - Value (excl. sponsor support):** $296206255.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450715446.06
- **C.18.a - Value (excl. sponsor support):** $450715446.06
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.817700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1788913555.34
- **C.18.a - Value (excl. sponsor support):** $1788913555.34
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $927934902.57
- **C.18.a - Value (excl. sponsor support):** $927934902.57
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.710700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $279116979.12
- **C.18.a - Value (excl. sponsor support):** $279116979.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $648909338.55
- **C.18.a - Value (excl. sponsor support):** $648909338.55
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.772700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1992614760.50
- **C.18.a - Value (excl. sponsor support):** $1992614760.50
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.771700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2859537704.55
- **C.18.a - Value (excl. sponsor support):** $2859537704.55
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.802700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4374771120.17
- **C.18.a - Value (excl. sponsor support):** $4374771120.17
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.712000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1289061807.55
- **C.18.a - Value (excl. sponsor support):** $1289061807.55
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: Natixis SA

- **C.1 - Title:** Natixis SA 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.70_0206
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-03-25      | 2.6382%  | 0.0000% | $21315952.00       | $194024.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $750116.00         | $891030.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $4000000.00        | $3222129.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $766068.00         | $412333.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.5000%  | 0.0000% | $3523175.00        | $1783915.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.0000%  | 0.0000% | $2999000.00        | $1802430.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $3004007.00        | $1560288.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $3169990.00        | $2059911.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 3.0000%  | 0.0000% | $5999990.00        | $3829828.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $752717.00         | $371758.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $12169060.00       | $7333008.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 2.5000%  | 0.0000% | $1183730.00        | $869110.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $2000000.00        | $2413887.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $2610474.00        | $1485894.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2602%  | 0.0000% | $15711883.00       | $377203.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2602%  | 0.0000% | $33762395.00       | $736456.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4102%  | 0.0000% | $57142857.00       | $1369661.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $4000000.00        | $1666881.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.4102%  | 0.0000% | $57377220.00       | $1445699.18        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $1815700.00        | $1734951.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $41949200.00       | $40817827.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $96.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-11-15      | 4.2500%  | 0.0000% | $1000.00           | $971.97            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2050-02-20      | 2.3102%  | 0.0000% | $36321538.00       | $1119113.29        | Agency Collateralized Mortgage Obligation |

### Security 164: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_3.75_0205
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-06-11      | N/A      | 0.0000% | $403700.00         | $398468.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $1110000.00        | $1087200.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-12      | N/A      | 0.0000% | $300.00            | $299.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-09      | N/A      | 0.0000% | $86400.00          | $85806.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-03      | N/A      | 0.0000% | $15766300.00       | $15715532.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-11-27      | N/A      | 0.0000% | $200.00            | $194.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $132800.00         | $130983.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-07      | N/A      | 0.0000% | $2878800.00        | $2859569.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-14      | N/A      | 0.0000% | $400.00            | $397.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-28      | N/A      | 0.0000% | $10200.00          | $10110.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-05      | N/A      | 0.0000% | $900.00            | $891.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $100.00            | $65.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $100.00            | $51.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $14440800.00       | $5902099.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $200.00            | $80.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1000.00           | $391.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $200.00            | $76.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $28055000.00       | $10573789.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $200.00            | $73.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $300.00            | $102.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $2700.00           | $901.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $52609000.00       | $17112129.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $300.00            | $79.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $200.00            | $52.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $700.00            | $175.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $59085200.00       | $14679304.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $655500.00         | $157105.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $106.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-01-15      | 2.3750%  | 0.0000% | $13608900.00       | $22208168.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $500.00            | $392.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $500.00            | $495.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 2.6250%  | 0.0000% | $400.00            | $405.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $900.00            | $1219.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 2.0000%  | 0.0000% | $24200.00          | $23994.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $191.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $380.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $129500.00         | $123007.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $2503400.00        | $2489844.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 0.8750%  | 0.0000% | $2403800.00        | $2377776.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $900.00            | $849.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $5106800.00        | $6052841.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $71000.00          | $67162.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $1710500.00        | $1693331.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $245663200.00      | $260131764.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $800.00            | $818.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-15      | 4.6250%  | 0.0000% | $97700.00          | $99488.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $40507600.00       | $39090467.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $766700.00         | $784635.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $40500.00          | $41613.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-15      | 4.3750%  | 0.0000% | $1362900.00        | $1379536.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 3.8577%  | 0.0000% | $190100.00         | $191967.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 4.2500%  | 0.0000% | $448300.00         | $457704.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $304.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $57100.00          | $58844.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $2600.00           | $2596.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 3.7500%  | 0.0000% | $4923100.00        | $5003572.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $403.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $151100.00         | $151850.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $800.00            | $810.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $35400.00          | $36220.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $129000.00         | $130528.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $215700.00         | $216976.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $203.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.5000%  | 0.0000% | $189400.00         | $190229.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $30.28             | $23.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $6125446.06        | $4483777.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $244965418.50      | $174607185.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $2234.11           | $1436.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $18.87             | $11.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $112.90            | $68.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $342631.78         | $332858.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-05-15      | N/A      | 0.0000% | $114.98            | $97.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $194.51            | $115.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $167.05            | $88.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $155.61            | $79.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $66.56             | $33.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $38056659.07       | $18661881.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $5774738.24        | $2179634.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $9898.17           | $4718.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $52.17             | $24.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $201.78            | $90.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $72.24             | $26.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $29.80             | $10.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $58.78             | $20.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $43.36             | $15.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $235.92            | $81.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $82.42             | $27.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $18.12             | $6.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $42.83             | $13.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $5.95              | $1.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $64.74             | $18.17             | U.S. Treasuries (including strips) |

### Security 165: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_3.75_0206
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1675400.00        | $1102128.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $335800.00         | $149442.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3056800.00        | $1249344.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $96800.00          | $38450.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2380200.00        | $932974.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $19117271.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383100.00        | $3159548.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $200.00            | $74.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $200.00            | $73.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $101900.00         | $35443.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $100.00            | $34.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $100.00            | $30.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $100.00            | $27.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $500.00            | $126.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $675000.00         | $168903.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $20204200.00       | $5019592.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $1300.00           | $311.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $74646400.00       | $44567068.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $348.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $17369000.00       | $20400953.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $11700.00          | $11522.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 3.7500%  | 0.0000% | $31673500.00       | $32191230.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1038.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-31      | 4.0000%  | 0.0000% | $12895700.00       | $13171813.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $86121600.00       | $86283729.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $114.82            | $77.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $27745.62          | $17833.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $39146229.35       | $25527608.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $2.56              | $2.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $97.43             | $60.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $0.18              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $446.08            | $235.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $626032.78         | $311327.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $1954157.89        | $958262.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $2.12              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $1300528.04        | $582887.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $50.78             | $22.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $258.48            | $91.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $1.37              | $0.47              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $45.31             | $15.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $72.65             | $24.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $48.69             | $15.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $3.56              | $1.02              | U.S. Treasuries (including strips) |

### Security 166: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_3.75_0206
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5631200.00        | $2122371.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $200.00            | $74.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $100.00            | $34.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $100.00            | $27.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $100.00            | $26.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $100.00            | $24.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $389974800.00      | $462218127.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $51045000.00       | $50896815.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $10000000.00       | $10020822.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $187512000.00      | $187865004.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $980530.05         | $876417.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $80.15             | $21.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $0.19              | $0.09              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $2.84              | $1.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $12.80             | $4.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $58.98             | $20.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $2.66              | $0.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $3.43              | $0.99              | U.S. Treasuries (including strips) |

### Security 167: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_3.75_0206
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-11-27      | N/A      | 0.0000% | $6500.00           | $6314.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-12      | N/A      | 0.0000% | $10500.00          | $10393.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3499900.00        | $1863248.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $33861300.00       | $17768717.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11586.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $2442900.00        | $998437.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $100.00            | $40.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $7857000.00        | $3079731.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $600.00            | $232.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $15400.00          | $5804.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $200.00            | $73.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $200.00            | $69.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $300.00            | $102.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $300.00            | $98.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $277200.00         | $90164.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $100.00            | $30.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $300.00            | $151.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $41664400.00       | $12085092.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $7457900.00        | $2059223.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $1300.00           | $344.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $200.00            | $50.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $200.00            | $49.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-11-15      | N/A      | 0.0000% | $2300.00           | $534.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-02-15      | 6.6250%  | 0.0000% | $557200.00         | $591548.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $6455700.00        | $4531984.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $8031200.00        | $7956043.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $17586500.00       | $17322179.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $171000.00         | $170503.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $201.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7727%  | 0.0000% | $300.00            | $303.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $659455500.00      | $663357982.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.3750%  | 0.0000% | $64085000.00       | $64247513.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $90.42             | $71.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $16965301.03       | $12092578.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $155903124.20      | $108414876.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $4.10              | $2.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $39.81             | $28.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $125.64            | $122.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $2.27              | $2.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $1000.00           | $652.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $311.41            | $267.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $579.74            | $367.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $294.79            | $172.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $205.99            | $108.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $235.17            | $120.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $2715421.47        | $1331563.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $90.73             | $34.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $41.22             | $19.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $4.60              | $2.16              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $15.54             | $6.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $196.98            | $72.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $136.36            | $48.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $262.17            | $90.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $10.90             | $3.61              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $38.49             | $12.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $77.96             | $23.61             | U.S. Treasuries (including strips) |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_3.75_0206
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-03-03      | N/A      | 0.0000% | $3347100.00        | $3336322.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-05      | N/A      | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15611700.00       | $8192239.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $400.00            | $156.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $309400.00         | $115016.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $1600.00           | $480.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10767227.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $100.00            | $24.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.5000%  | 0.0000% | $64674200.00       | $64995357.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-10-31      | 3.7500%  | 0.0000% | $345590300.00      | $343771387.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1766.52           | $1716.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $1538.56           | $1455.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1289267.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.67             | $52.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $598598.58         | $502866.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341751.62        | $526228.28         | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_3.74_0206
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $5700000.00        | $5669999.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-30      | 3.7500%  | 0.0000% | $379246200.00      | $375880139.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $96239.46          | $75605.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $234033152.00      | $166814852.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $61.44             | $42.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $25.22             | $17.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $10536167.19       | $6419286.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $23603110.68       | $17044419.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $4779.60           | $4643.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $2280.32           | $2157.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $91.06             | $57.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $46945379.14       | $27455582.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $79.76             | $40.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-29      | N/A      | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-11-27      | N/A      | 0.0000% | $400.00            | $388.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $1000.00           | $986.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $585700.00         | $577688.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $2236000.00        | $2022620.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $396900.00         | $261092.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $9313400.00        | $4887206.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $19977200.00       | $10351425.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $200.00            | $96.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $18622800.00       | $7299634.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14486.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $600700.00         | $226400.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $951600.00         | $326277.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $38610300.00       | $12558772.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $2604900.00        | $782621.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $47100100.00       | $13863302.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $300.00            | $151.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $59892900.00       | $16537208.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $32206800.00       | $8785274.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $16699600.00       | $4178690.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $200.00            | $49.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $31998000.00       | $24449223.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $96756800.00       | $126059816.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $918800.00         | $910201.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $3000.00           | $2940.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7727%  | 0.0000% | $200.00            | $202.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $0.24              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $83475366.42       | $28704590.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $6.06              | $2.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $14950789.11       | $4831497.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $31.17             | $9.68              | U.S. Treasuries (including strips) |

### Security 170: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_3.75_0206
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1000.00           | $391.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $2524100.00        | $926200.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $800.00            | $278.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $1300.00           | $445.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $2956400.00        | $734496.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $66207400.00       | $36961900.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $24835500.00       | $20864432.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $300000.00         | $297239.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $16875000.00       | $16818160.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $22141000.00       | $21349147.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 0.5000%  | 0.0000% | $9700000.00        | $9325220.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 0.5000%  | 0.0000% | $520000.00         | $498426.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $10000000.00       | $9495053.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $65200000.00       | $61720533.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 2.5000%  | 0.0000% | $39000000.00       | $38854261.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $27106000.00       | $27027310.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50104113.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $5191000.00        | $5293675.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $324807900.00      | $326973632.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-15      | 4.2500%  | 0.0000% | $46550000.00       | $47644681.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $50417000.00       | $51426589.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $51001500.00       | $51687105.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $14011900.00       | $14150937.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $5690000.00        | $5764111.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 4.1250%  | 0.0000% | $12910300.00       | $13209179.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $17079000.00       | $17361617.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $262600.00         | $265392.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $7200000.00        | $7372509.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $25597000.00       | $25876282.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.3750%  | 0.0000% | $426600.00         | $426407.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $832.75            | $809.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8641917.30        | $4569396.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $142.06            | $57.34             | U.S. Treasuries (including strips) |

### Security 171: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.75_0206
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $3064400.00        | $2771967.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $12054700.00       | $7929943.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $9606500.00        | $5114231.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542700.00       | $14977781.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $21926900.00       | $11361686.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $48.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $10915500.00       | $4788018.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3057000.00        | $1249426.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $100.00            | $40.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $97800.00          | $38847.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $28768400.00       | $11276436.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $403645.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5808500.00        | $2189194.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $1267200.00        | $471068.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $32400.00          | $11888.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $8936600.00        | $3108372.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $4364400.00        | $1496434.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $600.00            | $180.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $100.00            | $29.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319300.00        | $2188075.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $200.00            | $58.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $100.00            | $27.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $800.00            | $211.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $92017800.00       | $23740776.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $261662100.00      | $66430512.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $11187500.00       | $2799414.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $2500000.00        | $2826219.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $44163300.00       | $42961004.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $237227500.00      | $206972278.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 2.6250%  | 0.0000% | $97085600.00       | $95027935.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $226044000.00      | $232091938.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $19091100.00       | $19237370.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 4.0000%  | 0.0000% | $206549200.00      | $212367960.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 4.6250%  | 0.0000% | $183300000.00      | $190851296.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $245007500.00      | $256781691.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.5000%  | 0.0000% | $220000000.00      | $221092469.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $13864400.00       | $14078503.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $246931000.00      | $252798006.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $331.99            | $260.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $78003.92          | $58484.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4375121.12        | $3118511.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $40446862.87       | $28126707.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $33.95             | $23.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $77.54             | $47.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $19442075.48       | $13698303.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $412.34            | $400.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $172.16            | $162.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $8.52              | $5.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $20897813.39       | $17920334.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $0.95              | $0.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $2833.35           | $1798.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $152.41            | $90.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $12.74             | $7.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.31        | $4732902.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $79.28             | $40.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $3957489.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $7091993.00        | $3380845.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $1.51              | $0.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2067370.61        | $926581.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $27.39             | $10.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $60.05             | $22.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $154.86            | $54.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $3.65              | $1.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $3182.14           | $1055.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $11266324.86       | $3640825.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $8.95              | $2.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $36.92             | $11.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $78.09             | $23.65             | U.S. Treasuries (including strips) |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.75_0206
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 4.2700%  | 0.0000% | $1236692.00        | $1182173.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $3925.00           | $3098.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $267000.00         | $151559.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6280.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $7103001.00        | $3118477.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $246234.00         | $143398.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $222517.00         | $72463.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $3294003.00        | $2563410.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.4280%  | 0.0000% | $1896.00           | $1.14              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.1750%  | 0.0000% | $194583472.00      | $8112.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $50000.00          | $8063.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 6.3420%  | 0.0000% | $1544.00           | $30.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $1595000.00        | $54571.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0870%  | 0.0000% | $16533076.00       | $751641.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.2710%  | 0.0000% | $4721957.00        | $427750.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $10302.00          | $1707.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.9600%  | 0.0000% | $55000.00          | $42476.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-02-25      | 3.0700%  | 0.0000% | $205000.00         | $187000.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17378716.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.4200%  | 0.0000% | $1158.00           | $869.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 3.2000%  | 0.0000% | $825000.00         | $777214.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 3.5600%  | 0.0000% | $200000.00         | $191501.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $205000.00         | $29272.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-10-01      | 3.0000%  | 0.0000% | $164000.00         | $10426.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $108000.00         | $5499.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-08-01      | 4.5000%  | 0.0000% | $1007.00           | $60.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $781997.00         | $105151.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 5.2280%  | 0.0000% | $2387995.00        | $26625.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $12865.00          | $29.71             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.2280%  | 0.0000% | $26221.00          | $122.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.8990%  | 0.0000% | $6396.00           | $52.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1293942.00        | $1368993.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $714346.00         | $371812.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2240888.00        | $2166480.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $14051.00          | $12923.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2582924.00        | $2546369.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6293289.00        | $5820083.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $146690.00         | $143015.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $24212558.00       | $24260714.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $194317.00         | $173868.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1238360.00        | $1266598.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1329247.00        | $1374857.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $31750.00          | $25619.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $422920.00         | $99951.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.9560%  | 0.0000% | $1182.00           | $0.25              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1342732.00        | $758437.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001980.00        | $584988.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $300001.00         | $181826.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $393861.00         | $247108.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $400614.00         | $251331.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $124000.00         | $78049.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $496914.00         | $336397.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $264888.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $109000.00         | $79419.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $103521.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $26716.00          | $17852.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $5898000.00        | $3837404.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $45685.00          | $35427.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 2.5000%  | 0.0000% | $153787.00         | $121899.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $2001728.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $776.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4379.00           | $662.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $23590.00          | $24876.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1411475.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $808.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1998000.00        | $1713396.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $652.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5944.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1265712.00        | $937644.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $321078.00         | $162260.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $249.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $8216.00           | $3381.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2001.00           | $438.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $180767.00         | $57710.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $896945.00         | $482725.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $587998.00         | $300556.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $191946.00         | $133979.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $629.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $32805.00          | $25517.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $713.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $2026.00           | $1463.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $102000.00         | $80432.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $11004.00          | $8716.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $27300.00          | $24641.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $3286460.00        | $2517012.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $9420291.00        | $7511428.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1504193.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 5.5000%  | 0.0000% | $6907264.00        | $7003581.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $24881927.00       | $13648003.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $424.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $250251.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $4173421.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $56221.00          | $26484.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 6.1660%  | 0.0000% | $993463.00         | $5255.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 6.5000%  | 0.0000% | $1007.00           | $1.17              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6630%  | 0.0000% | $2242.00           | $0.59              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $1014.00           | $0.13              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $233.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 6.2840%  | 0.0000% | $1431.00           | $78.39             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5580%  | 0.0000% | $1308.00           | $0.56              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $2543362.00        | $14866.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12883032.00       | $12677054.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $32536.00          | $3.63              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 5.0180%  | 0.0000% | $3951.00           | $2.82              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1108.00           | $1103.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $59558.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $613.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2441684.00        | $1516403.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $618.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $83014.00          | $53568.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $18851360.00       | $13199017.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $100001.00         | $76605.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $39654.00          | $31537.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $508829.00         | $408187.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $464000.00         | $335868.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $654000.00         | $515712.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $100000.00         | $70025.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $18000.00          | $14843.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3986290.00        | $2917113.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $68584.00          | $51614.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $39739.00          | $34348.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $205000.00         | $149982.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $140081.00         | $123519.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3044000.00        | $2296726.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $23392040.00       | $20406976.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 7.1850%  | 0.0000% | $784000.00         | $6968.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.1260%  | 0.0000% | $3596000.00        | $19523.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.4350%  | 0.0000% | $525000.00         | $5753.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $1002.00           | $102.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $486719.00         | $8790.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.3300%  | 0.0000% | $9361.00           | $126.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $180000.00         | $14597.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1069320.00        | $197938.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1002.00           | $612.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $23620.00          | $24937.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $49576.00          | $46726.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3779944.00        | $3770490.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3936.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2039.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2507743.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $302054.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $11184.00          | $11206.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $62690.00          | $62468.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5644.00           | $5414.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14602528.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $988949.00         | $1023895.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2864.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $19318424.00       | $18343490.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $939963.00         | $896238.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $2906207.00        | $2906066.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1262227.00        | $1310959.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $42054.00          | $40489.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $50472.00          | $51113.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2688.00           | $2745.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1057257.00        | $1028539.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $14230.00          | $14646.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $24168.00          | $25032.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1049.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $4672.00           | $4655.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $619246.00         | $592653.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $53756.00          | $52854.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $226799.00         | $201289.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $119894.00         | $105602.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $49338.00          | $46854.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1004.00           | $853.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $477172.00         | $402256.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $853.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $17914400.00       | $15857302.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $25163.00          | $24284.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $2456768.00        | $2285723.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $970.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $45276.00          | $36358.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $3075.00           | $3196.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $33462.00          | $33659.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1895100.00        | $1605161.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1308282.00        | $1033372.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1048.00           | $1003.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $918.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $193647.00         | $181442.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1277.00           | $1232.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3299.00           | $2704.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $411098.00         | $347390.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $156474.00         | $150946.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $23882.00          | $25036.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $978.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1014.00           | $981.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586246.00         | $611082.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $764297.00         | $794395.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $211000.00         | $199533.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $921.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $53858.00          | $53094.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $767012.00         | $785434.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $16148.00          | $191.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1060522.00        | $40722.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $1000.00           | $512.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $2855.00           | $92.13             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $114994.00         | $14613.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $275687.00         | $40023.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $2000.00           | $112.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $460491.00         | $37579.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $126.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-04-20      | 4.5000%  | 0.0000% | $343721.00         | $24352.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.5000%  | 0.0000% | $56673.00          | $5331.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $216468.00         | $20779.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $420317.00         | $30950.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $12954.00          | $1911.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $53905715.00       | $13390000.18       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $326.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $9659773.00        | $6639427.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $3430.00           | $2123.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7676456.00        | $5604911.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $37090560.00       | $27553111.04       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $13282.00          | $10113.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2651410.00        | $1776306.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $695778.00         | $484895.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $128040.00         | $96322.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $5924.00           | $499.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $49932.00          | $3955.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $406004.00         | $4292.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $27514.00          | $436.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $25459.00          | $3282.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-15      | 5.5000%  | 0.0000% | $33331.00          | $3980.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $5869.00           | $295.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $66801650.00       | $61297517.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 2.5000%  | 0.0000% | $33534.00          | $4491.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $3000.00           | $2963.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $924.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3614328.00        | $3081384.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3000.00           | $2743.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $9208.00           | $9548.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $9498.00           | $8912.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7381027.00        | $7350112.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $7472.00           | $7163.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2979.00           | $2315.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1003344.00        | $1033299.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1988312.00        | $2027041.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $48100.00          | $39140.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1182160.00        | $1115211.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1125856.00        | $1033529.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $7980898.00        | $8088295.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $7232479.00        | $7223050.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $42810.00          | $42570.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $6859392.00        | $7058920.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 3.0000%  | 0.0000% | $36432.00          | $6083.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $19104.00          | $6997.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $285.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $87841.00          | $36195.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $100000.00         | $30375.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $6000.00           | $5981.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3798556.00        | $3954743.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $983.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $1385583.00        | $91589.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $3031000.00        | $382300.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $236280.00         | $68941.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $117853.00         | $31275.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $3399278.00        | $1338730.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366407.00         | $314435.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8752.00           | $8184.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 1.4000%  | 0.0000% | $79333.00          | $63767.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.8700%  | 0.0000% | $1002.00           | $240.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $10002.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $7307000.00        | $1946510.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $249.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 6.2560%  | 0.0000% | $150000.00         | $69291.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $20086660.00       | $15703985.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2210.00           | $2054.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 6.0120%  | 0.0000% | $8544693.00        | $8476414.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $25318349.00       | $25441707.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $2007036.00        | $546441.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $53000.00          | $28702.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $130000.00         | $66649.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $550.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $3058485.00        | $3158975.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $96386.00          | $97821.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14300283.00       | $15438489.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 5.1700%  | 0.0000% | $392300.00         | $398409.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 4.5200%  | 0.0000% | $90000.00          | $91532.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $4710704.00        | $3993841.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4067296.00        | $2740828.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $560.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3140721.00        | $3242789.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $435895.00         | $371462.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $829.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $794925.00         | $656611.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1230000.00        | $898486.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $1024.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $105896.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 5.2400%  | 0.0000% | $2269000.00        | $2371918.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $15179.00          | $15157.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 3.6350%  | 0.0000% | $9200.00           | $9018.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $78709.00          | $9217.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 6.0000%  | 0.0000% | $1008.00           | $130.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $142000.00         | $35798.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $747725.00         | $164955.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $471000.00         | $191022.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1045.00           | $418.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $112874.00         | $45180.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $344899.00         | $204141.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $3081.00           | $2029.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $39000.00          | $28794.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3396000.00        | $2683646.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $10000.00          | $9085.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $13795744.00       | $9848992.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $23508.00          | $382.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1010.00           | $49.67             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1148.00           | $43.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $4379953.00        | $39704.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $4164.00           | $12.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $57286.00          | $222.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $8172.00           | $291.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $3292.00           | $70.78             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $12306.00          | $194.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1551.00           | $50.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $4986.00           | $80.95             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $1069218.00        | $16907.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $1748.00           | $45.21             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $9319630.00        | $493433.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $575422.00         | $25087.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $13987.00          | $942.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $3151.00           | $175.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $2021.00           | $252.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $4000.00           | $654.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $56.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $91.10             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 6.4490%  | 0.0000% | $1269.00           | $71.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $273.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $28119.00          | $16522.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $53.07             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $334202.00         | $25431.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $2008.00           | $49.53             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $321900.00         | $317964.29         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2655284.00        | $1691398.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.0000%  | 0.0000% | $12999.00          | $11350.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $1954968.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $644.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $656.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $47727680.00       | $34955875.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $98355.00          | $74462.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $504733.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $19121024.00       | $9324771.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $17000.00          | $13114.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $13043.00          | $10824.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $9160.00           | $7129.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $370538.00         | $181250.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $82000.00          | $75331.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2301636.00        | $1825971.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $11844968.00       | $11354998.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $46374.00          | $44344.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $8843381.00        | $8178619.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 5.0000%  | 0.0000% | $12552029.00       | $12410055.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $48964.00          | $50163.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $1804.00           | $49.81             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1437282.00        | $1499740.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $11984251.00       | $11488315.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1659441.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $655007.00         | $525305.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $2094316.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1201.00           | $1021.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4917384.00        | $4890417.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $356000.00         | $207923.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $636.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $312790.00         | $198017.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $2255000.00        | $1747922.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $712.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $22905.00          | $16654.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $32000.00          | $24982.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2555000.00        | $1962660.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4957.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $695.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $142227.00         | $111133.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $2804469.00        | $2609079.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6722.00           | $5161.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $33782017.00       | $28459765.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $2616656.00        | $993159.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $272.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $321074.00         | $243547.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $3185962.00        | $3236332.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2690%  | 0.0000% | $28993216.00       | $25491749.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.9750%  | 0.0000% | $2534.00           | $362.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 6.2950%  | 0.0000% | $1095.00           | $194.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.2580%  | 0.0000% | $9689126.00        | $8493718.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.5070%  | 0.0000% | $5882201.00        | $5741813.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.4960%  | 0.0000% | $1438251.00        | $1370367.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 3.5000%  | 0.0000% | $1000.00           | $61.48             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 6.0500%  | 0.0000% | $25310.00          | $63.94             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.4300%  | 0.0000% | $137224.00         | $186.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 6.2580%  | 0.0000% | $2695.00           | $2.19              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $5202.00           | $0.58              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.8900%  | 0.0000% | $14733.00          | $1.97              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 5.6970%  | 0.0000% | $47960.00          | $0.02              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.6300%  | 0.0000% | $260054.00         | $390.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.7500%  | 0.0000% | $3148.00           | $1.59              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.5000%  | 0.0000% | $4927.00           | $22.61             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.2720%  | 0.0000% | $76771.00          | $1217.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.5430%  | 0.0000% | $4999997.00        | $68352.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $1000.00           | $34.80             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $8513.00           | $516.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $6870.00           | $0.24              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $176.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.4510%  | 0.0000% | $91901.00          | $676.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.2450%  | 0.0000% | $2123.00           | $26.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.2060%  | 0.0000% | $1945.00           | $41.19             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $1995350.00        | $64673.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.9640%  | 0.0000% | $111378.00         | $1038.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0630%  | 0.0000% | $6434463.00        | $85014.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.5980%  | 0.0000% | $14275.00          | $680.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.1670%  | 0.0000% | $23805.00          | $865.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.5560%  | 0.0000% | $10480598.00       | $244277.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 6.5500%  | 0.0000% | $2638.00           | $235.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $2847.00           | $1.27              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.0430%  | 0.0000% | $1008.00           | $32.19             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.5920%  | 0.0000% | $2680720.00        | $152043.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.2790%  | 0.0000% | $398039.00         | $24543.08          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $9918.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $35224.00          | $368.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1027.00           | $6.14              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $1003.00           | $107.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.0000%  | 0.0000% | $392000.00         | $19177.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 2.5000%  | 0.0000% | $1002.00           | $21.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 2.5000%  | 0.0000% | $266000.00         | $8004.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $1006.00           | $28.14             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $2154.00           | $75.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1284204.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $6211.00           | $600.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $711369.00         | $104328.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 4.5000%  | 0.0000% | $1001.00           | $55.24             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $584327.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1002.00           | $467.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $151.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.5000%  | 0.0000% | $324000.00         | $45114.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1007.00           | $165.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $544885.00         | $27862.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $125473.00         | $11551.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $325156.00         | $46950.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $1186038.00        | $253992.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $2092000.00        | $182536.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $120000.00         | $10754.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 3.5000%  | 0.0000% | $2039716.00        | $199909.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.5000%  | 0.0000% | $14920686.00       | $19348.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $384254.00         | $285.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $3061766.00        | $68695.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1006.00           | $9.40              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $565112.00         | $9038.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 5.5000%  | 0.0000% | $6048.00           | $40.77             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $885716.00         | $50519.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4242992.00        | $659477.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1011.00           | $117.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $160007.00         | $13986.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1006.00           | $120.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $151.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9364.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1057.00           | $182.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1230000.00        | $91192.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $3044000.00        | $283385.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $31216.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 5.0000%  | 0.0000% | $1124.00           | $86.21             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1001.00           | $90.01             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1503000.00        | $153819.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $3252427.00        | $776863.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $99000.00          | $40593.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $4332600.00        | $3792009.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5213.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $408.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $2286.00           | $1470.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $132000.00         | $80823.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3498677.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $92675.00          | $63154.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $427.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $174387.00         | $71924.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $12000.00          | $6256.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $13056.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $447201.00         | $350417.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $450000.00         | $321417.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $13157072.00       | $8683936.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2129841.00        | $1531263.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $31165.00          | $24842.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253317.00         | $173736.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $700111.00         | $538663.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1007.00           | $707.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $6915004.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $971053.00         | $730554.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $70594.00          | $52538.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $747000.00         | $571572.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $98000.00          | $78625.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10701.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $48000.00          | $36627.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15721.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $722.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $729171.00         | $532899.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $15734.00          | $12606.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $8551.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $55941.00          | $43900.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $6306.00           | $5154.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $249000.00         | $167299.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $2700000.00        | $2024023.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $41000.00          | $32405.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $229733.00         | $174935.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $717.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $1881.00           | $1593.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $55611.00          | $48290.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $23548744.00       | $20448866.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $51200.00          | $40095.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $903005.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $787.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $4702033.00        | $3990199.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1229000.00        | $222977.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $4025000.00        | $730257.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $195.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1069.00           | $936.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $10004.00          | $9378.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1298470.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $449029.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1412805.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $428000.00         | $183721.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $4105628.00        | $1999921.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924868.00       | $11428186.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $293489.94         | Agency Mortgage-Backed Securities  |

### Security 173: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.665000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.66_0206
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $511726600.00      | $525659094.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $1735948800.00     | $1776631713.98     | U.S. Treasuries (including strips) |

### Security 174: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $5711304.00        | $4273648.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $26310134.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1627737.00        | $902067.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $87759872.00       | $52711094.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $24175265.00       | $14912731.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $50868288.00       | $43198290.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $6657813.00        | $6499034.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $18794054.00       | $19291116.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1130951.00        | $1045277.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $9056832.00        | $6939233.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $4610060.00        | $4630014.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $7226048.00        | $7497675.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485159.00      | $75406273.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6715021.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $7963482.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $10445977.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $32795619.00       | $8961338.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $8939600.00        | $7876739.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $59436824.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2051667.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1694417.00        | $1416716.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $428299.00         | $311464.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $9426702.00        | $7588270.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $10940044.00       | $9713344.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7961621.00        | $7468866.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $8918756.00        | $7135607.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $19920237.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $59588626.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $79481694.00       | $9606638.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $8933817.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $10077467.00       | $7573961.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2294706.00        | $1843224.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $8092220.00        | $6831580.44        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America Securities, Inc. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_3.76_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $749.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $163.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $429.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $2676000.00        | $408465.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $291620.00         | $31051.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 2.5000%  | 0.0000% | $797100.00         | $581738.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $3527168.00        | $3105321.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $195223.00         | $145395.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-15      | 4.4700%  | 0.0000% | $197887.00         | $192087.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.5000%  | 0.0000% | $4599136.00        | $470993.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 3.0000%  | 0.0000% | $700000.00         | $295712.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $449309.00         | $328375.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 3.7500%  | 0.0000% | $1000.00           | $220.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $5247350.00        | $4915788.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $1810270.00        | $1491946.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1512396.00        | $569423.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $1298990.00        | $499074.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-08-15      | 5.6000%  | 0.0000% | $313558.00         | $323623.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $1008.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $1817554.00        | $1669820.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1167754.00        | $537460.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $274951.00         | $286698.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9800%  | 0.0000% | $5610768.00        | $5658295.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6500%  | 0.0000% | $2043600.00        | $2153334.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.5000%  | 0.0000% | $6625752.00        | $6532745.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.6000%  | 0.0000% | $1000.00           | $1037.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9700%  | 0.0000% | $184499.00         | $184175.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 2.5000%  | 0.0000% | $353697.00         | $293655.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.5000%  | 0.0000% | $170226.00         | $155190.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $97135.00          | $101367.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.5500%  | 0.0000% | $3867164.00        | $4013889.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $781571.00         | $800760.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2142744.00        | $2235862.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.4200%  | 0.0000% | $10091952.00       | $9721678.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1595000.00        | $1606566.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-12-15      | 5.6500%  | 0.0000% | $2732515.00        | $2882512.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1105026.00        | $1155524.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1165774.00        | $1206615.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.1800%  | 0.0000% | $4493472.00        | $4577808.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1390518.00        | $1460742.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1052998.00        | $1067452.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1304118.00        | $1375300.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3807924.00        | $3955332.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1041806.00        | $1076628.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1325870.00        | $1343188.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1125436.00        | $1171073.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $22110240.00       | $23024102.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $161576448.00      | $164649111.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $849505.00         | $847495.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $54312960.00       | $54625971.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $18847680.00       | $19201009.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2412816.00        | $2516438.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $4662840.00        | $4794760.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1463562.00        | $1528330.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $4400000.00        | $4594572.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3693250.00        | $3856092.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2623148.00        | $2738995.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $5000000.00        | $5139194.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9200%  | 0.0000% | $4718064.00        | $4747483.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1873266.00        | $1965329.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1508330.00        | $227194.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $71983.00          | $21950.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $69123.00          | $2701.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $1484974.00        | $172633.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $500000.00         | $296050.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.2510%  | 0.0000% | $39399488.00       | $39139953.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $108801280.00      | $110324340.86      | Agency Mortgage-Backed Securities |

### Security 176: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.74_0206
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $74909000.00       | $64470476.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 0.6250%  | 0.0000% | $10001400.00       | $9689694.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 3.7500%  | 0.0000% | $15000000.00       | $15166310.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $316054400.00      | $318418000.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $731850.94         | $255518.44         | U.S. Treasuries (including strips) |

### Security 177: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $38600.00          | $38469.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $102147700.00      | $99999917.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $1980700.00        | $1960819.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $700.00            | $717.00            | U.S. Treasuries (including strips) |

### Security 178: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $312707486.00      | $43757326.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $126499018.00      | $31865003.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $299061881.00      | $27377670.56       | Agency Mortgage-Backed Securities |

### Security 179: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $29400.00          | $29300.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $77783900.00       | $76148396.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $1508200.00        | $1493062.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $500.00            | $512.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $123426000.00      | $126328517.15      | U.S. Treasuries (including strips) |

### Security 180: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_0206
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $200.00            | $180.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $8982800.00        | $5909155.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $28903600.00       | $15387467.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10995559.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12038457.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1704000.00        | $667921.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $77080.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $82000.00          | $31302.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $324500.00         | $120629.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $20495500.00       | $7128847.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $100.00            | $34.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $249700.00         | $69761.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $200.00            | $54.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $10514300.00       | $2630961.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-11-15      | 4.3750%  | 0.0000% | $1200.00           | $1192.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $6300.00           | $7442.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $498000.00         | $505888.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $2976800.00        | $2274531.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $20484200.00       | $20080937.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $18900000.00       | $17753222.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $45381000.00       | $32079955.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 1.7500%  | 0.0000% | $8162300.00        | $5571334.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-11-15      | 4.0000%  | 0.0000% | $6194800.00        | $5723820.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 4.8750%  | 0.0000% | $61374600.00       | $63325418.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-15      | 0.2500%  | 0.0000% | $2855500.00        | $3526010.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $801000.00         | $866189.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $73530500.00       | $70358462.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $294200.00         | $311527.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $994.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $1011000.00        | $1067687.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $660000.00         | $719011.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $105.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 4.0000%  | 0.0000% | $1357900.00        | $1396153.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $4609900.00        | $4773866.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $258200.00         | $264030.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $19878400.00       | $20833685.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $160400.00         | $164771.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $36481300.00       | $37073542.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 3.6250%  | 0.0000% | $1292800.00        | $1315202.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 3.6250%  | 0.0000% | $364100.00         | $367286.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $210000.00         | $210129.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-30      | 3.7500%  | 0.0000% | $9108000.00        | $9027160.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $32820953.10       | $24024675.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $1031741.01        | $735407.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $907139.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $161098.60         | $100825.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $313.70            | $260.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $0.32              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $121.12            | $117.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $326.40            | $308.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $13715447.87       | $12139186.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $125.00            | $108.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $846833.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $6316855.25        | $3901112.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $6920.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15607962.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $21513619.51       | $12041646.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $11435418.79       | $5607597.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2633789.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $308.12            | $124.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $1002557.78        | $288560.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $1.25              | $0.34              | U.S. Treasuries (including strips) |

### Security 181: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $169946100.00      | $163868131.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $1100.00           | $1249.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $14291900.00       | $14180023.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $22205500.00       | $22674402.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.7727%  | 0.0000% | $3178800.00        | $3213111.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $62300.00          | $63038.06          | U.S. Treasuries (including strips) |

### Security 182: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $309136065.00      | $41840874.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $223312555.00      | $41619485.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $83478304.00       | $18744746.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $42079291.00       | $20324016.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $86823462.00       | $41992195.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $268667359.00      | $41478680.66       | Agency Mortgage-Backed Securities |

### Security 183: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1108400.00        | $729138.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $12120300.00       | $7578435.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $475100.00         | $293738.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $36600.00          | $35291.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $113.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $92290400.00       | $91567954.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $1758300.00        | $1795429.16        | U.S. Treasuries (including strips) |

### Security 184: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_0206
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $155700.00         | $78874.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $416317000.00      | $391136691.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $473710500.00      | $475784435.96      | U.S. Treasuries (including strips) |

### Security 185: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $144655220.00      | $32360430.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $111507807.00      | $25894950.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $44744619.17       | Agency Mortgage-Backed Securities |

### Security 186: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $213157645.00      | $38698507.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $82372077.00       | $19128892.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $399604184.00      | $45172600.17       | Agency Mortgage-Backed Securities |

### Security 187: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $2190000.00        | $2218885.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $390600.00         | $386362.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $93000.00          | $96088.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $735619400.00      | $743573519.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $59781500.00       | $42034579.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $7548100.00        | $6323444.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $1780100.00        | $1296107.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $320100.00         | $274658.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $8256800.00        | $7213469.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $419400.00         | $386420.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $909000.00         | $748724.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $13600.00          | $11071.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $3177000.00        | $2868168.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $8744300.00        | $7881224.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $536000.00         | $521025.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $38000.00          | $38251.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $17848800.00       | $16430983.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $396000.00         | $390052.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $300000.00         | $290761.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $97000.00          | $95864.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $798000.00         | $734665.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $253000.00         | $236317.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $391500.00         | $386087.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $107000.00         | $104929.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $780000.00         | $580736.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $3600.00           | $2913.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $114900.00         | $89936.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $3704400.00        | $2859061.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $1660600.00        | $1295784.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $20000.00          | $17639.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $1100.00           | $960.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $10488200.00       | $8713812.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 3.0000%  | 0.0000% | $1000.00           | $773.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $1136000.00        | $802400.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $19857500.00       | $13250924.43       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $1000000.00        | $196763.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 2.0000%  | 0.0000% | $300000.00         | $131371.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-02-20      | 2.0000%  | 0.0000% | $574165.00         | $444130.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2827575.00        | $1389756.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3527807.00        | $3513626.13        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $1500.00           | $1542.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-11-15      | 6.5000%  | 0.0000% | $21500.00          | $22297.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-08-15      | 6.3750%  | 0.0000% | $79000.00          | $84615.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-11-15      | 6.1250%  | 0.0000% | $54100.00          | $57188.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $150100.00         | $160745.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-11-15      | 5.2500%  | 0.0000% | $66400.00          | $69994.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2029-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1072.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2029-08-15      | 6.1250%  | 0.0000% | $2000000.00        | $2216609.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2031-02-15      | 5.3750%  | 0.0000% | $200.00            | $218.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-02-15      | 4.7500%  | 0.0000% | $54100.00          | $57490.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-02-15      | 4.3750%  | 0.0000% | $834900.00         | $853781.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-05-15      | 4.5000%  | 0.0000% | $867100.00         | $885848.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $514600.00         | $474573.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $4400000.00        | $4480209.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 4.3750%  | 0.0000% | $537000.00         | $530582.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 3.8750%  | 0.0000% | $418400.00         | $393401.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 4.2500%  | 0.0000% | $100500.00         | $97447.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 4.7500%  | 0.0000% | $70000.00          | $72481.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $143000.00         | $130912.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $13824600.00       | $11533301.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $24620700.00       | $18835073.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $1441800.00        | $1045889.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $2900.00           | $2192.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $3660000.00        | $2739581.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $1598100.00        | $1153233.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $4306000.00        | $2737826.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $129.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $1400.00           | $832.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $15069500.00       | $7246113.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $4055900.00        | $2018593.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $47000.00          | $29638.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $19357000.00       | $12571088.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $20995500.00       | $11896948.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $1810000.00        | $1275215.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $77442300.00       | $49101298.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $25000000.00       | $14532785.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $7216800.00        | $4911675.64        | U.S. Treasuries (including strips) |

### Security 188: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $93693357.00       | $12707813.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $92282561.00       | $12717340.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $114236612.00      | $11851892.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $11736216.00       | $1784773.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $84401864.00       | $12230717.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $125075675.00      | $13055627.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $92542466.00       | $14321403.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $75047578.00       | $14366403.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $75465246.00       | $14575599.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $95565207.00       | $13031632.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $150832540.00      | $13627418.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $66002800.00       | $12428941.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $77936836.00       | $12982850.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $75435288.00       | $14343521.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $79658831.00       | $13122121.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $72428639.00       | $13646034.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $125623389.00      | $11639794.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $120850972.00      | $11918316.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $108263655.00      | $13718636.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $118271579.00      | $13196450.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $56213854.00       | $11695034.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.0000%  | 0.0000% | $79397340.00       | $12367521.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 2.5000%  | 0.0000% | $50000000.00       | $12026808.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $25818811.00       | $5902435.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $65765548.00       | $12419723.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $169809398.00      | $12140380.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $181145231.00      | $11769969.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $232204269.00      | $12261422.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165249137.00      | $14455389.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $231923215.00      | $14006624.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $249773402.00      | $12498404.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $214632322.00      | $14182784.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $110611540.00      | $12216838.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $82560938.00       | $14159906.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $113566741.00      | $13609785.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $100955950.00      | $12635704.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $85225876.00       | $13883976.39       | Agency Mortgage-Backed Securities |

### Security 189: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_0206
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $124.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $65540358.00       | $39943753.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $4969980.00        | $3530274.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6266545.00        | $4898311.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $50453891.00       | $39267423.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $73759847.00       | $59963137.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $4319508.00        | $3992288.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 5.0000%  | 0.0000% | $38983167.00       | $39449591.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $58563.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614566.00         | $32468.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $408.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1005.00           | $102.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $384463.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $51938128.00       | $2404204.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $322.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $291693.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $139.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $45863104.00       | $4763611.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1255876.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $5287432.00        | $700151.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7112823.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $167395840.00      | $14808152.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1025.00           | $193.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $248.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $428879.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1235828.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $390.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $50090560.00       | $9667495.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $169422.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $36.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $432362.00         | $24688.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $36801.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 5.5000%  | 0.0000% | $38953509.00       | $39820479.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1317160.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1198313.00        | $1244800.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $44951500.00       | $42799448.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $38060220.00       | $38882662.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 3.9000%  | 0.0000% | $576400.00         | $523827.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $881970.00         | $678741.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.77           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-23      | N/A      | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 4.0000%  | 0.0000% | $71459500.00       | $73560002.29       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $460937.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $7093592.00        | $1257562.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $12292000.00       | $1681149.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $48904.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $637767.00         | $37834.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $13513352.00       | $1650968.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $93531064.00       | $12674608.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $383840.00         | $43764.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $4746280.00        | $599410.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $15627168.00       | $13930311.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $879.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $725.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $662364.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $304301.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $802188.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $44950.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $680732.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2648942.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $421224.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $494034.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7113563.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2630855.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $5786097.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $6864737.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $32.62             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $308795.00         | $248464.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1619.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 5.0000%  | 0.0000% | $1008.00           | $937.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $295.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 2.0000%  | 0.0000% | $94452.00          | $36815.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $900.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $119.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $297.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $660.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $2950240.00        | $2743430.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 3.0000%  | 0.0000% | $2000.00           | $328.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 6.5000%  | 0.0000% | $1024.00           | $810.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-25      | 2.5000%  | 0.0000% | $1000.00           | $778.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $980.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $991.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $939707.00         | $769707.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $337000.00         | $279159.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $831.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1369778.00        | $1285000.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1313465.00        | $1099132.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13293666.00       | $10635830.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $711.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $968.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $874.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $1065.00           | $6.55              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $5780086.00        | $23846.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $108.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-02-01      | 7.5000%  | 0.0000% | $11642761.00       | $49951.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-08-01      | 7.5000%  | 0.0000% | $2195.00           | $1.21              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $59.87             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $686686.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $8806616.00        | $51175.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1476.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $134170613.00      | $9750132.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1005.00           | $23.64             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $47502.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $995.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $11234204.00       | $10203199.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $622.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1463315.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $796.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2647864.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $953.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $854761.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $961.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1157168.00        | $815346.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $835.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $680.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $71289.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $966152.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $6217897.00        | $6026015.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5981086.00        | $6001135.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $419513.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1570888.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1398445.00        | $1260622.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1303261.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $736.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2550034.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $50000.00          | $45468.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1838.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3775846.00        | $2589423.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $1220256.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1725.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $28567.00          | $27787.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1835101.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $475995.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1103250.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1362888.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1381065.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $970.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $7543760.00        | $6783868.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $855.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1091205.00        | $1132367.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $970.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $957.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $411500.00         | $371430.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $333037.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $3961620.00        | $3705866.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1049792.00        | $656768.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $597.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2167704.00        | $2147487.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3757866.00        | $3422879.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1276588.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1287275.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $600748.00         | $569412.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $856.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $889.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1103892.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $955115.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $4788791.00        | $4297340.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $989.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $1500000.00        | $203819.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $136761.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $66516.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $233.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $2653013.00        | $228370.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $105939.00         | $11816.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $178.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $691000.00         | $110523.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $668249.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1610354.00        | $525967.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $288.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $663626.00         | $395966.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $476.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $11543219.00       | $5950355.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $850.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $561.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $501000.00         | $253201.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10391337.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1055009.00        | $594144.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $611.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $474719.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $627.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-02-01      | 5.0800%  | 0.0000% | $1000.00           | $1030.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7800%  | 0.0000% | $2009659.00        | $2070402.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $27620.00          | $27628.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1036360.00        | $611688.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $732.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $653.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1009.00           | $769.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $854.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $927.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1002.00           | $906.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $981.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $966.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $669.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $954.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $716.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1434.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1865.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1330954.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1337939.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1547.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1204.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $45266574.00       | $35026707.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $265587.00         | $212964.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $3507098.00        | $2672410.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $770.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $859.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $914.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1412.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $20000.00          | $18678.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $933.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $549079.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $1349.00           | $9.36              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $60246912.00       | $9948634.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $163880.00         | $27569.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $305.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $341.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $1002.00           | $111.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $180.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $351.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $14127981.00       | $2937682.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $53844736.00       | $11445742.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $80.56             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24109.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 6.2080%  | 0.0000% | $28323397.00       | $6727318.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8491644.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $779001.00         | $142441.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-06-01      | 2.9700%  | 0.0000% | $9803000.00        | $9332054.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $1457878.00        | $739098.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2615229.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1650045.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $184.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $20330878.00       | $2457312.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25390.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 3.0000%  | 0.0000% | $56188352.00       | $9592641.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-10-01      | 2.5000%  | 0.0000% | $303000.00         | $13023.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-03-01      | 3.5000%  | 0.0000% | $1000.00           | $72.29             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $615000.00         | $83768.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $159.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $969568.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $6880420.00        | $1047728.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $294.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $433323.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $844.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $694.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $987.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-01-01      | 3.7200%  | 0.0000% | $24582000.00       | $24224815.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $103.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $2000.00           | $377.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $275.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $174.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $340.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $213.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-08-01      | 4.5000%  | 0.0000% | $1035.00           | $217.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 4.5000%  | 0.0000% | $1000.00           | $255.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $253.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $230.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $96.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $288.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $172.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $211.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $6940232.00        | $2318049.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $474.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $487.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2128.00           | $793.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $8686000.00        | $3839624.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $410.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $493.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $448.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $3852568.00        | $1440129.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $468.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $5499736.00        | $2293868.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $2560.00           | $1289.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $585.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $17621199.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $485.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1020.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $509.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $514.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $2629000.00        | $1522793.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $560.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $574.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $571.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2250000.00        | $1902263.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $620.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $670.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $32482.00          | $22753.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $659.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $804647.00         | $402540.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $206000.00         | $150893.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $689.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1451446.00        | $1028141.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $726.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $8689990.00        | $6323338.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $745.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $752.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $7418571.00        | $5707867.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $802.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $739.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $31230016.00       | $24750814.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2694449.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 4.0000%  | 0.0000% | $960000.00         | $95888.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4672242.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2000.00           | $345.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $31452673.00       | $6036781.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $223.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $2275696.00        | $307600.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $79353.00          | $12031.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1569884.00        | $270258.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $19863250.00       | $3957287.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12152182.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1698352.00        | $327864.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $279.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36634073.00       | $7512896.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $55455552.00       | $13619136.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16505134.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.5000%  | 0.0000% | $892833.00         | $116240.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.0000%  | 0.0000% | $1052492.00        | $230406.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-07-01      | 3.0000%  | 0.0000% | $318000.00         | $69877.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.5000%  | 0.0000% | $1834.00           | $285.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $11826.00          | $1140.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1198.00           | $234.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $308.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $94.63             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $121.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1356799.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5380261.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $826999.00         | $169365.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $605833.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $220.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $653000.00         | $87009.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $152.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $243.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $412726.00         | $44727.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5795208.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1639557.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $367.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $22484544.00       | $3833183.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6308463.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $43218880.00       | $8401014.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $482980.00         | $400730.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $780.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $725.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3781936.00        | $2717889.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $930.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $826.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $808.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $833.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1009.00           | $1036.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1018.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1303141.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $269.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $175.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2368050.00        | $540233.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $3848343.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $204.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $225.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $13324.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90064.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $9600048.00        | $2593864.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-06-01      | 3.5000%  | 0.0000% | $22784.00          | $8158.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $212.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $1115000.00        | $207165.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2112894.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $13692037.00       | $3449464.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $46292.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 3.5000%  | 0.0000% | $2039.00           | $597.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $1001.00           | $288.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $84241.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $32804.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $70684.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $286.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $357.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2061-09-01      | 3.0000%  | 0.0000% | $1000.00           | $629.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 5.0000%  | 0.0000% | $1000.00           | $715.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-12-01      | 2.5000%  | 0.0000% | $1993.00           | $1352.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $15249215.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $9333726.00        | $2753741.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $15663550.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1531300.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1464987.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1700892.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $162.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3169586.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $62416.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $559178.00         | $220428.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $20440668.00       | $3224467.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6107559.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $73192382.00       | $11650699.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $28553.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $173089.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 3.4700%  | 0.0000% | $2075282.00        | $1993782.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 2.9400%  | 0.0000% | $2000.00           | $1409.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.3200%  | 0.0000% | $5000000.00        | $4636470.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21215.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $204.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $185.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12637715.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $7977583.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $14932137.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $17295204.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1798034.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $82435676.00       | $11699108.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $38783480.00       | $7970279.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $291.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $227.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7476267.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $6391321.00        | $1277722.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $56057792.00       | $12369337.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $23668368.00       | $5714096.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.5000%  | 0.0000% | $140503.00         | $26024.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $20609429.00       | $6085213.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $6827978.00        | $1802130.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $1008.00           | $171.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 4.5000%  | 0.0000% | $697138.00         | $152749.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $32135.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $552270.00         | $184136.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $18298308.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $5938759.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $436777.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1251735.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-11-01      | 3.5000%  | 0.0000% | $330002.00         | $22703.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $55366592.00       | $11700528.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1182197.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7733864.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1027.00           | $87.54             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $86388878.00       | $8590092.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7315515.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $12697667.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $468675.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2017681.00        | $304788.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2083.00           | $165.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $63168448.00       | $9904211.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1784343.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $854785.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $54091865.00       | $3973951.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7407334.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $244.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $68908357.00       | $15067182.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $17895680.00       | $1982454.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7799728.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $11762109.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $17609179.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $984.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1317161.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1358221.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $956.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $882.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $373863.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $498.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $414.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $488.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2677276.00        | $2028719.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $856.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $741246.00         | $534299.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $370000.00         | $310500.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $595901.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $15616829.00       | $11356765.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $17678112.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $4264125.00        | $3510787.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $797.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $99997.00          | $82371.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $680164.00         | $606316.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $845.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $840.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $967.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $951.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $2836360.00        | $2517809.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $811.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $883.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2453088.00        | $2338626.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $878.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11111904.00       | $10548947.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $958.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $967.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $9749083.00        | $4337897.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $28784000.00       | $29801972.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2047000.00        | $1910898.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1064.00           | $946.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2889544.00        | $3006126.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $733.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1937.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $6029791.00        | $5203064.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $805.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1274353.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1059168.00        | $1060191.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $498.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1549476.00        | $1341085.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $690448.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1006.00           | $997.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $1139264.00        | $1125665.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $845.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $949.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1065.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $956.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $963.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $49918.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2135845.00        | $2062513.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $894.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $695.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1138921.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2208758.00        | $2027308.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2309253.00        | $1595222.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $890.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $368092.00         | $376346.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $796.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $13555496.00       | $13527765.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2148411.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $923.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $3581667.00        | $3652032.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $834.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1447882.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2480.00           | $2616.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $983.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $2051748.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3370940.00        | $3508328.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1769337.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2702976.00        | $2252740.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1338707.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2855160.00        | $2972057.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $935.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1962.00           | $1987.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1366549.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1184507.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1226549.00        | $1255865.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $9392.00           | $171.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $10319.00          | $179.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $26452.00          | $1062.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $94561.00          | $3296.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $3453.00           | $44.62             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $294799.00         | $3800.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 5.0000%  | 0.0000% | $26202.00          | $293.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $166.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 5.5000%  | 0.0000% | $719705.00         | $2006.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $2870.00           | $120.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9174733.00        | $92624.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $257210.00         | $2205.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $6922.00           | $292.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $3101.00           | $71.12             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $6315.00           | $980.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $152.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $53003670.00       | $6407663.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $39610.00          | $2930.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $181.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 4.5000%  | 0.0000% | $1000.00           | $137.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $6395.00           | $165.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $107.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $123.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1280666.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.5000%  | 0.0000% | $1008.00           | $228.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1161.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 4.0000%  | 0.0000% | $1025.00           | $253.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $220000.00         | $85539.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $630.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $2447187.00        | $1412417.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1275.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $479120.00         | $268774.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $680.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $680.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $596.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $3390579.00        | $2755428.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $797.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $328000.00         | $282361.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $5743300.00        | $3412856.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5513515.00        | $3991531.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $563.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $13540165.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $892.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1841672.00        | $1123750.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $7305412.00        | $5135327.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $881.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $12681451.00       | $10186876.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $14629062.00       | $12311901.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $783.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3310912.00        | $2642058.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $869.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1975.00           | $547.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $49999000.00       | $41438914.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6511750.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $514.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1582229.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $917.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1328765.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $709.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $624.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3249225.00        | $2963038.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $3025892.00        | $2420789.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $2442896.00        | $1470464.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 8.5000%  | 0.0000% | $1001.00           | $35.16             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $1000.00           | $20.60             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $13723813.00       | $11934368.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1378660.00        | $1015928.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1717.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $3708296.00        | $2877422.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $106.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17197280.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1300398.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 4.0000%  | 0.0000% | $3000.00           | $443.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1247032.00        | $1300229.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $986.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $996.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1004.00           | $1032.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1255300.00        | $1325339.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1253950.00        | $1322862.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1284.00           | $1286.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1867653.00        | $1951980.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $948.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2095560.00        | $1930762.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $3495170.00        | $3495750.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $874.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7237563.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $12157511.00       | $11581854.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $1024.00           | $876.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1427000.00        | $1257803.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $824.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $767.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 7.0000%  | 0.0000% | $1010.00           | $724.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $13474023.00       | $12327782.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $788217.00         | $672682.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14032.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $11026215.00       | $9343258.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $878.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $13697801.00       | $12389743.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1120.00           | $1070.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1605586.00        | $1259485.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $1016.00           | $809.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $982.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $916.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $985.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $964.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $50000000.00       | $43629305.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1152.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $499977.00         | $306322.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 3.0000%  | 0.0000% | $9175712.00        | $5267865.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $69063640.00       | $52033744.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655755.00        | $2690834.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $855.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $9958366.00        | $9397762.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $736.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $75976112.00       | $56777099.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $718.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $254000.00         | $193697.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $30887173.00       | $24366663.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $494.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $8366060.00        | $6720044.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $99049216.00       | $92242142.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $303985.00         | $275086.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1873694.00        | $1387522.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $801.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1020.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1244547.00        | $1225262.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $36549696.00       | $36762380.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $985.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.5000%  | 0.0000% | $1015.00           | $68.77             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $94.44             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1215883.00        | $132506.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $175.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.0000%  | 0.0000% | $1181.00           | $355.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $25997824.00       | $5585817.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1287.00           | $270.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.0000%  | 0.0000% | $5185552.00        | $215619.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $197.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 2.5000%  | 0.0000% | $873000.00         | $256450.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 3.0000%  | 0.0000% | $129907.00         | $76685.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 4.0000%  | 0.0000% | $34000.00          | $22973.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.5000%  | 0.0000% | $1008.00           | $877.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $496.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $598.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $598.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $100000.00         | $35258.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $2794775.00        | $1081551.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $355004.00         | $232884.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $633.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $15908725.00       | $10458506.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $633.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $734.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $785.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5006236.00        | $3840661.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $43997530.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $763.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $9660086.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $80000.00          | $72449.19          | Agency Mortgage-Backed Securities  |

### Security 190: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_3.67_0206
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** 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.         | 2036-12-15      | N/A      | 0.0000% | $650000.00         | $398005.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.0000%  | 0.0000% | $2499980.00        | $15305.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-12-01      | 4.5000%  | 0.0000% | $90000.00          | $18163.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $28934.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.5000%  | 0.0000% | $1225884.00        | $165216.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $6378400.00        | $1444567.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $11834800.00       | $4397142.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $1020000.00        | $747576.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $29255.00          | $21793.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 1.5000%  | 0.0000% | $47948864.00       | $25227444.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 3.5000%  | 0.0000% | $81272.00          | $25129.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 2.5000%  | 0.0000% | $1762206.00        | $1259136.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1480204.00        | $835677.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 4.0000%  | 0.0000% | $10500000.00       | $8957155.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $25237568.00       | $17293984.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $216205312.00      | $129602649.22      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $22500000.00       | $16408953.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $31719.00          | $22984.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $42000000.00       | $30078675.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 7.0000%  | 0.0000% | $40148.00          | $15227.08          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1894094.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.0000%  | 0.0000% | $21911.00          | $20815.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $84209.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $346349.00         | $177630.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 2.5000%  | 0.0000% | $200000.00         | $73530.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $373063.00         | $300504.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1142364.00        | $1179247.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 2.5000%  | 0.0000% | $2949480.00        | $1801092.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $21853.00          | $22754.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $1965000.00        | $1138163.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-28      | 1.5100%  | 0.0000% | $20000000.00       | $16446757.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1163618.00        | $1041889.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1072236.00        | $890756.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $3374171.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $509305.00         | $519693.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $2975799.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $37125.00          | $37001.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1547840.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $849064.00         | $735203.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1260739.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10232675.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.5400%  | 0.0000% | $11450000.00       | $11925278.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.3100%  | 0.0000% | $6500000.00        | $6641925.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.9300%  | 0.0000% | $4634000.00        | $4923053.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1373540.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2544904.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6261069.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1275344.00        | $1329282.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1116319.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2702305.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $321881.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.5000%  | 0.0000% | $547583.00         | $534184.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1282556.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1722620.00        | $1763927.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $178896.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $110979.00         | $106021.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $469123.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $296196.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2003534.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3587484.00        | $3705586.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1462860.00        | $1528261.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $393923.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.5000%  | 0.0000% | $6608000.00        | $6857364.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $140826.00         | $134522.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $476741.00         | $466097.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1087214.00        | $1079576.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1739048.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $10120520.00       | $10179505.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $312020.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $4599440.00        | $4669083.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $290302.00         | $294974.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1678646.00        | $1752914.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4756720.00        | $4804533.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $289000000.00      | $289801947.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $458033600.00      | $307353946.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $106000000.00      | $104044280.34      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $1016693.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $843855.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1745893376.00     | $1772350905.43     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $83312896.00       | $81356741.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $335906816.00      | $347810998.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2181318.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4139810.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.0000%  | 0.0000% | $685981.00         | $612858.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 2.5000%  | 0.0000% | $330750.00         | $276047.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1081208.00        | $1087498.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4239944.00        | $4421177.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1711942.00        | $1755443.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $126722.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $209704.00         | $219069.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.3750%  | 0.0000% | $10812463.00       | $110935.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $122810.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $1863500.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1610138.00        | $461308.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $555202.00         | $325642.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $244024.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3537661.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1750000.00        | $390223.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8847.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3428540.00        | $3610879.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1911496.00        | $2002262.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $22356.00          | $22827.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $22030.00          | $22737.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $374260.00         | $382355.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $5654592.00        | $5800598.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $5023672.00        | $4766882.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $8129.00           | $8116.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $5591.00           | $5724.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $28424832.00       | $28842727.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $35197.00          | $23103.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $84771072.00       | $83454051.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $514469888.00      | $487517531.41      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $19584000.00       | $19306514.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $126323.00         | $126981.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $7728976.00        | $7975131.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 5.0000%  | 0.0000% | $148004864.00      | $150397773.84      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 6.5000%  | 0.0000% | $914427.00         | $896542.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $22156.00          | $22756.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1419000.00        | $1462043.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $22222.00          | $22997.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $9165248.00        | $9404044.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $5290750.00        | $5381569.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1081742.00        | $1114719.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $10016020.00       | $10286488.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $1610868.00        | $1545972.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $22060.00          | $22747.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $8042.00           | $8352.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $10597296.00       | $10816708.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $64759.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $107883.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 5.6250%  | 0.0000% | $3000000.00        | $87780.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 3.5000%  | 0.0000% | $7356540.00        | $657035.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2349440.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $888047.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $148184.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $5159664.00        | $368728.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $3531112.00        | $109372.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1112266.00        | $530892.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $81040000.00       | $45098998.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1028596.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $297851.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $501936.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $159756.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $685756.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $336663552.00      | $150032067.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 4.0000%  | 0.0000% | $8362304.00        | $6799763.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $13775552.00       | $12308353.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-15      | 5.0000%  | 0.0000% | $162912.00         | $148193.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $519524.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $168125.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $159353.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-02-15      | 5.5500%  | 0.0000% | $26127.00          | $26481.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $90267.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $991426.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1276154.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1614261.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $2087356.00        | $1325357.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $10435264.00       | $9572922.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $719050.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $669879.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $320065.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-15      | 5.7400%  | 0.0000% | $11667808.00       | $12369858.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1265804.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-04-15      | 5.3000%  | 0.0000% | $9560672.00        | $9643385.61        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $17400.00          | $11446.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $934700.00         | $584438.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $48324900.00       | $29877642.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $11579400.00       | $6881591.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $8878300.00        | $4975852.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $26713500.00       | $14695363.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $106455700.00      | $57559425.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $44771400.00       | $23835039.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194700.00         | $102168.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $978200.00         | $506866.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $3056400.00        | $1558666.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $262300.00         | $131855.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $101821600.00      | $50486611.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $1364300.00        | $666942.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $6023400.00        | $2848736.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $13698900.00       | $6375426.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $80252400.00       | $36838740.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $75681900.00       | $34197623.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $1484800.00        | $651298.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $3705700.00        | $1603245.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $2308500.00        | $983305.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $51390400.00       | $21590700.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $12972900.00       | $5373777.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $58288900.00       | $23823256.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $2034700.00        | $819518.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $2527900.00        | $1004127.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1465000.00        | $574240.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $1442000.00        | $742180.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $1237000.00        | $626640.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $32956800.00       | $16470325.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $1002000.00        | $493677.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $8080000.00        | $3866910.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $947100.00         | $446487.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $1365109.00        | $809100.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $16599577.00       | $9560609.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $27194673.00       | $15904559.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $74019338.00       | $42046018.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $3546731.00        | $1985183.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $94892168.00       | $51566017.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $4208900.00        | $2323051.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $79349393.00       | $42580391.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $6607400.00        | $3493649.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $34176396.00       | $17787891.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $21544732.00       | $11036999.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $7009393.00        | $3543044.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $79991767.00       | $39780065.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $26627291.00       | $13057251.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $15013751.00       | $7255485.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $15152701.00       | $5719280.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $92303022.00       | $44002050.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $10997451.00       | $5156847.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $11413581.00       | $5274101.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $60383356.00       | $27440672.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $34966397.00       | $15671694.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $14660147.00       | $6463702.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $165751589.00      | $72118019.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $94299333.00       | $40373976.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $113078477.00      | $47717873.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $11063267.00       | $4595526.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $62828836.00       | $25718732.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $46868090.00       | $18917976.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $50506499.00       | $20130122.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $56132867.00       | $22015029.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $39550242.00       | $15326351.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $76991875.00       | $29424600.80       | U.S. Treasuries (including strips) |

### Security 192: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.81_0331
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $354613.00         | $219149.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $778249.00         | $773314.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $980.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.9300%  | 0.0000% | $1000.00           | $1035.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 4.3700%  | 0.0000% | $1000.00           | $996.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.7300%  | 0.0000% | $1000.00           | $1021.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.1400%  | 0.0000% | $1244869.00        | $1251037.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-01      | 3.6350%  | 0.0000% | $40300.00          | $39505.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.1200%  | 0.0000% | $2566100.00        | $2574054.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $633.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $200000.00         | $127027.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $635.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $187989.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $309374.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $226247.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $192894.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $58394.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.0970%  | 0.0000% | $388548379.00      | $21344599.89       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $100.00            | $23.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $2974800.00        | $1776081.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2026-02-15      | N/A      | 0.0000% | $24.73             | $24.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $14.93             | $7.89              | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $1.66              | $0.58              | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $24.80             | $8.53              | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2047-05-15      | N/A      | 0.0000% | $14.55             | $4.95              | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $436000.00         | $376850.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7917.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $496208.00         | $365801.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $763.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $782.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $214000.00         | $187308.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4510751.00        | $4645420.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1061.00           | $879.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6973294.00        | $5634490.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1062.00           | $994.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2120.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $70000.00          | $55780.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $860416.00         | $885444.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $846700.00         | $335260.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1142995.00        | $563240.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $99000.00          | $33789.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $455.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $373161.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1766610.00        | $815682.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1002.00           | $622.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $50254.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $700.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $785.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $589052.00         | $438713.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $833.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1002.00           | $769.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $9059.00           | $8043.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2737180.00        | $2748533.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.3010%  | 0.0000% | $1686187.00        | $11103.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1023.00           | $5.17              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6527%  | 0.0000% | $199989.00         | $9353.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $2108118.00        | $108874.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.0527%  | 0.0000% | $506319.00         | $19243.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 0.2972%  | 0.0000% | $59000000.00       | $1170288.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4317949.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $6632037.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38899564.00       | $28450348.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6527%  | 0.0000% | $269357085.00      | $12244355.19       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8027%  | 0.0000% | $126000000.00      | $6511417.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7527%  | 0.0000% | $70779263.00       | $3301162.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1152461.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3584810.00        | $325877.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $960.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2467%  | 0.0000% | $1840263.00        | $9370.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8721%  | 0.0000% | $1000004.00        | $25906.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-25      | 2.1882%  | 0.0000% | $8541341.00        | $405726.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1061%  | 0.0000% | $5000000.00        | $176557.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4086%  | 0.0000% | $5596080.00        | $281930.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4086%  | 0.0000% | $8095904.00        | $407871.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 3.0000%  | 0.0000% | $679145.00         | $77597.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9042%  | 0.0000% | $75900000.00       | $1416510.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8482.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $189037.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $202394.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $467380.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8683.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-25      | 2.2500%  | 0.0000% | $1709.00           | $1539.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $695639.00         | $88434.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $203945.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.5027%  | 0.0000% | $44058832.00       | $1464921.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.9838%  | 0.0000% | $126964917.00      | $5179508.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6627%  | 0.0000% | $1782691.00        | $105915.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-02-25      | 0.0516%  | 0.0000% | $100000.00         | $619.31            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2027%  | 0.0000% | $64900000.00       | $931484.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 27.3354% | 0.0000% | $5542953.00        | $3538041.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4027%  | 0.0000% | $23392757.00       | $884452.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 14.7451% | 0.0000% | $5109157.00        | $4693063.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4527%  | 0.0000% | $43002907.00       | $2463410.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-04-25      | 2.8960%  | 0.0000% | $32134.00          | $269.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.0923%  | 0.0000% | $15435819.00       | $121462.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $167283.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $1159762.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $174907.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $259703.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.8970%  | 0.0000% | $75878534.00       | $5622967.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3102%  | 0.0000% | $56643908.00       | $1816894.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.9006%  | 0.0000% | $21754923.00       | $128219.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $902967.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.9892%  | 0.0000% | $78776162.00       | $618830.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $126614.00         | $14025.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1804863.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $470045.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $1803598.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $33334.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8742.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $1013211.00        | $164472.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $2000.00           | $1238.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $8998.00           | $5182.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $6067410.00        | $4134668.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $65280.00          | $33255.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $546.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3069869.00        | $3085073.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $375673.00         | $378834.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1431200.00        | $1425205.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $958.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $1713234.00        | $27030.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.2102%  | 0.0000% | $40025795.00       | $290851.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885805.00       | $8556.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.3081%  | 0.0000% | $5700576.00        | $38942.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.4102%  | 0.0000% | $57330752.00       | $900632.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $158201.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $760186.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $61410.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588331.00        | $20519.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.1102%  | 0.0000% | $200000000.00      | $1270741.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2470%  | 0.0000% | $32092800.00       | $1495643.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.8723%  | 0.0000% | $444097.00         | $448761.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $47051.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7970%  | 0.0000% | $170861045.00      | $2277276.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.6970%  | 0.0000% | $300000000.00      | $3202591.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5102%  | 0.0000% | $100096.00         | $8862.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9112%  | 0.0000% | $12259472.00       | $938487.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 0.9651%  | 0.0000% | $16752845.00       | $1256011.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $187196.00         | $881.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $34003653.00       | $2361654.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1219.00           | $755.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $1596725.00        | $7444.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.6354%  | 0.0000% | $23364456.00       | $1246343.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5550%  | 0.0000% | $1895210.00        | $117614.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.7270%  | 0.0000% | $2739021.00        | $177211.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.5670%  | 0.0000% | $100007.00         | $4481.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1000.00           | $683.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $35000000.00       | $20180375.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5470%  | 0.0000% | $31098064.00       | $1294881.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5770%  | 0.0000% | $24628480.00       | $1863618.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6530%  | 0.0000% | $673667.00         | $593578.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $17488701.00       | $10609687.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9970%  | 0.0000% | $11292563.00       | $322923.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2970%  | 0.0000% | $42264000.00       | $1958434.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.3970%  | 0.0000% | $24925852.00       | $1286187.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $1570.00           | $498.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.8030%  | 0.0000% | $9861360.00        | $3931604.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $25871.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6970%  | 0.0000% | $91858688.00       | $3939263.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3970%  | 0.0000% | $23356308.00       | $1625934.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.6970%  | 0.0000% | $163216.00         | $6421.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.9970%  | 0.0000% | $9879089.00        | $416581.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0030%  | 0.0000% | $1225.00           | $634.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.5670%  | 0.0000% | $17980295.00       | $1125450.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7630%  | 0.0000% | $1000.00           | $718.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | N/A      | 0.0000% | $336868.00         | $1.16              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $49948.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $5810462.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0470%  | 0.0000% | $4488970.00        | $202742.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9970%  | 0.0000% | $16053600.00       | $976484.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365613.00       | $83447.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 30.5110% | 0.0000% | $5622380.00        | $6862357.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8470%  | 0.0000% | $38784567.00       | $1850209.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3470%  | 0.0000% | $30599168.00       | $1401415.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.2270%  | 0.0000% | $37185299.00       | $2721709.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.1970%  | 0.0000% | $95000000.00       | $2009517.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2470%  | 0.0000% | $38907150.00       | $2033974.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3570%  | 0.0000% | $327978.00         | $16345.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $136228.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7170%  | 0.0000% | $67930380.00       | $2937193.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7170%  | 0.0000% | $21995403.00       | $1157000.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0970%  | 0.0000% | $14061902.00       | $1079466.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4270%  | 0.0000% | $4795457.00        | $185978.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20122527.00       | $14690331.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.7970%  | 0.0000% | $200000000.00      | $3424860.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.3970%  | 0.0000% | $85864614.00       | $5264534.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $13429734.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6527%  | 0.0000% | $48664800.00       | $2293523.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $266624.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16802647.00       | $1838306.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.9527%  | 0.0000% | $69020225.00       | $4257734.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $3995025.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.8527%  | 0.0000% | $99230674.00       | $4175361.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $204614.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $97951.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $85833.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2256000.00        | $222814.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $568.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1804.00           | $384.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $13.00             | $0.43              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6098270.00        | $21680.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $48946.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.2280%  | 0.0000% | $16043.00          | $75.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.9020%  | 0.0000% | $11542723.00       | $38494.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5065784.00        | $3846125.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6774283.00        | $5593532.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $901736.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1103728.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2414492.00        | $2452606.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $581761.00         | $422747.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1064050.00        | $1061410.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $860.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $3617157.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $6139512.00        | $5892840.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $14011.00          | $14577.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3130571.00        | $3100735.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3394693.00        | $3031301.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1009.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1449032.00        | $1471459.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3157925.00        | $3097042.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $463987.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $41257.00          | $9372.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1001.00           | $120.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162824.00        | $2119473.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $896999.00         | $200409.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $3994920.00        | $996106.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4190%  | 0.0000% | $1083996.00        | $1006307.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $157004.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $127.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $674760.00         | $381633.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $581.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $435952.00         | $450119.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $691.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $37779.00          | $36197.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.8900%  | 0.0000% | $1464.00           | $0.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1230.00           | $41.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.0000%  | 0.0000% | $11354111.00       | $465459.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.9640%  | 0.0000% | $3886.00           | $36.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $3957860.00        | $97660.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0630%  | 0.0000% | $27493.00          | $363.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.2790%  | 0.0000% | $2054.00           | $126.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.5000%  | 0.0000% | $1030.00           | $67.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 5.0000%  | 0.0000% | $1220.00           | $5.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $4896.00           | $11.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1882341.00        | $13778.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $100994.00         | $30425.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $10538303.00       | $2876306.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $214.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1407216.00        | $5660.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $108.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1001.00           | $16.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $5498412.00        | $841043.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1328099.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $655.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $689206.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $5962010.00        | $4443769.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $4888319.00        | $4244837.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $124683.00         | $101086.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $2970990.00        | $649025.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $883.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $355000.00         | $173432.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1473200.00        | $846831.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $178966.00         | $108314.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $128073.00         | $79881.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $628.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $130040.00         | $83124.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $93488.00          | $71171.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $40342.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2288861.00        | $1818132.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $756.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $81914.00          | $67922.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $633.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $930.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $23972.00          | $18408.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3567574.00        | $2586134.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $6422485.00        | $6469284.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 1.8000%  | 0.0000% | $19000.00          | $18029.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $5346702.00        | $5336605.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1147974.00        | $4959.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1146988.00        | $25385.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1002.00           | $69.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $74.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $5881336.00        | $469248.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998930.00        | $105456.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1050.00           | $201.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1747514.00        | $182669.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $45319.00          | $5100.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4471400.00        | $602631.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $46000.00          | $5649.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $14099769.00       | $3180006.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262468.00        | $909304.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $450000.00         | $143581.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1021001.00        | $573197.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1120.00           | $787.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3439900.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $244820.00         | $187269.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $16527840.00       | $12067733.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $90000.00          | $67744.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $325000.00         | $234977.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1003.00           | $911.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $896.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $714455.00         | $696451.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $119189.00         | $124573.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1535554.00        | $1562202.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $850.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $7962.00           | $7985.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1362781.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $3005613.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $10942.00          | $11396.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1026.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3700030.00        | $3768732.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5342253.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1185103.00        | $1244946.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2467672.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $999.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $478366.00         | $490061.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5080448.00        | $4254676.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $941.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.8640%  | 0.0000% | $4150325.00        | $4197930.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1578394.00        | $1647828.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $88328.00          | $6804.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $6854.00           | $657.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $221892.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $26000.00          | $6144.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1006.00           | $173.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $142533.00         | $73170.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $427.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $642.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3188920.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $72902.00          | $58276.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $847.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $709.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $6003.00           | $5173.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1424361.00        | $776970.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $20414.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $1011.00           | $620.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1014.00           | $788.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $300000.00         | $227678.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $820.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2202008.00        | $1774980.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 2.5000%  | 0.0000% | $295207.00         | $78944.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 4.5000%  | 0.0000% | $170301.00         | $133914.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 4.8473%  | 0.0000% | $1008.00           | $601.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $848.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $400.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $76308979.00       | $8271581.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $99770.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.8735%  | 0.0000% | $82543545.00       | $865316.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2882%  | 0.0000% | $100000.00         | $2618.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.0698%  | 0.0000% | $50000000.00       | $583044.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2814%  | 0.0000% | $14546000.00       | $360463.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3277526.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.0000%  | 0.0000% | $4680000.00        | $337125.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8300%  | 0.0000% | $100017.00         | $3865.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.1534%  | 0.0000% | $38326592.00       | $764807.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $34537.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $499422.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2125%  | 0.0000% | $32470263.00       | $680446.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $358708.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.1249%  | 0.0000% | $93797232.00       | $2115048.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $88540.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $2000001.00        | $202887.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $31080421.00       | $4179443.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $4031149.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2027%  | 0.0000% | $84906499.00       | $3261509.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4027%  | 0.0000% | $5222523.00        | $364299.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 29.9354% | 0.0000% | $3801477.00        | $2479728.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3027%  | 0.0000% | $65891400.00       | $2019883.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4027%  | 0.0000% | $5637784.00        | $335586.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2304670.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1527%  | 0.0000% | $194427575.00      | $6322978.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1021.62           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1427%  | 0.0000% | $21190294.00       | $936142.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1473%  | 0.0000% | $390828.00         | $306422.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $871.74            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1006.91           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.9727%  | 0.0000% | $168987665.00      | $4380222.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $128835.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26518325.00       | $12212.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 2.2027%  | 0.0000% | $237739209.00      | $14744105.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 1.9527%  | 0.0000% | $239172645.00      | $14566658.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.7782%  | 0.0000% | $99899916.00       | $236329.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-25      | 1.2078%  | 0.0000% | $100118.00         | $163.05            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2675.00           | $361.37            | Agency Collateralized Mortgage Obligation |

### Security 193: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.81_0306
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-02-01      | 4.8420%  | 0.0000% | $11629352.00       | $9485312.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2301298.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4190%  | 0.0000% | $683718.00         | $634717.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $85.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $158.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1013.00           | $433.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $588.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $97999.00          | $55250.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28382.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $743.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $581.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $827.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $572031.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $679.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $745.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $673.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $994284.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $607.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $827.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1001.00           | $803.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $581.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $760.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $287444.00         | $226209.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1294709.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1014.00           | $855.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $987.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1018970.00        | $997861.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1238402.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $295000.00         | $52140.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $132199.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1555990.00        | $161938.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4013134.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $561880.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $10632393.00       | $1906649.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11602.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1296000.00        | $332715.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $416.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1478510.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $377.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $87883.00          | $48078.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $37997.00          | $20570.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $619.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6569010.00        | $3963142.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $674.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $421000.00         | $324071.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $709.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $720.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $763.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $10636905.00       | $7593849.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1500173.00        | $1290499.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $788.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $865.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1625860.00        | $1334209.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $147714.00         | $144754.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3948814.00        | $3732443.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $850.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $978.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1065.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $71457034.00       | $17373816.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $181.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $192994.00         | $25367.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $194000.00         | $32607.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $355.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $218813.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $454.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $568.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $530.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $425.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $172000.00         | $71911.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1720556.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $30204.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $618.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $61303.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $634.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1438313.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $641.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $353168.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $76100.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1669.00           | $1216.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1002.00           | $796.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $330832.00         | $267257.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $7039040.00        | $5528405.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15301.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $28878.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $731.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1286735.00        | $987764.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $811.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $810.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5404589.00        | $4570769.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $75925.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $167178.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1400139.00        | $1405946.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2074-10-20      | 0.8204%  | 0.0000% | $3298304.00        | $231239.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.2081%  | 0.0000% | $14413505.00       | $774324.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1220.00           | $834.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10068520.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.8030%  | 0.0000% | $4523158.00        | $3309979.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5470%  | 0.0000% | $31397774.00       | $1105248.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5830%  | 0.0000% | $17872691.00       | $11743702.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.7030%  | 0.0000% | $43246364.00       | $16950970.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $9219234.00        | $4925206.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.7030%  | 0.0000% | $4472807.00        | $3230012.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $9028335.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7030%  | 0.0000% | $5260945.00        | $2123957.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9970%  | 0.0000% | $38507419.00       | $1101163.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7230%  | 0.0000% | $738051.00         | $576593.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.9970%  | 0.0000% | $29900000.00       | $1231512.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.3970%  | 0.0000% | $36986426.00       | $1908519.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6970%  | 0.0000% | $129859.00         | $4198.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.2970%  | 0.0000% | $30417194.00       | $1738204.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.2030%  | 0.0000% | $41175470.00       | $13079458.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893233.00       | $7916.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.3470%  | 0.0000% | $5404417.00        | $175579.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9530%  | 0.0000% | $879524.00         | $384597.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7970%  | 0.0000% | $49500000.00       | $2170918.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $90503.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9030%  | 0.0000% | $11882221.00       | $4755618.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $38116.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0030%  | 0.0000% | $1024.00           | $530.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8030%  | 0.0000% | $10143699.00       | $7698993.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.5670%  | 0.0000% | $4791883.00        | $299940.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8130%  | 0.0000% | $236013.00         | $149039.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1041986.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $481456.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9970%  | 0.0000% | $83086956.00       | $5053890.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $78350.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 30.5110% | 0.0000% | $3619287.00        | $4417495.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8470%  | 0.0000% | $89433426.00       | $4266401.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8670%  | 0.0000% | $16274976.00       | $1085115.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3670%  | 0.0000% | $66274496.00       | $3743434.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3570%  | 0.0000% | $199330220.00      | $9933797.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7170%  | 0.0000% | $21198823.00       | $916600.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7170%  | 0.0000% | $80729794.00       | $4246543.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.2470%  | 0.0000% | $870033.00         | $16227.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.5970%  | 0.0000% | $56099316.00       | $1211764.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 2.1470%  | 0.0000% | $51807801.00       | $1165245.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0970%  | 0.0000% | $10938098.00       | $839666.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4270%  | 0.0000% | $44392407.00       | $1721636.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $6832607.00        | $4988104.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $5882754.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $22867.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $736.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $242328.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $806.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $20000.00          | $12853.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $689600.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.6882%  | 0.0000% | $2489106.00        | $19965.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $97752813.00       | $10596004.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.2382%  | 0.0000% | $32564675.00       | $284127.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.3521%  | 0.0000% | $329136.00         | $2592.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 1.9653%  | 0.0000% | $119344842.00      | $684053.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2882%  | 0.0000% | $100000.00         | $2618.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.6793%  | 0.0000% | $21158243.00       | $173860.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $140939.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11128.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $443591.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $16550446.00       | $1487654.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8300%  | 0.0000% | $475897.00         | $18390.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.1534%  | 0.0000% | $100070.00         | $1996.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4734384.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.1249%  | 0.0000% | $178492945.00      | $4024864.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.1054%  | 0.0000% | $137608095.00      | $3813999.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.8739%  | 0.0000% | $75671139.00       | $2285387.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $110838.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $101443.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1691781.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3027%  | 0.0000% | $3740620.00        | $175878.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4027%  | 0.0000% | $12909032.00       | $900474.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $117386.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4027%  | 0.0000% | $6766906.00        | $402796.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $1000.00           | $1063.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.2027%  | 0.0000% | $50515583.00       | $1959448.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1427%  | 0.0000% | $6059984.00        | $267717.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1473%  | 0.0000% | $5300836.00        | $4156036.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.3027%  | 0.0000% | $10455000.00       | $739921.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $322158.00         | $31502.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.8282%  | 0.0000% | $200830.00         | $1838.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 2.1189%  | 0.0000% | $33816211.00       | $97810.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 2.2782%  | 0.0000% | $224463006.00      | $3714369.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.0923%  | 0.0000% | $114250767.00      | $899022.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4577390.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $957.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2467%  | 0.0000% | $51143358.00       | $260413.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1061%  | 0.0000% | $3603290.00        | $127237.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11753.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $962060.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1666935.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $263891.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1542%  | 0.0000% | $15166632.00       | $177041.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $122455.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.9838%  | 0.0000% | $58019200.00       | $2366881.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6627%  | 0.0000% | $100000.00         | $5941.35           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8027%  | 0.0000% | $59243969.00       | $1263342.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.2527%  | 0.0000% | $41320460.00       | $2278829.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4027%  | 0.0000% | $28974766.00       | $1776765.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.9473%  | 0.0000% | $1000.00           | $830.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4527%  | 0.0000% | $18477024.00       | $1058451.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6527%  | 0.0000% | $200001.00         | $9354.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1680792.00        | $1229297.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $54.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $4114726.00        | $329087.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730614.00        | $179796.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $85.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216156.00        | $146690.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.2710%  | 0.0000% | $7001096.00        | $634212.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1019.00           | $579.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $155.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $59087.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31634.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5755.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $202.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $111000.00         | $24324.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $136558.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $244603.00         | $29301.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $579565.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3712924.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.7945%  | 0.0000% | $40176915.00       | $2589496.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9112%  | 0.0000% | $22208484.00       | $1700104.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1831733.00        | $1856236.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $420484.00         | $368220.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4529.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $208742.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $175392.00         | $177724.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $771676.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1727439.00        | $1495917.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $959.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $776.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5020.00           | $5147.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6903.00           | $7155.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5994.00           | $6090.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $913.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $981671.00         | $1015283.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $550.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4490%  | 0.0000% | $398000.00         | $36314.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $256261.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1167157.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $2918555.00        | $2624504.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $328368.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5550000.00        | $1062114.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $286.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6384.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.6590%  | 0.0000% | $115000.00         | $20732.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $616000.00         | $57303.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $197694.00         | $931.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5585%  | 0.0000% | $11613932.00       | $710363.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7850%  | 0.0000% | $22155930.00       | $1560168.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5550%  | 0.0000% | $42106880.00       | $2613097.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.7899%  | 0.0000% | $800000.00         | $56289.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-01      | 7.0690%  | 0.0000% | $1500000.00        | $24085.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0550%  | 0.0000% | $1500000.00        | $11999.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $39982.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1037.00           | $5.71              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $43689.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $1000.00           | $18.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $1006.00           | $18.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1005.00           | $23.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $231344.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $87.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $11665.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $112205.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $128.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323359.00      | $19127760.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $121875.00         | $9726.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1701050.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1139905.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $400329.00         | $244620.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $112.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $119.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $228835.00         | $38293.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494012.00         | $66539.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33029.00          | $5742.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1045000.00        | $513548.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7136.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $62994.00          | $23518.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $628.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $502475.00         | $335241.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104004.00         | $71899.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $6975.00           | $5347.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $572597.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $8849.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $926.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $945.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1047570.00        | $1025729.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $765585.00         | $651462.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $828.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $141808.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1197004.00        | $1154808.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $2008.00           | $1845.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $781.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $977740.00         | $943734.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $13932.00          | $13957.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974597.00        | $23753.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $55.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $713.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $582.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $6370086.00        | $4939328.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $27007.00          | $84.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $2261934.00        | $8798.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.7581%  | 0.0000% | $32895914.00       | $321697.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1184.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $168083.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.8723%  | 0.0000% | $8562631.00        | $8652566.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3102%  | 0.0000% | $3160500.00        | $101375.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.9006%  | 0.0000% | $200001.00         | $1178.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.7102%  | 0.0000% | $187684679.00      | $1485771.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $36531.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8222050.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2685348.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790772.00       | $4470.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1966566.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25401941.00       | $1862313.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.5420%  | 0.0000% | $81654.00          | $59848.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.3010%  | 0.0000% | $1000.00           | $938.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2087111.00        | $28332.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $37491.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.0000%  | 0.0000% | $1110.00           | $85.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $1000.00           | $49.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1006.00           | $7.37              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $53691.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62345.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11950.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $6810.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $62251.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $226064.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67048.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1001.00           | $190.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1146.00           | $118.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4198.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1903.00           | $1.42              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1000.00           | $9.34              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3012.00           | $323.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $119.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $191.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $23898.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3329676.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1008.00           | $758.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1294000.00        | $628013.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6786.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $797.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4914.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $784.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $7364898.00        | $6019822.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1236960.00        | $970790.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $804.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $681.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $801.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $318049.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $1024.00           | $882.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $29523.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $653145.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $27697.00          | $11889.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $466.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1008.00           | $617.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $11043028.00       | $5379247.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $114771.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $206.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $497617.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $128677.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $204143.00         | $15222.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $52.00             | $1.71              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 5.8650%  | 0.0000% | $10000000.00       | $105969.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792615.00        | $62145.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $997754.00         | $5564.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $71002.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590606.00        | $54702.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $80348.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.3650%  | 0.0000% | $1322239.00        | $6100.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.8150%  | 0.0000% | $68017058.00       | $171687.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $232146.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146126.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $839518.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $180980.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1026.00           | $871.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3030204.00        | $2502042.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $976534.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1613466.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2064978.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $974.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1044.00           | $1064.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $939.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $891.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $21000.00          | $13720.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2387272.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2145332.00        | $1402366.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $623.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1256.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $633.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $87074.00          | $65829.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $10999.00          | $8810.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $821.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $83359.00          | $71013.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $705.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $91099.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $552.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $978676.00         | $789704.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1209700.00        | $1207415.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $389997.00         | $63204.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $95000.00          | $32181.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1026.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $540.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $64731.00          | $40380.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $641.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64035.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $782.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $215191.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $819.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $316790.00         | $294082.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $577.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1968649.00        | $1611808.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $46550.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $177515.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $777.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3367748.00        | $2194297.75        | Agency Mortgage-Backed Securities         |

### Security 194: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $100328310.00      | $99999999.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.0000%  | 0.0000% | $2595.00           | $2470.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $86582.00          | $84833.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $3004742.00        | $2911700.96        | Agency Mortgage-Backed Securities |

### Security 195: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $41842716.00       | $5286018.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $45547436.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $36924190.00       | $6703541.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $85332751.00       | $45463003.13       | Agency Mortgage-Backed Securities |

### Security 196: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_3.64_0206
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $3254100.00        | $3113721.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $58900.00          | $60994.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $154472800.00      | $158798895.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $189489800.00      | $197296094.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $8700.00           | $8803.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-04-15      | 3.8750%  | 0.0000% | $22521600.00       | $48720122.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $1200.00           | $1179.71           | U.S. Treasuries (including strips) |

### Security 197: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America 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: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_3.68_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $93600768.00       | $91517776.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $73139328.00       | $72704548.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.5000%  | 0.0000% | $2371384.00        | $2339037.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1193188.00        | $1221139.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2907230.00        | $3011783.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1526794.00        | $1599915.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $10559456.00       | $10632535.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 3.5000%  | 0.0000% | $258296.00         | $236666.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 3.5000%  | 0.0000% | $3000000.00        | $1295338.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $760.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $835.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $149999.00         | $17829.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1667052.00        | $194796.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $27234495.00       | $1946277.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $2000.00           | $252.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2000.00           | $961.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $300175000.00      | $125577352.41      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $95743.00          | $54442.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $593785.00         | $619524.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.0000%  | 0.0000% | $1649928.00        | $981862.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $319313.00         | $149259.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $119033.00         | $124239.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2000.00           | $2082.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $1848140.00        | $1867586.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1870962.00        | $1955782.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1376645.00        | $1445321.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.0000%  | 0.0000% | $13682608.00       | $13814270.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1009388.00        | $1043767.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1052688.00        | $1077030.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.4500%  | 0.0000% | $2474040.00        | $2236913.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1090392.00        | $1164975.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $441630.00         | $455902.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2316850.00        | $2366976.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 6.5500%  | 0.0000% | $2559620.00        | $2707813.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1243930.00        | $1276999.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $11623552.00       | $11996134.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3040924.00        | $3187403.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3208660.00        | $3293957.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $53557760.00       | $55114887.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.0000%  | 0.0000% | $96287488.00       | $95761972.26       | Agency Mortgage-Backed Securities |

### Security 198: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_3.65_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2067-02-15      | 5.3500%  | 0.0000% | $3413.00           | $3431.20           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-01-15      | 0.3750%  | 0.0000% | $160710500.00      | $214656834.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $12338100.00       | $12296542.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $867800.00         | $856580.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.1250%  | 0.0000% | $20435300.00       | $20005622.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $118.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $20198300.00       | $19995568.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-15      | 4.3750%  | 0.0000% | $81500.00          | $82494.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 4.1250%  | 0.0000% | $232250400.00      | $237892115.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $1600.00           | $1619.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $4169100.00        | $4209007.04        | U.S. Treasuries (including strips) |

### Security 199: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.72_0206
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $2764500.00        | $1230293.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $145364000.00      | $49841390.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $47328600.00       | $101208215.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 2.1250%  | 0.0000% | $29681400.00       | $43735415.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-11-15      | 2.8750%  | 0.0000% | $5295900.00        | $3946821.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $8234303.02        | $4037863.41        | U.S. Treasuries (including strips) |

### Security 200: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BVCR9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BVCR9_3.70_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $22.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $163.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $111.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $103.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $138.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $334.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $374.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1008.00           | $676.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $850.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $938.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $731.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $835.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $994.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1012.00           | $1056.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $890.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $965.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $953.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $942.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1037.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1044.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1058.69           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $556900.00         | $552855.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-02-15      | 5.2500%  | 0.0000% | $9100.00           | $9757.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $5900.00           | $5849.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $500000.00         | $513686.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 3.1250%  | 0.0000% | $60000.00          | $48259.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $8107400.00        | $5726565.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-05-15      | 2.5000%  | 0.0000% | $231000.00         | $161130.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-11-15      | 2.8750%  | 0.0000% | $673200.00         | $500055.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $2690400.00        | $2031804.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $15892500.00       | $11528504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $463900.00         | $350734.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $11694700.00       | $8798678.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $3295100.00        | $1959449.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $425900.00         | $300063.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $1269600.00        | $936998.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $7105600.00        | $5290363.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $1774500.00        | $1522593.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $1947600.00        | $1792892.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $16865200.00       | $17087648.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $81900.00          | $80524.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $321007300.00      | $324478293.70      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.37             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $107.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $176.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $68.68             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $80.66             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $76.69             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 3.0000%  | 0.0000% | $1024.00           | $446.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $605.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.5000%  | 0.0000% | $1008.00           | $450.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $186.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $202.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $214401600.00      | $117839474.10      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $13159920.00       | $9691013.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $930.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $625.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $837.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $987.13            | Agency Mortgage-Backed Securities  |

### Security 201: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_0206
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $2993100.00        | $1026253.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2200.00           | $1114.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1100.00           | $291.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $38413900.00       | $9910863.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $300.00            | $75.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $14420900.00       | $3456285.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $119021800.00      | $71061065.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $1921400.00        | $1902114.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $4593300.00        | $4690294.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $221195300.00      | $226195458.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $23039340.67       | $17273999.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $7.96              | $5.67              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385876.80       | $29475096.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $0.45              | $0.32              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $21.10             | $20.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $41.09             | $38.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $16224717.96       | $9081331.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $257726.45         | $126381.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476356.67       | $10370758.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $92.13             | $41.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $51.69             | $18.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $99700.00          | $53077.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $14466000.00       | $7495731.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151000.00        | $4014031.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2755700.00        | $1080160.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $309.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $2600.00           | $992.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $400.00            | $150.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $31003600.00       | $10783827.17       | U.S. Treasuries (including strips) |

### Security 202: Natixis SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1013.00           | $297.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1211.00           | $907.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $236048.00         | $215668.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $1013.00           | $993.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1036.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1031.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1034.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1025.00           | $1024.21           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $900.00            | $896.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $464000.00         | $992224.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $183.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $30438900.00       | $25356905.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $88.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $1200.00           | $936.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 0.8750%  | 0.0000% | $25386000.00       | $24886237.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $468000.00         | $455378.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 2.3750%  | 0.0000% | $12999800.00       | $12911498.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $1200.00           | $1168.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $207800.00         | $181269.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 3.2500%  | 0.0000% | $17458700.00       | $17269681.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $7083500.00        | $7135489.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $4266000.00        | $4367205.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $8108500.00        | $8214161.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $400.00            | $399.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $1000.00           | $1023.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |

### Security 203: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_3.69_0206
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $125780000.00      | $126743691.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $152840238.50      | $77256308.20       | U.S. Treasuries (including strips) |

### Security 204: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QQ2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1C5QQ2_3.87_0430
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $90231157.00       | $17081398.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $158047684.00      | $10858732.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $18956097.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $19055166.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $19109205.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $18875785.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212115973.00      | $17174207.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $18543593.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $19498159.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $17901051.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $17949078.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $249977756.00      | $17219802.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $17974174.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $17336229.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $18622677.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $18708748.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $150957575.00      | $17541628.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $18886399.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $92402993.00       | $16369594.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $19193604.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $17911372.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100775036.00      | $17775554.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $19457739.85       | Agency Mortgage-Backed Securities |

### Security 205: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C9XV5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1C9XV5_3.80_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $17095152.00       | $15422637.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $361690220.15      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $117700.00         | $97778.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $106051700.00      | $87118004.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 2.8750%  | 0.0000% | $225600.00         | $171795.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $274013100.00      | $144610852.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $201555100.00      | $141720830.57      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $304884807.00      | $275503995.04      | Agency Mortgage-Backed Securities  |

### Security 206: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $24279879.00       | $5161158.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $199972899.00      | $43161294.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $173566837.00      | $43241209.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $45400451.00       | $11436337.95       | Agency Mortgage-Backed Securities |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.9620%  | 0.0000% | $3225701.00        | $2493906.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $99836126.00       | $99509425.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $156630954.00      | $155005290.72      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $952.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $14182.00          | $13895.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $491757.00         | $476529.88         | Agency Mortgage-Backed Securities |

### Security 208: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CGSM5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1CGSM5_3.63_0206
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-04-02      | N/A      | 0.0000% | $700.00            | $695.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-17      | N/A      | 0.0000% | $300.00            | $298.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-28      | N/A      | 0.0000% | $50700.00          | $50273.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $57635600.00       | $40334942.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $361.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $360.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $88800.00          | $86110.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $200000000.00      | $175073104.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $7857900.00        | $7673738.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $267800.00         | $269772.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $13899700.00       | $13937406.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $9598000.00        | $9792498.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $166738000.00      | $171408882.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $296100.00         | $303652.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $117329600.00      | $120370655.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $257174000.00      | $260347076.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $900.00            | $910.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $18588900.00       | $18916843.76       | U.S. Treasuries (including strips) |

### Security 209: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $180813979.00      | $16552646.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $83282713.00       | $42416933.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $305840988.00      | $44030420.86       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJUF1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CJUF1_3.83_0511
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $8924310.00        | $8505994.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1341748.00        | $1390120.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $24632933.00       | $22822463.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $79489.00          | $75815.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2527587.00        | $2583552.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $24883.00          | $17242.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1177500.00        | $1228586.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3678163.00        | $3246033.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3349787.00        | $2711357.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $82041.00          | $75558.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9142284.00        | $9043116.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3502279.00        | $3628976.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2356192.00        | $2456025.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1116476.00        | $1096243.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $3629553.00        | $3511493.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1209457.00        | $1239497.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $708703.00         | $729336.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $609930.00         | $591975.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $5249381.00        | $4273952.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1201750.00        | $1233201.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4001920.00        | $3527645.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $517093.00         | $538709.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9207455.00        | $8090094.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1015000.00        | $1034536.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1292806.00        | $1254661.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $6578683.00        | $6481544.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $6636551.00        | $6748214.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9618302.00        | $9645335.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $12528618.00       | $12729766.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1542196.00        | $1604593.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1265650.00        | $1296419.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1735086.00        | $1771623.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $5457434.00        | $5574344.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $35075976.00       | $35153531.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3881860.00        | $3975764.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1204750.00        | $1230110.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1848998.00        | $1624118.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1780435.00        | $1747606.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1032500.00        | $1062066.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1385377.00        | $1397155.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4909640.00        | $4876907.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $519728.00         | $519601.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $23836356.00       | $23654060.22       | Agency Mortgage-Backed Securities |

### Security 211: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJVH6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CJVH6_3.77_0206
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $2160600.00        | $1519197.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $75569200.00       | $69566373.74       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $66043629.00       | $54687528.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $79265001.00       | $64559013.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $70354714.00       | $52647683.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $225031449.00      | $62475532.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $97385000.00       | $73625922.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $56481183.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $55645372.00       | $48923042.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $78900000.00       | $77675738.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $74571716.00       | $63766746.43       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $731200.00         | $728392.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2027-01-21      | N/A      | 0.0000% | $10899700.00       | $10541939.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-05-12      | N/A      | 0.0000% | $82999200.00       | $82184977.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $3500.00           | $3563.80           | U.S. Treasuries (including strips) |

### Security 212: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1296752.00        | $1338951.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1157033.00        | $1220929.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4784304.00        | $3067569.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1093884.00        | $1016617.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1013764.00        | $1018890.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $15531.00          | $15974.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $536308.00         | $548444.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $19374217.00       | $18829931.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1872126.00        | $1750492.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $2267463.00        | $2291033.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2093547.00        | $2166843.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1153998.00        | $1212691.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $23095865.00       | $22864542.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $67457522.00       | $66548559.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.8120%  | 0.0000% | $9712072.00        | $7420233.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1858185.00        | $1950455.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $3006319.00        | $3147687.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1159751.00        | $1208545.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.8310%  | 0.0000% | $867296.00         | $822187.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.8280%  | 0.0000% | $1343742.00        | $1291824.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.0200%  | 0.0000% | $898945.00         | $831300.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $23385979.00       | $23859834.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $68773637.00       | $68421413.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2132697.00        | $2169934.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1217467.00        | $828459.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5012565.00        | $4701581.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1477413.00        | $1529368.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2606189.00        | $2385606.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1692372.00        | $1648028.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1142493.00        | $1170021.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2590665.00        | $2399534.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1419500.00        | $1453649.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3604264.00        | $3671128.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1098503.00        | $1122426.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1458209.00        | $1498813.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $75261.00          | $75445.86          | Agency Mortgage-Backed Securities |

### Security 213: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CNAQ0_3.77_0206
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $49483000.00       | $47733325.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $50560900.00       | $47923689.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50002000.00       | $49867143.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $8461000.00        | $8699824.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $1081600.00        | $1099523.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50664647.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $50001000.00       | $50748182.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50735101.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50593596.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $49512000.00       | $49935013.85       | U.S. Treasuries (including strips) |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $13535.00          | $13812.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $783416.00         | $764716.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $34741007.00       | $32468640.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $595142.00         | $474216.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $16288425.00       | $16281437.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $33468695.00       | $32414999.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $1011308.00        | $951852.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1098832.00        | $1058137.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $19942240.00       | $18571159.71       | Agency Mortgage-Backed Securities |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.4870%  | 0.0000% | $11292354.00       | $11043413.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1002255.00        | $1048797.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $10481.00          | $9367.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1038072.00        | $1082537.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $307003.00         | $321653.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1458796.00        | $1507706.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1697801.00        | $1737934.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1106836.00        | $876439.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1154752.00        | $1200943.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $32565111.00       | $32463149.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5028050.00        | $3747125.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2347807.00        | $2060723.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $46746378.00       | $42690037.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1221900.00        | $1272097.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1856394.00        | $1937034.32        | Agency Mortgage-Backed Securities |

### Security 216: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1042183.00        | $1093444.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1033450.00        | $1088441.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1013317.00        | $702155.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1058350.00        | $1111471.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1117390.00        | $1165619.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1034250.00        | $1088716.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1216542.00        | $1276283.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1062205.00        | $1111760.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1177095.00        | $1228537.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1450341.00        | $1519720.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $787407.00         | $764228.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $1175008.00        | $1153249.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $1969721.00        | $1866511.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $3669005.00        | $3793268.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.9620%  | 0.0000% | $68737.00          | $53143.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $1830554.00        | $1824563.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $63300365.00       | $62643374.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $979.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $1597.00           | $1547.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $19491731.00       | $19512982.53       | Agency Mortgage-Backed Securities |

### Security 217: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $55338449.00       | $12379615.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $192318296.00      | $44674049.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $283988083.00      | $44273219.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $3285046.00        | $1673115.24        | Agency Mortgage-Backed Securities |

### Security 218: Natixis SA

- **C.1 - Title:** Natixis SA 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D4HQ4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HQ4_3.76_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $16900.00          | $16456.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $1034600.00        | $908643.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 0.5000%  | 0.0000% | $1023200.00        | $1022630.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $34858000.00       | $34773843.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $29757200.00       | $26051610.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $14611900.00       | $12746365.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $286.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $2036000.00        | $2049420.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $2698900.00        | $2753778.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 4.1250%  | 0.0000% | $4999900.00        | $5121355.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 4.6250%  | 0.0000% | $400.00            | $403.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $1000.00           | $1016.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $2441700.00        | $2471933.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $32845000.00       | $33444183.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $797900.00         | $808292.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $400.00            | $415.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-31      | 4.0000%  | 0.0000% | $4999900.00        | $5106954.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $9660800.00        | $9766206.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.5000%  | 0.0000% | $1402400.00        | $1408539.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-30      | 3.7500%  | 0.0000% | $21591100.00       | $21399464.75       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $749.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $22840.00          | $22367.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1023.00           | $1022.21           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $15483600.00       | $15284552.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $300.00            | $291.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $83.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $14301000.00       | $11781725.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $481000.00         | $348467.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $4998500.00        | $2984316.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $14995900.00       | $9546118.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $5619500.00        | $3576604.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $100700.00         | $97984.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $505400.00         | $500891.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |

### Security 219: Natixis SA

- **C.1 - Title:** Natixis SA 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5H99, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D5H99_3.74_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $749.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.4650%  | 0.0000% | $1000.00           | $999.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $979.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1001.23           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-02-12      | N/A      | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2026-02-15      | 6.0000%  | 0.0000% | $300.00            | $308.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $197.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $47806400.00       | $39824776.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $1000.00           | $836.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $176.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $6893300.00        | $6096137.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $600.00            | $389.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $1308100.00        | $1209262.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $4633200.00        | $4581910.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $1600.00           | $1557.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $1500.00           | $1485.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.1250%  | 0.0000% | $21389200.00       | $20939465.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $114428000.00      | $109082755.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $148300.00         | $141717.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $11673000.00       | $11949928.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $399.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $400.00            | $399.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $9888700.00        | $10049418.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-12-31      | 3.8750%  | 0.0000% | $115200.00         | $114651.80         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9N37, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9N37_3.74_0608
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $14096775.00       | $14341618.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.1640%  | 0.0000% | $2626106.00        | $2674345.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $68559956.00       | $64075532.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $19251741.00       | $18781853.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1677711.00        | $1665624.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4539302.00        | $4716760.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2487469.00        | $2309233.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9804991.00        | $9437772.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $11661482.00       | $9342021.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4948862.00        | $4915239.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1179304.00        | $1158189.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $3154025.00        | $3299620.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2277590.00        | $2336163.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1173374.00        | $1144383.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1035020.00        | $1087501.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1923101.00        | $1836016.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $22317206.00       | $22149908.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $25830977.00       | $25406684.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $15375916.00       | $13235875.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $968.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $1982850.00        | $1866277.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1644.00           | $1583.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $58371.00          | $54357.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.5000%  | 0.0000% | $206306.00         | $162466.37         | Agency Mortgage-Backed Securities |

### Security 221: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1228434.00        | $1253594.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $6395718.00        | $6577100.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1273230.00        | $1243708.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1007626.00        | $903118.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1242395.00        | $1289220.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1021700.00        | $1068237.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1054161.00        | $1075582.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1537720.00        | $1500077.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1202708.00        | $1238908.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1285985.00        | $1279961.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1046637.00        | $1076662.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $102860.00         | $106461.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1326395.00        | $1387687.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1333200.00        | $1229097.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2509000.00        | $2591941.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2950.00           | $3100.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $539697.00         | $547619.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1421340.00        | $1506129.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1053319.00        | $1128755.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1131389.00        | $1110052.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1430040.00        | $1468881.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $2532378.00        | $2486224.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.0000%  | 0.0000% | $502169.00         | $479855.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $18468695.00       | $17499048.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $520000.00         | $516667.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $38367276.00       | $38297302.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $11848338.00       | $12182775.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $16876777.00       | $15830788.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.0000%  | 0.0000% | $51255493.00       | $48504010.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $42967983.00       | $42949551.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3582564.00        | $3655155.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1442394.00        | $1198600.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1044033.00        | $752429.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1059050.00        | $1106070.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1098600.00        | $1147092.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1027600.00        | $1073272.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $7992062.00        | $7454487.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $7055778.00        | $5622128.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $6306075.00        | $6026733.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1061400.00        | $724744.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1171339.00        | $1220432.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1536000.00        | $1589935.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1384541.00        | $1453335.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1416800.00        | $1465499.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1487800.00        | $1413400.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1350400.00        | $1412363.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2345180.00        | $2284672.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1037770.00        | $1084202.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1104798.00        | $1180926.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1174774.00        | $1220166.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1256833.00        | $1304428.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5180864.00        | $4776776.93        | Agency Mortgage-Backed Securities |

### Security 222: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBDN9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DBDN9_3.75_0610
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $22540639.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $75533038.00       | $19930479.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $19992250.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $127685135.00      | $8772660.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $20252735.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $22486821.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $19678793.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $22753173.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $20939086.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $264836686.00      | $19711384.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21008907.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $21483535.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $227785877.00      | $19783257.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $22750795.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $21714877.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21213690.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $13367614.00       | $1565465.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22145569.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21249908.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $20506579.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21519390.34       | Agency Mortgage-Backed Securities |

### Security 223: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DCPA2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DCPA2_3.59_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $6321467.00        | $6488656.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1299626.00        | $1201174.43        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-23      | N/A      | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1600.00           | $1339.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $641.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1759.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $977.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $974.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5669601.00        | $5114912.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $402.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $571.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $486792.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $874.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $730.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $983.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $833.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $35131064.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $75114496.00       | $36357046.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2049.00           | $972.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $1201.00           | $598.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1026.00           | $515.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $539.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $24759010.00       | $10379813.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $48320.00          | $24891.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $107633875.00      | $58365817.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $103225498.00      | $57802322.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $453.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $223898861.00      | $123075409.82      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $574.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $53548.00          | $30251.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $869780.00         | $524172.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $320802.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1152.00           | $695.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $419000.00         | $276231.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $566000.00         | $377047.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $27574.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $825.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $18314805.00       | $4011826.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $6868944.00        | $5506205.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $828.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $761.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3592215.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3151958.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $6368.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3165302.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $4894472.00        | $3388459.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5334736.00        | $3469661.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $6613845.00        | $5312832.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $7474682.00        | $5724148.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5985192.00        | $4364050.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $4758363.00        | $3339174.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $830.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3848521.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $5041568.00        | $4399899.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $6736452.00        | $5664170.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $4000.00           | $1888.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $6422082.00        | $5369555.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $4129460.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7653847.00        | $5565979.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $6184646.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $17508686.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $7608196.00        | $6648315.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4246800.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $6469753.00        | $5908136.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4561400.00        | $4699669.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1634855.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3605086.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3320362.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7879765.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $646.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1277957.00        | $1184350.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $4130739.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4254447.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $12780666.00       | $2942033.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $26143428.00       | $5716401.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4383210.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $8173120.00        | $3706608.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $2857426.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $4035087.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11474701.00       | $10135499.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $792.10            | Agency Mortgage-Backed Securities  |

### Security 224: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $187073194.00      | $38337330.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $37046499.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $328639643.00      | $31604680.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36075453.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $38433172.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $218203469.00      | $38069825.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $37498313.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $3794399.00        | $434724.89         | Agency Mortgage-Backed Securities |

### Security 225: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.540000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DLDG2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DLDG2_3.54_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $1436.00           | $24.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $18873.00          | $657.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $42623.00          | $550.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $187889.00         | $2422.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $52201.00          | $882.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $333.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $293508.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1713670.00        | $14691.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $128613.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $494.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1720.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $433561.00         | $263766.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1036.00           | $661.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $614.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2021.00           | $1763.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $146744.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $754.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $10588729.00       | $8146995.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $767.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $834.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $162755.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $836.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $838.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $789.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1008.00           | $878.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $786.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $801.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $14256.00          | $11938.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1692.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $3242851.00        | $2683154.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1868.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $933.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $553.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $909.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $962.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $955.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $921.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $988.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $5888115.00        | $6233696.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $907.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1015.00           | $922.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1048.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $11766165.00       | $12077355.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $475.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $403.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $638.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $655.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $640.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $797.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $1024.00           | $772.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $682.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1108.00           | $926.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-25      | 6.5000%  | 0.0000% | $1024.00           | $885.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $982.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $987.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $34.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $492473.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $87.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $74.59             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $350.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $579.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $523.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $103.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $213.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $519.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $551.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $710.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $763.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $769.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $15616344.00       | $12206681.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.81           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-23      | N/A      | 0.0000% | $1232900.00        | $1223115.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $13301400.00       | $13265967.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $946.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $951.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $84053632.00       | $80063449.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $984.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1120.00           | $1128.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $814.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1280.00           | $1296.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1035.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2059.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1668162.00        | $1692688.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1007.00           | $615.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $815.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $879.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $720.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $574879.00         | $531329.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $918.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $769.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $915.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $949.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $835.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $982.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $994.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1043.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $934.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $963.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $779.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $83141280.00       | $76080772.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $5987611.00        | $2510208.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $55202866.00       | $30911488.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $80590099.00       | $44299731.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $15495395.00       | $1937189.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $599.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1437874.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $11465704.00       | $2755341.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $169.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2177124.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $322.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1933964.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1477628.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $13978278.00       | $1627701.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $12582844.00       | $2003369.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $341.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1441943.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $3891963.00        | $2185380.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $294.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $2373.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $580.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $761709.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $608161.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $306639.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2418327.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $812.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $701.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1041.00           | $750.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2032.00           | $1632.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $705.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $125174.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1029.00           | $809.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1592.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246528.00        | $1860227.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $2125693.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $544880.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $185.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $180.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $13466258.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2168164.00        | $1662176.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1922.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $752.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1632048.00        | $10937.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1018.00           | $5.00              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 5.5000%  | 0.0000% | $10970595.00       | $30610.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $773.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $58.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $15791352.00       | $2291416.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1297384.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2123837.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1866435.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $147646.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3401331.00        | $2476425.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2386266.00        | $1831925.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $19350.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1807822.00        | $1465781.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $555480.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3037716.00        | $1954163.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $803848.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3708745.00        | $2640368.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $525.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $71870.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1727483.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $865379.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $834409.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $554833.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2624320.00        | $1743235.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1005096.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $3751222.00        | $2291003.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $765.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $497532.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $76482.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $87856.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $357789.00         | $301117.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $2622429.00        | $2106358.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $245697.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $191586.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $3424473.00        | $2733051.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $761811.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $1988203.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1938558.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $79169.00          | $70222.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3162565.00        | $2168187.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2637229.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $666834.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1383.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $826.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $872.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $462761.00         | $305686.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $488.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $435.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $544.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $719.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $730.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1836917.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $150366.00         | $94666.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2279970.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $82374.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $806.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 6.0000%  | 0.0000% | $48579.00          | $25104.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $65829.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $427.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.0000%  | 0.0000% | $1000.00           | $57.92             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1850104.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $3573120.00        | $2831954.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $673866.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1434020.00        | $1094988.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $282416.00         | $235641.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1549094.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1024672.00        | $647939.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $88919.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $975.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1694136.00        | $1689825.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1349688.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $626186.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1033565.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $691.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1667854.00        | $1297217.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $553276.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1673262.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $830.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1103750.00        | $1063863.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $813.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $970.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1155939.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1308617.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1908710.00        | $1253569.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1378688.00        | $1422653.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $499314.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $952.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $519.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $13466608.00       | $1084657.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 3.5000%  | 0.0000% | $2995.00           | $57.38             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $456470.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $900.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3075420.00        | $526823.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $719657.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $98.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $268317.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $3014.00           | $225.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $114050.00         | $24838.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $630720.00         | $163979.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $9301.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $126375.00         | $25916.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $458742.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $600010.00         | $170405.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $484624.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $954915.00         | $152800.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1875.00           | $13.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $770314.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $568214.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $948831.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $243244.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1134422.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $461.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $910.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $996.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $6628.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $357765.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $55858.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $356159.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1691.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $130.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1024.00           | $75.77             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $123.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $132.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1112298.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $34192.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.5000%  | 0.0000% | $8572677.00        | $33240.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 2.5000%  | 0.0000% | $29999000.00       | $559441.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $36912.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $47216171.00       | $36018.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $25241.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $6421.00           | $672.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $369.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $254.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $150350.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1294250.00        | $1252968.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $805.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $1029929.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $418432.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 4.5000%  | 0.0000% | $1179598.00        | $1011020.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $339112.00         | $335165.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $897.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287366.00         | $280856.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 3.0000%  | 0.0000% | $1493.00           | $14.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $223.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $42924.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $152.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $50.35             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $598693.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2810.00           | $494.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $110550.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $867.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $803.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $834.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $333.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $666386.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1883512.00        | $1777480.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $760.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $181.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $98.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $627.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $394648.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $554.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $888.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $960.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $563.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $726.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1546.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $854581.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $969.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1586.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $773.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 7.0000%  | 0.0000% | $70574.00          | $46196.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $767.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $510.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $776.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1217560.00        | $892544.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $505.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $112.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1140808.00        | $117814.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $232.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $109817.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $28094.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $728.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $626.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $885.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $699.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $769.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $705.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $100000.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1037882.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $733.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $845.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $861.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $910.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $724.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $900.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $11063434.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $2042047.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1586545.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1580192.00        | $1621095.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1130750.00        | $1161096.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $914.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $745.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2863511.00        | $2906610.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $935.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9102924.00        | $9362916.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $8734369.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2074.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2318300.00        | $2400796.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1060.00           | $1097.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $927.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5438686.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $2988808.00        | $3130338.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2415930.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3448686.00        | $3479059.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $983.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $5066291.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1111284.00        | $1119104.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $955.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $984.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $987.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1546000.00        | $1605253.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $6959872.00        | $6992176.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $2030.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $43003.00          | $9810.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $228.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $99.35             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $257.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $240.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $452.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $426.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $767.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $140.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $310.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $87.59             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $196.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1210754.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $191.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $46598.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $270.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $254.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1781271.00        | $1650798.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $90.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $402169.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $410.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $160444.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $902.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $386.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $28001.00          | $10665.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $417.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $831.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $504.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $587.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1053.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $410298.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $615.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1591845.00        | $1576094.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $851.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1670372.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $3977.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2605028.00        | $2691787.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2000.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1170914.00        | $1176849.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1413843.00        | $1450617.95        | Agency Mortgage-Backed Securities  |

### Security 226: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1DPBQ3_3.73_0206
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $908404.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1684290.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1826115.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1565733.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $37404308.00       | $5780539.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1662027.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22180664.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2746124.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $13979485.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4626692.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4141236.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7860763.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0027%  | 0.0000% | $273858212.00      | $7370372.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9027%  | 0.0000% | $199999998.00      | $4840416.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3521535.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3759163.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25490856.00       | $4997539.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 1.0266%  | 0.0000% | $123000000.00      | $4446267.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7472%  | 0.0000% | $130450000.00      | $7446309.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8548%  | 0.0000% | $119993468.00      | $7847698.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8070%  | 0.0000% | $253401703.00      | $18134180.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8592041.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 5.0000%  | 0.0000% | $2499344.00        | $2473973.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4970%  | 0.0000% | $212000000.00      | $8678861.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4470%  | 0.0000% | $104171184.00      | $4293575.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $29644867.00       | $21291887.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.6970%  | 0.0000% | $71492130.00       | $6564579.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.1970%  | 0.0000% | $145036036.00      | $6821602.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.7970%  | 0.0000% | $50435334.00       | $4911390.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1594303.00        | $1581457.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5970%  | 0.0000% | $130000000.00      | $5781702.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1970%  | 0.0000% | $100000000.00      | $5204008.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0470%  | 0.0000% | $263000000.00      | $8643673.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5587967.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5119208.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $8884445.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2602%  | 0.0000% | $96961925.00       | $4539783.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2602%  | 0.0000% | $190928873.00      | $4731344.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4102%  | 0.0000% | $75209809.00       | $4280701.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $7820040.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6410599.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8176624.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $7709031.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6355308.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $82346955.00       | $7957942.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $62613460.00       | $6525588.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7148105.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9124982.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5102%  | 0.0000% | $126622035.00      | $8349218.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4676788.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $9947251.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4309623.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $192635000.00      | $12092886.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $19100000.00       | $7725967.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $14943681.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055571.00       | $7782846.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6203093.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.8674%  | 0.0000% | $13478000.00       | $1527230.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $5643929.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $4946101.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4284639.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $6721690.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $11635160.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2527%  | 0.0000% | $202044975.00      | $7234397.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $133283250.00      | $9279056.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $119489000.00      | $8531433.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5102%  | 0.0000% | $181212457.00      | $22339643.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.3102%  | 0.0000% | $98555246.00       | $12007595.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2602%  | 0.0000% | $77721551.00       | $8929425.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2602%  | 0.0000% | $110075800.00      | $12711489.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.4970%  | 0.0000% | $378246575.00      | $10003980.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2470%  | 0.0000% | $2000000000.00     | $16962270.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $217700948.00      | $21516032.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7510723.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $118467431.00      | $19442169.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $97135227.00       | $11913388.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5102%  | 0.0000% | $41928822.00       | $5627508.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $4932302.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6640898.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $5232057.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $227000000.00      | $14036959.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6614259.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.4102%  | 0.0000% | $53766308.00       | $4677651.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $46845778.00       | $6552837.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4753770.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1086993.00        | $836932.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4608393.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5470%  | 0.0000% | $200000000.00      | $5994621.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8970%  | 0.0000% | $200000000.00      | $4932840.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.8854%  | 0.0000% | $101861842.00      | $6923471.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8786096.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7718014.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12102249.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6970%  | 0.0000% | $250000000.00      | $10993372.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.2302%  | 0.0000% | $50308129.00       | $4333931.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2602%  | 0.0000% | $87954727.00       | $7865070.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.2602%  | 0.0000% | $97582703.00       | $8559136.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2602%  | 0.0000% | $113975590.00      | $10557067.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2602%  | 0.0000% | $109490422.00      | $9889800.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.2470%  | 0.0000% | $136017000.00      | $5867508.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $30879976.00       | $5052333.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $4953998.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5548347.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2602%  | 0.0000% | $73151725.00       | $6834037.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $107857312.00      | $18745531.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.4970%  | 0.0000% | $80603656.00       | $4988859.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4970%  | 0.0000% | $450000000.00      | $6897296.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.5970%  | 0.0000% | $13088557.00       | $1113816.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.5970%  | 0.0000% | $100000000.00      | $8655890.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.5470%  | 0.0000% | $250000000.00      | $6359912.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5470%  | 0.0000% | $300000000.00      | $5773695.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.2602%  | 0.0000% | $151753785.00      | $13954568.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.7470%  | 0.0000% | $150000000.00      | $7137564.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $43659442.00       | $9324092.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2470%  | 0.0000% | $100000000.00      | $5094043.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2602%  | 0.0000% | $173153683.00      | $17810870.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5602%  | 0.0000% | $54503825.00       | $6109804.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2602%  | 0.0000% | $93915748.00       | $9412330.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2602%  | 0.0000% | $44500075.00       | $4538136.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3170%  | 0.0000% | $84347826.00       | $6613660.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.4970%  | 0.0000% | $268702694.00      | $7827237.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9970%  | 0.0000% | $66820527.00       | $6430153.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.1870%  | 0.0000% | $100000000.00      | $4548280.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3470%  | 0.0000% | $132025496.00      | $4817980.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $6610499.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.6027%  | 0.0000% | $500000000.00      | $5533227.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.5527%  | 0.0000% | $204158666.00      | $6941534.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.1527%  | 0.0000% | $68201552.00       | $4773003.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $45957448.00       | $32098925.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.1027%  | 0.0000% | $136000000.00      | $9003359.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.8527%  | 0.0000% | $28822756.00       | $4634561.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.3527%  | 0.0000% | $140000000.00      | $7186598.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6527%  | 0.0000% | $105485266.00      | $6410402.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4819074.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $432592.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4452957.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4702429.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $939698.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $895831.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $936667.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1088338.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $8537969.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $73551778.00       | $9543105.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $10954979.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7027%  | 0.0000% | $200018224.00      | $5415127.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 2.3027%  | 0.0000% | $139195380.00      | $6157272.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.3027%  | 0.0000% | $251027590.00      | $6001955.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.5527%  | 0.0000% | $241325752.00      | $8690617.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 3.4027%  | 0.0000% | $100000000.00      | $5489377.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 2.1027%  | 0.0000% | $83012302.00       | $6712131.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 3.4027%  | 0.0000% | $54702204.00       | $5926935.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 1.8027%  | 0.0000% | $10987599.00       | $753435.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $107082581.00      | $8431541.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 2.3382%  | 0.0000% | $99019090.00       | $4955107.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1970%  | 0.0000% | $130000000.00      | $3339459.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6970%  | 0.0000% | $100000000.00      | $2312129.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5770%  | 0.0000% | $320000000.00      | $7442832.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2220%  | 0.0000% | $200000000.00      | $12607478.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.1970%  | 0.0000% | $267283678.00      | $22239299.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.5770%  | 0.0000% | $190000000.00      | $7021573.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2470%  | 0.0000% | $210000000.00      | $5168031.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6470%  | 0.0000% | $93000000.00       | $5189910.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.3970%  | 0.0000% | $75000000.00       | $5551955.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.4970%  | 0.0000% | $91390760.00       | $6466375.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.3970%  | 0.0000% | $170000000.00      | $6473526.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2602%  | 0.0000% | $60176659.00       | $6772888.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.3970%  | 0.0000% | $165039690.00      | $6908901.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2170%  | 0.0000% | $1000000000.00     | $9948746.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7470%  | 0.0000% | $170000000.00      | $8981229.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.8970%  | 0.0000% | $136289332.00      | $10574023.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.8970%  | 0.0000% | $43030535.00       | $4758777.47        | Agency Collateralized Mortgage Obligation |

### Security 227: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $118391100.00      | $119587189.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $282121000.00      | $288412890.62      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2ET4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E2ET4_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $553122900.00      | $550211701.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $469177000.00      | $469788373.76      | U.S. Treasuries (including strips) |

### Security 229: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $252449600.00      | $255000065.42      | U.S. Treasuries (including strips) |

### Security 230: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E3ZT9_3.68_0713
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $55149007.00       | $54059033.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $300630.00         | $307286.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1317267.00        | $1026230.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2104879.00        | $2157320.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $2267700.00        | $1665544.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $10190.00          | $8950.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1682735.00        | $957782.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1427500.00        | $1489893.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1517550.00        | $1571962.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1250947.00        | $1229414.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $18271867.00       | $16692851.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $10631500.00       | $10550192.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $48366191.00       | $45592598.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $48040733.00       | $47612076.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $20821270.00       | $21077818.59       | Agency Mortgage-Backed Securities |

### Security 231: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E41M9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1E41M9_3.50_0206
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-05      | N/A      | 0.0000% | $3687500.00        | $3686397.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-12      | N/A      | 0.0000% | $12950600.00       | $12937610.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-26      | N/A      | 0.0000% | $2521800.00        | $2515704.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-05      | N/A      | 0.0000% | $6666000.00        | $6645222.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-01      | N/A      | 0.0000% | $4670200.00        | $4562771.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-26      | N/A      | 0.0000% | $14727400.00       | $14650360.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-02      | N/A      | 0.0000% | $873600.00         | $868431.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-29      | N/A      | 0.0000% | $64600.00          | $62943.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-09      | N/A      | 0.0000% | $720500.00         | $715772.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-30      | N/A      | 0.0000% | $99578600.00       | $98716846.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-11      | N/A      | 0.0000% | $2544300.00        | $2512106.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $685400.00         | $674856.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $6015000.00        | $5906393.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-07      | N/A      | 0.0000% | $13485000.00       | $13399181.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-21      | N/A      | 0.0000% | $469000.00         | $465379.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-28      | N/A      | 0.0000% | $4988700.00        | $4946705.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-05      | N/A      | 0.0000% | $1640000.00        | $1625067.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-30      | N/A      | 0.0000% | $3968900.00        | $3899825.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-19      | N/A      | 0.0000% | $1078800.00        | $1067443.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-26      | N/A      | 0.0000% | $3807500.00        | $3764871.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $400966000.00      | $199558041.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $4389800.00        | $2316723.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $71389000.00       | $46362425.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-10      | N/A      | 0.0000% | $13323600.00       | $13312914.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-24      | N/A      | 0.0000% | $9786000.00        | $9764343.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-03      | N/A      | 0.0000% | $7402200.00        | $7380615.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-11-27      | N/A      | 0.0000% | $17850700.00       | $17346846.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-28      | N/A      | 0.0000% | $1715000.00        | $1695497.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $1694000.00        | $1687871.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-24      | N/A      | 0.0000% | $6258900.00        | $6227342.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-12-24      | N/A      | 0.0000% | $3979800.00        | $3858320.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $4917400.00        | $4851615.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $6192500.00        | $6101036.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-19      | N/A      | 0.0000% | $3068000.00        | $3062765.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-19      | N/A      | 0.0000% | $2643000.00        | $2631032.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-14      | N/A      | 0.0000% | $221000.00         | $218791.99         | U.S. Treasuries (including strips) |

### Security 232: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6Q39, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1E6Q39_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $61153396.00       | $55369071.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $97181287.00       | $73946253.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $240000000.00      | $240665977.12      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $344204911.00      | $318516217.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $409508.00         | $426494.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $53931.00          | $342.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $322073.00         | $1904.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-15      | 6.0000%  | 0.0000% | $150695.00         | $1995.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.5000%  | 0.0000% | $360000.00         | $3059.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $145000.00         | $781.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.0000%  | 0.0000% | $275000.00         | $2609.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $39000.00          | $591.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $142000.00         | $2559.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.5000%  | 0.0000% | $25000.00          | $356.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $66941.00          | $1456.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $100000.00         | $4038.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $50277.00          | $726.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $5158496.00        | $125261.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 5.5000%  | 0.0000% | $2546455.00        | $2311.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 6.0000%  | 0.0000% | $26725.00          | $38.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $50000000.00       | $223901.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 6.0000%  | 0.0000% | $50000.00          | $678.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $18257.00          | $1016.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 6.0000%  | 0.0000% | $25000.00          | $1571.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-15      | 5.5000%  | 0.0000% | $4650000.00        | $57023.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $1380673.00        | $14869.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $1884870.00        | $9380.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $3283697.00        | $72003.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $6086394.00        | $18572.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4561.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 6.0000%  | 0.0000% | $181067.00         | $3626.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $28000.00          | $3175.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $256191307.00      | $29319766.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $7149000.00        | $662375.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $540942525.00      | $88148609.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1195280130.00     | $187299455.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $127478.00         | $100589.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $49945934.00       | $36970384.48       | Agency Mortgage-Backed Securities |

### Security 233: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities 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: ARP1E6S86, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S86_3.78_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2063-06-16      | 0.9660%  | 0.0000% | $300000000.00      | $17379563.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8756%  | 0.0000% | $16300000.00       | $993468.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9491%  | 0.0000% | $252959000.00      | $15705559.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.9875%  | 0.0000% | $15875000.00       | $1030151.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8760%  | 0.0000% | $93704800.00       | $6736093.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10067228.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7463%  | 0.0000% | $237500000.00      | $10918713.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9049%  | 0.0000% | $150000000.00      | $10464750.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8081%  | 0.0000% | $15100000.00       | $786581.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3803%  | 0.0000% | $211332000.00      | $7081540.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3172%  | 0.0000% | $225298000.00      | $6419955.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7010%  | 0.0000% | $125925869.00      | $6738600.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0545%  | 0.0000% | $50000000.00       | $3667807.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5030%  | 0.0000% | $150000000.00      | $9296153.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.5470%  | 0.0000% | $167636224.00      | $1766089.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5370%  | 0.0000% | $50000000.00       | $1771302.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1970%  | 0.0000% | $75000000.00       | $4071831.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $65429.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $28352.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4770%  | 0.0000% | $122266496.00      | $4232586.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1970%  | 0.0000% | $97352704.00       | $5076079.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7970%  | 0.0000% | $2000000000.00     | $25254671.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2970%  | 0.0000% | $123399552.00      | $4149664.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $2920676.00        | $2899073.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8970%  | 0.0000% | $187249664.00      | $13884920.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.9870%  | 0.0000% | $25000000.00       | $472528.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $27826208.00       | $26841913.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2602%  | 0.0000% | $39560000.00       | $665553.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2602%  | 0.0000% | $68614000.00       | $789541.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.4970%  | 0.0000% | $187500000.00      | $18340387.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.0470%  | 0.0000% | $28245344.00       | $526887.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.0000%  | 0.0000% | $1434022.00        | $491050.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2970%  | 0.0000% | $120000000.00      | $7209274.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2602%  | 0.0000% | $25609312.00       | $468642.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $243410.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3102%  | 0.0000% | $35619720.00       | $459758.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $24993792.00       | $10262.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $149999616.00      | $102298.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $104813.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.3402%  | 0.0000% | $64086528.00       | $674908.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $657057.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $99999744.00       | $90017.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2602%  | 0.0000% | $21565152.00       | $480597.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 0.0725%  | 0.0000% | $247779328.00      | $231544.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1273%  | 0.0000% | $149854464.00      | $261041.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3102%  | 0.0000% | $7225312.00        | $128104.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3102%  | 0.0000% | $44539776.00       | $1128904.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1466655.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.1500%  | 0.0000% | $11690240.00       | $27385.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $430306.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $41228.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $771657.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $92400.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $131991.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $3981818.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $25000000.00       | $268757.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4338906.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $13519.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $38007.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $51250000.00       | $4325918.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $263615.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $103997440.00      | $90870.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $50000000.00       | $219321.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11459.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1351302.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.6882%  | 0.0000% | $60000000.00       | $1069339.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1354430.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $233220.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 2.1882%  | 0.0000% | $55000000.00       | $577143.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.2882%  | 0.0000% | $21200000.00       | $275651.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 2.3382%  | 0.0000% | $26615872.00       | $270668.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $553828.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.9382%  | 0.0000% | $37575296.00       | $151545.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9660404.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2576392.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-12-25      | 4.0000%  | 0.0000% | $2952636.00        | $4462175.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.0647%  | 0.0000% | $52985856.00       | $6027.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $306198.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 3.0000%  | 0.0000% | $13799440.00       | $6405703.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $287028.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4669433.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.2882%  | 0.0000% | $33000000.00       | $334411.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.2882%  | 0.0000% | $35357248.00       | $387667.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $3926078.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-08-25      | 0.1382%  | 0.0000% | $100000000.00      | $488792.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7838114.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 2.4382%  | 0.0000% | $55174464.00       | $1190086.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3494%  | 0.0000% | $35132544.00       | $45267.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.2382%  | 0.0000% | $5921000.00        | $198588.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 0.1834%  | 0.0000% | $699016192.00      | $4115191.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 2.2882%  | 0.0000% | $54672000.00       | $1740236.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4737038.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $17842053.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4671440.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11730050.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5564764.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $88718.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 1.3527%  | 0.0000% | $47816704.00       | $329787.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12769.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $14975104.00       | $15512488.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1527%  | 0.0000% | $68632064.00       | $4956897.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 3.3027%  | 0.0000% | $150000000.00      | $16446669.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7645138.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.4027%  | 0.0000% | $155315968.00      | $8502313.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.6027%  | 0.0000% | $47048896.00       | $2722558.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.7027%  | 0.0000% | $120000000.00      | $8565883.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.7782%  | 0.0000% | $37142848.00       | $136434.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1190267.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.6282%  | 0.0000% | $26508896.00       | $230360.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6148768.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.1782%  | 0.0000% | $37174976.00       | $543235.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 2.2782%  | 0.0000% | $131500000.00      | $998969.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $122995.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12030326.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $978511.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | N/A      | 0.0000% | $753845.00         | $203876.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24001071.64       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2702807.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8550572.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1124493.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 2.9030%  | 0.0000% | $532000.00         | $516212.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2722%  | 0.0000% | $39165952.00       | $25974.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $420500.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.7803%  | 0.0000% | $14600000.00       | $1768114.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6231007.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37908480.00       | $30627.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $36183.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4984740.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2819514.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5376837.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $33270.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283004928.00      | $215092.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.8427%  | 0.0000% | $50000000.00       | $1578570.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.6027%  | 0.0000% | $27000000.00       | $506634.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.5000%  | 0.0000% | $10000000.00       | $8827022.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.3027%  | 0.0000% | $40000000.00       | $2143863.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1027%  | 0.0000% | $104634880.00      | $6940609.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.6027%  | 0.0000% | $140000000.00      | $1729555.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $32078.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1527%  | 0.0000% | $50000000.00       | $3544913.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.3027%  | 0.0000% | $45821120.00       | $2061339.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4527%  | 0.0000% | $154768640.00      | $4148676.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $7805960.00        | $7775243.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $9818600.00        | $9365226.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4027%  | 0.0000% | $150202112.00      | $7621095.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.2027%  | 0.0000% | $161878528.00      | $8331693.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.2527%  | 0.0000% | $52993792.00       | $3283922.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.6027%  | 0.0000% | $285000000.00      | $4812442.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5027%  | 0.0000% | $131918848.00      | $4713826.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5027%  | 0.0000% | $50000000.00       | $1746509.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.2527%  | 0.0000% | $141004800.00      | $8616724.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 4.0000%  | 0.0000% | $12542900.00       | $10642508.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.5926%  | 0.0000% | $26114944.00       | $1963242.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 3.1782%  | 0.0000% | $50000000.00       | $102781.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.8182%  | 0.0000% | $102262912.00      | $299124.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $307774.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1052241.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6650%  | 0.0000% | $89997312.00       | $86484.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-16      | 2.6691%  | 0.0000% | $101561000.00      | $111785.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7308%  | 0.0000% | $143884288.00      | $19431.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3602%  | 0.0000% | $33566720.00       | $29236.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6186%  | 0.0000% | $26992640.00       | $12387.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2615368.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28476972.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $19351065.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1724%  | 0.0000% | $85000000.00       | $90841.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $490405.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $349764.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $9455659.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5011050.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 2.3081%  | 0.0000% | $25000000.00       | $235670.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6935%  | 0.0000% | $6855000.00        | $27795.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2557%  | 0.0000% | $114393088.00      | $101322.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.7581%  | 0.0000% | $35091584.00       | $169893.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.4402%  | 0.0000% | $37714240.00       | $241622.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2509%  | 0.0000% | $94216448.00       | $385704.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.9102%  | 0.0000% | $17901696.00       | $109955.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 5.5000%  | 0.0000% | $33163136.00       | $251534.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 2.0860%  | 0.0000% | $17885152.00       | $65687.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7277%  | 0.0000% | $200046000.00      | $1945761.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6108%  | 0.0000% | $205095424.00      | $699611.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3179%  | 0.0000% | $104944000.00      | $209134.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $469330.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $610721.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $911907.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3486%  | 0.0000% | $149111000.00      | $583115.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7660%  | 0.0000% | $150000000.00      | $2165536.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6305%  | 0.0000% | $119626240.00      | $1050717.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6246%  | 0.0000% | $65773696.00       | $372550.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9884%  | 0.0000% | $104827008.00      | $1300278.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7419%  | 0.0000% | $170005504.00      | $2525434.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.0860%  | 0.0000% | $17548832.00       | $152679.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1128%  | 0.0000% | $22085603.00       | $5402.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1410555.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $611291.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $577948.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.4102%  | 0.0000% | $999995.00         | $29207.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4864%  | 0.0000% | $58010112.00       | $980899.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5373%  | 0.0000% | $118446336.00      | $1481920.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4253%  | 0.0000% | $100152704.00      | $1362668.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2461%  | 0.0000% | $195172352.00      | $1460229.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.3875%  | 0.0000% | $17346912.00       | $125064.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7277%  | 0.0000% | $110000000.00      | $1746213.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3853441.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5817%  | 0.0000% | $80012800.00       | $1450763.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8865%  | 0.0000% | $8500000.00        | $296158.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5837%  | 0.0000% | $113438000.00      | $3718540.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7880%  | 0.0000% | $44516000.00       | $1246361.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2016%  | 0.0000% | $63829952.00       | $2691612.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $11697986.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8350%  | 0.0000% | $11800000.00       | $532674.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1382842.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9866%  | 0.0000% | $13500000.00       | $846034.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9693%  | 0.0000% | $14450000.00       | $835261.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1447%  | 0.0000% | $12700000.00       | $746029.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8732%  | 0.0000% | $450000000.00      | $22800734.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.0860%  | 0.0000% | $15679616.00       | $280808.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $628310.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.4602%  | 0.0000% | $77205000.00       | $787174.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 2.2602%  | 0.0000% | $61600000.00       | $655857.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $990045.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $78887.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3356119.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $96068.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12288595.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.6970%  | 0.0000% | $2000000.00        | $28557.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3102%  | 0.0000% | $54609408.00       | $3859387.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 2.5970%  | 0.0000% | $6617256.00        | $534396.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.0970%  | 0.0000% | $123290368.00      | $176235.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $188782.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $134886.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7970%  | 0.0000% | $400000000.00      | $6112212.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.6970%  | 0.0000% | $30000000.00       | $496761.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.2470%  | 0.0000% | $100000000.00      | $1916087.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4470%  | 0.0000% | $100000000.00      | $997426.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.9970%  | 0.0000% | $89176832.00       | $4503849.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 5.1530%  | 0.0000% | $30000000.00       | $6267706.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6970%  | 0.0000% | $27777760.00       | $863515.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1470%  | 0.0000% | $25000000.00       | $835955.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0970%  | 0.0000% | $50466480.00       | $2589384.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3470%  | 0.0000% | $50209152.00       | $1117164.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.5470%  | 0.0000% | $138083584.00      | $1369053.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $537121.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3970%  | 0.0000% | $30749952.00       | $1427994.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $6939777.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.3470%  | 0.0000% | $53190912.00       | $1685261.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $458795.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.4970%  | 0.0000% | $70000000.00       | $5737173.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.5970%  | 0.0000% | $35000000.00       | $636174.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.9470%  | 0.0000% | $50000000.00       | $3796206.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 2.2282%  | 0.0000% | $15546760.00       | $334957.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-09-25      | 0.7261%  | 0.0000% | $289225000.00      | $1140096.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $214921.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.2882%  | 0.0000% | $98595840.00       | $2972643.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $30316.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $697142.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $177637.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | N/A      | 0.0000% | $102621568.00      | $43758041.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $469081.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.7752%  | 0.0000% | $8022000.00        | $157255.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.4970%  | 0.0000% | $25955520.00       | $2009668.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.4470%  | 0.0000% | $45370112.00       | $1415493.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6170%  | 0.0000% | $100000000.00      | $1588265.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.5470%  | 0.0000% | $81793536.00       | $4628896.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9470%  | 0.0000% | $50000000.00       | $1003734.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9470%  | 0.0000% | $282167296.00      | $5528106.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 2.1970%  | 0.0000% | $120000000.00      | $1947233.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.5970%  | 0.0000% | $32500000.00       | $529336.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9470%  | 0.0000% | $57307584.00       | $2776969.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $373813.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $12100192.00       | $2034015.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0970%  | 0.0000% | $76260080.00       | $3487699.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5970%  | 0.0000% | $82806528.00       | $1822469.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.2970%  | 0.0000% | $37044800.00       | $281598.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2470%  | 0.0000% | $83339136.00       | $3767156.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6970%  | 0.0000% | $53773952.00       | $1482890.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.0470%  | 0.0000% | $149632000.00      | $2139231.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.9970%  | 0.0000% | $150000000.00      | $4084373.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3470%  | 0.0000% | $100000000.00      | $2232193.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.4470%  | 0.0000% | $44680080.00       | $1776072.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $49046063.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.3970%  | 0.0000% | $50670000.00       | $1685177.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.7470%  | 0.0000% | $65611008.00       | $1500255.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5470%  | 0.0000% | $40000000.00       | $762245.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5470%  | 0.0000% | $50000000.00       | $952806.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $99999744.00       | $88519.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2970%  | 0.0000% | $67652480.00       | $3365041.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5470%  | 0.0000% | $75000000.00       | $1218136.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6470%  | 0.0000% | $139664128.00      | $3440401.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $993547.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.7970%  | 0.0000% | $116666624.00      | $1504184.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.6470%  | 0.0000% | $156250000.00      | $1750493.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $44000000.00       | $44236069.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4030%  | 0.0000% | $9130600.00        | $7050196.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.5970%  | 0.0000% | $325000000.00      | $3313247.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.2970%  | 0.0000% | $157753856.00      | $7445704.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9970%  | 0.0000% | $137500000.00      | $7747338.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.4970%  | 0.0000% | $71039104.00       | $7079932.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 3.0000%  | 0.0000% | $6435992.00        | $4465076.72        | Agency Collateralized Mortgage Obligation |

### Security 234: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP1E6S94, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S94_3.69_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-04-20      | 2.4470%  | 0.0000% | $252487657.00      | $11538805.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3970%  | 0.0000% | $50280896.00       | $1597125.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.3770%  | 0.0000% | $100000000.00      | $2771035.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3970%  | 0.0000% | $20000000.00       | $1130262.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $99999744.00       | $45196.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2970%  | 0.0000% | $30000000.00       | $895708.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $99999744.00       | $88519.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.4970%  | 0.0000% | $200000000.00      | $8058693.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.7970%  | 0.0000% | $200000000.00      | $2216927.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.4970%  | 0.0000% | $50000000.00       | $1809684.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6970%  | 0.0000% | $63235968.00       | $3777182.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.2470%  | 0.0000% | $109452960.00      | $4527247.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2470%  | 0.0000% | $67507456.00       | $3230275.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5970%  | 0.0000% | $100000000.00      | $3451990.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.3470%  | 0.0000% | $175000000.00      | $14520972.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4470%  | 0.0000% | $157692160.00      | $4237958.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2970%  | 0.0000% | $200000000.00      | $11686095.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 4.7500%  | 0.0000% | $4304192.00        | $2428202.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.4470%  | 0.0000% | $102214400.00      | $4709496.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4330375.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.2382%  | 0.0000% | $18620928.00       | $484959.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.2382%  | 0.0000% | $14787744.00       | $433188.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4799%  | 0.0000% | $108516096.00      | $305926.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $835204.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $67012.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1567888.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $260106.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9527%  | 0.0000% | $61672480.00       | $2125464.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5528750.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $28426.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 3.4027%  | 0.0000% | $87986880.00       | $3424964.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2058951.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5027%  | 0.0000% | $50000000.00       | $861917.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $17864608.00       | $13818942.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7027%  | 0.0000% | $80910336.00       | $3859758.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $38732.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $5082336.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $55638884.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.0364%  | 0.0000% | $440751000.00      | $1538661.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.2027%  | 0.0000% | $78196000.00       | $5792820.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 2.2027%  | 0.0000% | $106385408.00      | $5070422.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.2527%  | 0.0000% | $50000000.00       | $2916726.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3257017.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 3.5000%  | 0.0000% | $1500000.00        | $183643.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.7782%  | 0.0000% | $48358400.00       | $1187190.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.6782%  | 0.0000% | $105159424.00      | $998865.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1472599.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6346652.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $185499.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 2.1782%  | 0.0000% | $108854272.00      | $1289189.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3112240.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 2.2782%  | 0.0000% | $187089664.00      | $2543318.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.0754%  | 0.0000% | $25142000.00       | $298868.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.0786%  | 0.0000% | $24839000.00       | $537824.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1946539.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4328554.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6511%  | 0.0000% | $9230000.00        | $1049419.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3585745.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.0418%  | 0.0000% | $14642000.00       | $540140.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5280924.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1104185.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $5968.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 2.1782%  | 0.0000% | $74866304.00       | $1868208.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1384541.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $290484.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $116893.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $85668.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12496896.00       | $8693.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1165693.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $321867.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1742017.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7375%  | 0.0000% | $10891000.00       | $927936.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3774729.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7811991.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3804%  | 0.0000% | $20180000.00       | $4748891.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7213935.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $1263000.00        | $718226.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3027%  | 0.0000% | $50000000.00       | $1060714.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.2527%  | 0.0000% | $70000000.00       | $1873949.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $13132.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2027%  | 0.0000% | $55000000.00       | $1458234.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.0527%  | 0.0000% | $30000000.00       | $749183.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8027%  | 0.0000% | $58676000.00       | $2142345.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7527%  | 0.0000% | $50000000.00       | $1495638.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2027%  | 0.0000% | $50000000.00       | $1233123.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4027%  | 0.0000% | $75854080.00       | $2927150.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.5027%  | 0.0000% | $68734080.00       | $1979160.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.4527%  | 0.0000% | $2000000.00        | $32571.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.8027%  | 0.0000% | $35603008.00       | $1868011.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1049812.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5027%  | 0.0000% | $82000000.00       | $2450881.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0027%  | 0.0000% | $75000000.00       | $1170101.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 2.1527%  | 0.0000% | $44721344.00       | $3038472.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.4527%  | 0.0000% | $94243840.00       | $2215021.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158957568.00      | $127518.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1224085.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1727%  | 0.0000% | $125238912.00      | $9109186.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5027%  | 0.0000% | $41250000.00       | $452692.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094221824.00     | $157128.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.3527%  | 0.0000% | $160028928.00      | $8176302.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $4592816.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.6027%  | 0.0000% | $187500000.00      | $2884963.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.1027%  | 0.0000% | $28636512.00       | $784951.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6527%  | 0.0000% | $73228160.00       | $4181002.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.5000%  | 0.0000% | $31853696.00       | $29250790.09       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.1027%  | 0.0000% | $180000000.00      | $8198489.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.3765%  | 0.0000% | $230400.00         | $19569.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $126211.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $208296.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.7382%  | 0.0000% | $330000000.00      | $920984.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $199465.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.6882%  | 0.0000% | $53751808.00       | $39506.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0181%  | 0.0000% | $94000000.00       | $456632.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3490%  | 0.0000% | $470220800.00      | $48269.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 3.0102%  | 0.0000% | $43565056.00       | $18209.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $186211.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7028363.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5219143.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0907%  | 0.0000% | $320471040.00      | $30522.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3787204.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3908242.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15250266.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-16      | 2.3081%  | 0.0000% | $9535168.00        | $126509.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.3102%  | 0.0000% | $13613296.00       | $79445.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21845568.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.8081%  | 0.0000% | $20000000.00       | $719216.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $7298.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 2.3581%  | 0.0000% | $22530784.00       | $113622.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3467%  | 0.0000% | $198667008.00      | $672063.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9321322.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3568%  | 0.0000% | $139558912.00      | $92515.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1499%  | 0.0000% | $101285888.00      | $46520.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2178%  | 0.0000% | $125943808.00      | $61188.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $249003.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $65159000.00       | $152079.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4072%  | 0.0000% | $112581376.00      | $191380.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5187%  | 0.0000% | $106105472.00      | $159716.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $7492200.00        | $9770037.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.4081%  | 0.0000% | $315000000.00      | $2382519.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.9693%  | 0.0000% | $22894640.00       | $73824.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.9102%  | 0.0000% | $54851264.00       | $538074.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 2.0860%  | 0.0000% | $16006048.00       | $74799.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 2.4102%  | 0.0000% | $29461760.00       | $227794.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $521336.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $6488.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.8102%  | 0.0000% | $27887040.00       | $142528.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.8470%  | 0.0000% | $81741952.00       | $6829193.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6605052.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2970%  | 0.0000% | $50000000.00       | $3309582.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6970%  | 0.0000% | $59192448.00       | $3388506.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1320058.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 2.2581%  | 0.0000% | $6702112.00        | $445200.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $24017.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3658%  | 0.0000% | $30793376.00       | $91054.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2102%  | 0.0000% | $17410848.00       | $399964.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4102%  | 0.0000% | $107000000.00      | $6378112.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $30557568.00       | $30849.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $211375.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2052%  | 0.0000% | $16952032.00       | $45014.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $14209.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $41515456.00       | $350024.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $63717888.00       | $185038.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $26956864.00       | $210704.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $273872.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $765962.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | N/A      | 0.0000% | $58333312.00       | $178901.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5602%  | 0.0000% | $3524000.00        | $306598.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51306496.00       | $20450.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5102%  | 0.0000% | $10440192.00       | $922727.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $493235.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $38102.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $223108.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 2.0860%  | 0.0000% | $16748032.00       | $94644.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7740%  | 0.0000% | $139356672.00      | $1814191.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.0860%  | 0.0000% | $17141696.00       | $98419.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.8502%  | 0.0000% | $30193344.00       | $305466.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.0860%  | 0.0000% | $17474880.00       | $129980.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1664013.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.3102%  | 0.0000% | $23156720.00       | $773427.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $504672.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5438%  | 0.0000% | $89989504.00       | $1340967.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5676%  | 0.0000% | $134004992.00      | $1844020.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3758%  | 0.0000% | $113007488.00      | $850258.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2640%  | 0.0000% | $161174528.00      | $998458.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1755492.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1323453.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8717%  | 0.0000% | $245000000.00      | $11476665.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8043%  | 0.0000% | $312500000.00      | $12899875.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8744%  | 0.0000% | $662500000.00      | $35675162.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8802%  | 0.0000% | $450000000.00      | $23043342.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9142%  | 0.0000% | $475000000.00      | $23992608.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5047180.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3610%  | 0.0000% | $5661290.00        | $6524.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.8602%  | 0.0000% | $60000000.00       | $382475.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 2.4602%  | 0.0000% | $14500000.00       | $295763.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $1530000.00        | $1825663.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4102%  | 0.0000% | $10613104.00       | $169830.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4102%  | 0.0000% | $11563344.00       | $171239.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4102%  | 0.0000% | $47757504.00       | $862496.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1588%  | 0.0000% | $17314528.00       | $19004.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9829%  | 0.0000% | $267966000.00      | $16939287.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14518729.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5560%  | 0.0000% | $125000000.00      | $5284798.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4324%  | 0.0000% | $175000000.00      | $6117937.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9792%  | 0.0000% | $180000000.00      | $11458552.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4502%  | 0.0000% | $150000000.00      | $6945794.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4998%  | 0.0000% | $225000000.00      | $9726233.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7171%  | 0.0000% | $200000000.00      | $10883803.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3305%  | 0.0000% | $150000000.00      | $6102833.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.3970%  | 0.0000% | $141803264.00      | $3782907.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7470%  | 0.0000% | $103511040.00      | $3294944.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6170%  | 0.0000% | $105000000.00      | $1188639.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0800%  | 0.0000% | $5000000.00        | $5213.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1970%  | 0.0000% | $30000000.00       | $1045409.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4970%  | 0.0000% | $100000000.00      | $3611598.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0970%  | 0.0000% | $41441984.00       | $2145535.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.5970%  | 0.0000% | $650000000.00      | $7439125.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7770%  | 0.0000% | $100000000.00      | $1315110.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4670%  | 0.0000% | $174949120.00      | $7304494.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4670%  | 0.0000% | $140050688.00      | $4822242.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4970%  | 0.0000% | $65000000.00       | $2399613.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.5970%  | 0.0000% | $390000000.00      | $4460549.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.1970%  | 0.0000% | $122428928.00      | $4940516.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.4470%  | 0.0000% | $126272896.00      | $11123231.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5470%  | 0.0000% | $139000000.00      | $6857686.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $9860004.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3102%  | 0.0000% | $9801000.00        | $199484.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295640.00       | $7809.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1851680.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $32497453.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $15000000.00       | $232792.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $32996109.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $882173.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 2.1382%  | 0.0000% | $54729152.00       | $378562.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.6882%  | 0.0000% | $74642304.00       | $1217489.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.6882%  | 0.0000% | $119725312.00      | $776155.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $5537032.00        | $4636367.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $493908.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.9970%  | 0.0000% | $166000000.00      | $4885355.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2081983.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1297613.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2970%  | 0.0000% | $129552640.00      | $6966392.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $379911.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $66185.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $806191.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $35845.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $49999872.00       | $35836.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $38044928.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.3470%  | 0.0000% | $50000000.00       | $2888473.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $53074624.00       | $331717.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $152544.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $42480.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $9000000.00        | $10114420.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $618219.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $628358.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $704374.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1539130.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7970%  | 0.0000% | $100000000.00      | $1527865.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.4970%  | 0.0000% | $55087872.00       | $5267302.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147320832.00      | $137929.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $12262.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.9970%  | 0.0000% | $34801088.00       | $1973452.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $128999424.00      | $122837.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7669%  | 0.0000% | $100000000.00      | $6281520.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10763449.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $37584.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $37101.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.9970%  | 0.0000% | $40000000.00       | $522011.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.2970%  | 0.0000% | $50000000.00       | $3111388.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $60292.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.2970%  | 0.0000% | $32781440.00       | $923604.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.4470%  | 0.0000% | $30870944.00       | $1313724.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8470%  | 0.0000% | $19628010.00       | $698668.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8970%  | 0.0000% | $91762048.00       | $1216670.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2970%  | 0.0000% | $190106880.00      | $4602565.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.1970%  | 0.0000% | $120000000.00      | $4982117.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.8470%  | 0.0000% | $30000000.00       | $1029469.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6470%  | 0.0000% | $100000000.00      | $3296855.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2470%  | 0.0000% | $20000000.00       | $320340.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $121889.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.5970%  | 0.0000% | $50000000.00       | $1531538.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0970%  | 0.0000% | $200000000.00      | $5205290.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6470%  | 0.0000% | $220000000.00      | $2350728.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 1.2970%  | 0.0000% | $53622208.00       | $784836.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2470%  | 0.0000% | $469099520.00      | $22790280.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6470%  | 0.0000% | $133425000.00      | $5222230.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $2839909.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7770%  | 0.0000% | $98816640.00       | $4084300.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3470%  | 0.0000% | $102250624.00      | $3126619.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2970%  | 0.0000% | $49828352.00       | $2393555.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6970%  | 0.0000% | $146310912.00      | $5794118.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3470%  | 0.0000% | $20000000.00       | $571294.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $582579.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.3470%  | 0.0000% | $40000000.00       | $1324186.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.2470%  | 0.0000% | $50000000.00       | $1471982.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.9170%  | 0.0000% | $75000000.00       | $2580123.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | N/A      | 0.0000% | $59862656.00       | $3624119.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 2.1882%  | 0.0000% | $52222912.00       | $295138.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.2882%  | 0.0000% | $21600000.00       | $242065.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2235282.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 0.9882%  | 0.0000% | $28571424.00       | $113027.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62488576.00       | $13858.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $108571.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 2.1882%  | 0.0000% | $18511264.00       | $114809.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $20311.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.7882%  | 0.0000% | $21854240.00       | $163226.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $161267.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $5734.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.2882%  | 0.0000% | $76362880.00       | $1302303.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $995253.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 2.3882%  | 0.0000% | $47510144.00       | $1134801.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.3882%  | 0.0000% | $93654400.00       | $1488539.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3332668.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 0.3164%  | 0.0000% | $12314272.00       | $13281.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $836556.77         | Agency Collateralized Mortgage Obligation |

### Security 235: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6SA1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6SA1_3.65_0206
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** 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.         | 2049-01-01      | 5.0000%  | 0.0000% | $1745000.00        | $276598.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.0000%  | 0.0000% | $7722808.00        | $5443801.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1110000.00        | $636607.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $238709.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $2500000.00        | $1048066.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1142634.00        | $1200374.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $48500352.00       | $49432754.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 3.0000%  | 0.0000% | $27885216.00       | $26622690.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $23278944.00       | $23493989.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1779916.00        | $1806571.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $10079280.00       | $10370423.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $9184672.00        | $9276727.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $91777.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $543928.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $609734656.00      | $302668563.03      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $84133.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $310629.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.5000%  | 0.0000% | $1316130.00        | $1332417.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $901955.00         | $928273.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1159061.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 6.5000%  | 0.0000% | $146914701.00      | $180337.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $828446.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 6.5000%  | 0.0000% | $5904641.00        | $394780.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $151802.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $665711.00         | $115828.98         | Agency Mortgage-Backed Securities |

### Security 236: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6WU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E6WU2_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $36917367.00       | $13224797.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $57905383.00       | $20437820.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $28875206.00       | $10081489.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $83085667.00       | $28570585.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $20989708.00       | $7144749.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $95204900.00       | $31940006.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $16715000.00       | $5542694.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $121657514.00      | $39844782.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $53780500.00       | $17379706.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $39767600.00       | $12698470.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $17373600.00       | $5473674.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $60282423.00       | $18725287.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $57736800.00       | $17730105.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $29604057.00       | $8966565.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $3929200.00        | $1176044.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $12619289.00       | $3725617.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $12374667.00       | $3607116.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $29782350.00       | $8572075.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $10879100.00       | $3088500.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $13122200.00       | $3681931.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $35595798.00       | $9863987.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $33274300.00       | $9118655.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $84122000.00       | $20344316.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $49227000.00       | $11914903.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $81697990.00       | $19582354.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $24071508.00       | $5718764.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $32109270.00       | $7591369.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $15197000.00       | $3547405.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $100.00            | $40.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $400.00            | $158.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1176000.00        | $460960.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $3419300.00        | $1324428.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $422200.00         | $161168.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1805000.00        | $680295.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $12126800.00       | $4508016.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $2272100.00        | $833731.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $4330700.00        | $1567826.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $3418800.00        | $1221619.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $2113000.00        | $744445.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $10167400.00       | $3486126.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $24128100.00       | $8166276.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $990200.00         | $330498.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $6147700.00        | $2025470.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $373600.00         | $121520.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $1879300.00        | $603482.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $1283300.00        | $406559.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $5376900.00        | $1682894.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $1953800.00        | $603905.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $9818600.00        | $2994447.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $330000.00         | $99394.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $19338000.00       | $5809947.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $241353800.00      | $71039353.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1484000.00        | $430446.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $4251800.00        | $1201652.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $28911800.00       | $8077465.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $1615100.00        | $445950.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $4702400.00        | $1282706.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $2784100.00        | $750537.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $13987500.00       | $3725444.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $3337900.00        | $883658.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $146380600.00      | $38192162.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $2923100.00        | $754165.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $32272200.00       | $8251356.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $3843200.00        | $975707.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $165246700.00      | $41349186.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $15255200.00       | $3790047.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $45989500.00       | $11251515.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $7998000.00        | $1936843.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $188423300.00      | $45159789.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $260000.00         | $61729.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $658366500.00      | $154766163.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $13311200.00       | $3599601.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $30448766.00       | $8146201.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $43748500.00       | $11542298.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $23224700.00       | $6061089.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $13074500.00       | $3372828.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $110396667.00      | $28182061.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $24475225.00       | $6177302.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $180848000.00      | $45157745.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $91202000.00       | $22564286.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $81424000.00       | $19861267.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $62288665.00       | $23510420.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $57.00             | $22.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $23724.00          | $9066.79           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $72137667.00       | $26824247.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $22655000.00       | $8317624.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $69600700.00       | $25221066.46       | U.S. Treasuries (including strips) |

### Security 237: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EAG49, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EAG49_3.70_0715
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5388925.00        | $5737195.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4180420.00        | $4386233.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $18649712.00       | $18502462.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $5176584.00        | $5226871.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $73885456.00       | $69604698.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $25351565.00       | $25600805.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $949166.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1021.00           | $1046.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $734.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $6755530.00        | $6995565.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $63136.00          | $35935.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1203457.00        | $1233253.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1338619.00        | $1379982.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1356824.00        | $1145698.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $802995.00         | $845085.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 7.0000%  | 0.0000% | $1394877.00        | $1496537.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1423111.00        | $1488510.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1088038.00        | $1143601.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1273150.00        | $1318918.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1419086.00        | $1456122.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $2521070.00        | $2409090.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $579991.00         | $621016.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1068697.00        | $1073594.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1970000.00        | $1924008.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1308861.00        | $1233803.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $11730457.00       | $11824080.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $8704620.00        | $8658624.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $24400490.00       | $23649481.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $29764317.00       | $28410327.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $31495798.00       | $29147546.32       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EBT84, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EBT84_3.70_0716
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2592725.00        | $2715802.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $90179863.00       | $82354652.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $791.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $2041.00           | $2034.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $93747.00          | $69864.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2732844.00        | $2398679.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1497681.00        | $1445713.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2361726.00        | $2429156.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2933044.00        | $2999417.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $6040941.00        | $5871231.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2936510.00        | $2712657.30        | Agency Mortgage-Backed Securities |

### Security 239: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH51_3.67_0206
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2052-11-15      | 4.0000%  | 0.0000% | $105545600.00      | $92537927.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $5700.00           | $5412.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $86992000.00       | $103107378.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $53492800.00       | $56465053.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2036-01-15      | 1.8750%  | 0.0000% | $2886400.00        | $2879356.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $14313.13          | $4872.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $0.95              | $0.23              | U.S. Treasuries (including strips) |

### Security 240: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH69_3.61_0206
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $6100.00           | $2562.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $252314400.00      | $254997465.56      | U.S. Treasuries (including strips) |

### Security 241: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EDSY4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1EDSY4_3.53_0206
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 5.5000%  | 0.0000% | $1000.00           | $4.24              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $103.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $116.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $232.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $674.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $759.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $767.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $726.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $739.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $916.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1043.00           | $915.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $303.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $956.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $295.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $760.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $623.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $10998000.00       | $8119744.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $180.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $20158656.00       | $12693546.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1342096.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1956928.00        | $1701093.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $878.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $624.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1828.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.4700%  | 0.0000% | $2170.00           | $1585.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $343.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $789.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1334488.00        | $1154992.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $884.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $972.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $970.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $971.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3301128.00        | $2653903.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1056.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2273555.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $5445129.00        | $5531733.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $51244.00          | $52301.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2858800.00        | $2911940.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $11710379.00       | $11930794.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $1095887.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2692450.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2175283.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $1992706.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $988.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1905568.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $186.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $90.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1678461.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 1.8200%  | 0.0000% | $3281500.00        | $2323873.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $807.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $738.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $954.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10100483.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 4.4100%  | 0.0000% | $9322000.00        | $9348162.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $59737020.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.5000%  | 0.0000% | $1297825.00        | $80265.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $726.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1387309.00        | $1033589.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $793.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1008.00           | $813.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $32589204.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 3.0000%  | 0.0000% | $2943520.00        | $2647721.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $714.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $682.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $701.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $615.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $334.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $374.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $825.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 6.0000%  | 0.0000% | $1000.00           | $24.25             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $931.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $835.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $861.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $870.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $888.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $934.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $934.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $1008.00           | $864.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $779.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $900.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $906.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1006.00           | $991.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1044.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17082627.00       | $15654391.65       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2218.00           | $2343.73           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $19163100.00       | $19512433.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $59210400.00       | $48770357.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $284414800.00      | $287026673.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-15      | 4.3750%  | 0.0000% | $4150000.00        | $4206194.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $240713000.00      | $243159075.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $1230434000.00     | $1243738459.30     | U.S. Treasuries (including strips) |

### Security 242: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH371, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1EH371_3.67_0206
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1639580.00        | $1659985.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2296140.00        | $2312024.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 4.0000%  | 0.0000% | $1205242.00        | $1153155.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1059428.00        | $1093834.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1624156.00        | $1697014.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4379056.00        | $4490136.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1649922.00        | $1683101.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1390850.00        | $1454508.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $7001688.00        | $7054013.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $5000.00           | $1302.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $23407529.00       | $41190.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.0000%  | 0.0000% | $25041.00          | $361.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $598.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $2000.00           | $1632.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $14700420.00       | $14272721.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $3368016.00        | $63473.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $7056112.00        | $7035619.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4582192.00        | $4733996.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $6369192.00        | $6414055.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $7885160.00        | $7862259.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3766552.00        | $3866680.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $6947530.00        | $7288987.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1053464.00        | $1106778.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2061484.00        | $2085879.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3573456.00        | $3615743.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2281992.00        | $2394143.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $589870080.00      | $599900044.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $570550.00         | $472141.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $137517.00         | $135434.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $311274.00         | $310620.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $935473.00         | $954327.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 6.0000%  | 0.0000% | $200000.00         | $8522.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $6893120.00        | $625880.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $4825000.00        | $501050.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.5000%  | 0.0000% | $3465070.00        | $311336.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $1000.00           | $115.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $25069.00          | $2959.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $193998.00         | $13502.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $782066.00         | $388212.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $999942.00         | $310235.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $2000.00           | $1428.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $2839920.00        | $1408066.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $970000.00         | $608696.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $61104896.00       | $46528748.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $100000000.00      | $77980108.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1001.00           | $697.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $83924000.00       | $34967655.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $17600.00          | $14706.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $9304176.00        | $8180299.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $189802.00         | $130945.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $92176.00          | $73404.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.0000%  | 0.0000% | $139023.00         | $97399.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $80657.00          | $49739.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $535777.00         | $434215.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $241629.00         | $157041.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $3405888.00        | $961606.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $33248.00          | $9307.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $621493.00         | $230684.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.0000%  | 0.0000% | $9515120.00        | $1508966.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $836.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-15      | 2.8700%  | 0.0000% | $1000.00           | $851.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1117300.00        | $576091.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.5300%  | 0.0000% | $1000.00           | $1031.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $708094.00         | $736972.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $475588.00         | $170864.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $73356.00          | $76565.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $245646.00         | $252510.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $380070.00         | $397322.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $313558.00         | $333347.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 3.0000%  | 0.0000% | $227164.00         | $202781.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2071.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2060448.00        | $2154399.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $1796232.00        | $1852822.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4031.00           | $4205.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $23753152.00       | $24536361.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4022560.00        | $4155624.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2853824.00        | $2845533.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $7040000.00        | $7235986.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1474616.00        | $1540628.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 5.3690%  | 0.0000% | $3531528.00        | $3913599.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5309056.00        | $5370671.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3220%  | 0.0000% | $3124008.00        | $3452091.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3845892.00        | $4023555.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1228766.00        | $1286916.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-15      | 5.5500%  | 0.0000% | $3218296.00        | $3353705.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2300%  | 0.0000% | $8162544.00        | $8339874.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.5700%  | 0.0000% | $3337016.00        | $3238082.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $910838.00         | $938241.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1000%  | 0.0000% | $13966192.00       | $14205639.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $889452.00         | $911107.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3092172.00        | $3152583.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $7277784.00        | $7319735.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 5.5000%  | 0.0000% | $3705828.00        | $3673953.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 5.2720%  | 0.0000% | $24698624.00       | $27092560.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1019594.00        | $1058037.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1234328.00        | $1298231.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $269446.00         | $271023.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1566626.00        | $1575780.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1250460.00        | $1310875.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $10105240.00       | $10426555.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1362030.00        | $1399272.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2801000.00        | $2836268.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1566388.00        | $1641539.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1529172.00        | $1524729.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1811310.00        | $1829516.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3313464.00        | $3336803.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3456860.00        | $3480784.16        | Agency Mortgage-Backed Securities |

### Security 243: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH4L9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EH4L9_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3982403.00        | $4079283.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3275035.00        | $3355008.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3228084.00        | $3305998.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3770214.00        | $3862387.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1986692.00        | $2097977.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1883382.00        | $1988732.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3106087.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2983929.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3823112.00        | $4014094.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3387091.00        | $3560789.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3159966.00        | $3315661.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3402604.00        | $3557859.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3301914.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3531857.00        | $3702396.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1887116.00        | $1973447.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2111921.00        | $2216333.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2040640.00        | $2140203.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4077570.00        | $4232119.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1902097.00        | $1985010.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2001120.00        | $2080001.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2429843.00        | $2491890.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3501137.00        | $3590237.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2943516.00        | $3021765.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1838825.00        | $1887705.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2179450.00        | $2218839.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3232585.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2074791.00        | $2245802.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2769254.00        | $3000065.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2089283.00        | $2195734.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3357747.00        | $3526809.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3190315.00        | $3349023.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3304542.00        | $3467938.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2406955.00        | $2432783.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2150067.00        | $2207549.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3167966.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3234177.00        | $3497381.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2560415.00        | $2768786.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2179669.00        | $2192335.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3054014.00        | $3302559.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2688712.00        | $2907527.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3041199.00        | $3288701.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4014954.00        | $4212285.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1878595.00        | $1956621.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2327002.00        | $2426929.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2284426.00        | $2382043.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2673367.00        | $2504887.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1844879.00        | $1902607.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2418401.00        | $2466250.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1976922.00        | $2016729.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2054361.00        | $1979604.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2458640.00        | $2508586.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2947848.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4436914.00        | $4576603.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $2442206.00        | $2419597.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 6.5000%  | 0.0000% | $2236810.00        | $2365229.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3363468.00        | $3424346.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3146398.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4592967.00        | $4748013.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3050115.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $3186650.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3098317.00        | $3269949.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1830727.00        | $1903525.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1980756.00        | $2013802.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $3236979.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1798971.00        | $1922073.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2457411.00        | $2567907.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2953288.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1982142.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2419790.00        | $2463951.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2215439.00        | $2315571.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3128150.00        | $3238761.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3198215.00        | $3282265.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2486285.00        | $2522538.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2310477.00        | $2330310.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1963883.00        | $2056052.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $3198046.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1817771.00        | $1874899.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3228345.00        | $3272962.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2050809.00        | $2143254.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3952565.00        | $4154811.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3767512.00        | $4117707.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3555592.00        | $3885649.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3979620.00        | $4311532.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 8.0000%  | 0.0000% | $2173260.00        | $2332723.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 8.0000%  | 0.0000% | $1930780.00        | $2083226.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4053534.00        | $4324296.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $3426457.00        | $3706265.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2211397.00        | $2226694.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2260643.00        | $2362143.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2060365.00        | $2195249.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2334534.00        | $2436070.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1880698.00        | $1965977.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3582935.00        | $3798262.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2062926.00        | $2254292.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3605847.00        | $3872029.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3023643.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3950520.00        | $4260184.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $3894086.00        | $4257534.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2188170.00        | $2392567.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2363339.00        | $2371880.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1938187.00        | $2087907.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2534748.00        | $2688362.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1818379.00        | $1902869.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3108521.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3082586.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2303799.00        | $2342263.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2010311.00        | $2084536.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2702491.00        | $2721194.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4078380.00        | $4109358.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2495314.00        | $2516872.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1885900.00        | $1975747.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2103284.00        | $2157079.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3026143.00        | $3172229.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2868195.00        | $3027153.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2439964.00        | $2557607.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1892512.00        | $1964248.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2236842.00        | $2249575.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2112771.00        | $2190453.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2113366.00        | $2207534.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4051849.00        | $4156541.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1898679.00        | $1971690.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2670438.00        | $2769978.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2612197.00        | $2732591.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2845021.00        | $2929303.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2446994.00        | $2539224.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2264428.00        | $2351622.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4163236.00        | $4388609.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2132558.00        | $2200042.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $3055846.00        | $3017901.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1927860.00        | $2025868.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $22825624.00       | $4237926.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $2111453.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $4637940.00        | $3688697.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2349921.00        | $2491288.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2156960.00        | $2289195.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3624335.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2009510.00        | $2101313.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2264767.00        | $2103823.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2319051.00        | $2418975.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3360362.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3747223.00        | $3909818.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1796782.00        | $1876068.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3385501.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $4028311.00        | $4219336.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2588871.00        | $2709262.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2601230.00        | $2730550.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2128464.00        | $2243814.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3577317.00        | $3786744.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3729050.00        | $3948131.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3758257.00        | $3979012.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2323943.00        | $2452414.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2932399.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2530914.00        | $2651710.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4341916.00        | $4546865.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4178057.00        | $4388813.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4548984.00        | $4720032.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $14453456.00       | $3566712.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3492157.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2300731.00        | $2363176.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $2421878.00        | $2250493.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2078786.00        | $2165371.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3639088.00        | $3618555.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1940489.00        | $1964643.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2841325.00        | $2923767.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2158516.00        | $2218519.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2035218.00        | $2089072.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3171643.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2066244.00        | $2165956.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2505384.00        | $2517340.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2628314.00        | $2699302.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2240583.00        | $2256082.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1806018.00        | $1884166.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3147949.00        | $3275605.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3777335.00        | $3934786.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3732389.00        | $3906257.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4430638.00        | $4641458.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1878128.00        | $1931372.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2586804.00        | $2573514.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4476037.00        | $4602905.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1852020.00        | $1920214.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4298234.00        | $4408098.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3291729.00        | $3371178.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2825768.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2517007.00        | $2528918.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2651487.00        | $2666891.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3664195.00        | $3831851.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045545.00        | $2140126.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2184986.00        | $2283507.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4435907.00        | $4456721.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4269627.00        | $4289773.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2191989.00        | $2202499.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3941580.00        | $4037543.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3969630.00        | $4066445.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $6039201.00        | $2843509.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $7876882.00        | $3091004.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $3485034.00        | $2078268.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5561084.00        | $3614297.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $11504636.00       | $2043026.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $6703046.00        | $3674073.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2143687.00        | $1952144.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2646534.00        | $2776611.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2380094.00        | $2576623.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2071016.00        | $2240447.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2333035.00        | $2412081.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1801125.00        | $1965212.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $3450000.00        | $3279073.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $3259475.00        | $3451958.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2324447.00        | $2099595.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2106451.00        | $2137059.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2988377.00        | $3162784.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $4516534.00        | $4412070.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3763901.00        | $3799741.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $3826361.00        | $3478631.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $4749963.00        | $4663904.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2740998.00        | $2486154.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5035902.00        | $3936777.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2713737.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3301052.00        | $3088466.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3492568.00        | $3701200.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4358075.00        | $4470591.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3130334.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2795831.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2560186.00        | $2623389.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2107001.00        | $2206666.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2597660.00        | $2720673.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2022172.00        | $2190142.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2904550.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2033486.00        | $2162203.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1968560.00        | $2048909.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045243.00        | $2044572.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1883061.00        | $1974001.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2964511.00        | $3097215.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4291517.00        | $4498559.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2410850.00        | $2172471.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2315291.00        | $2460141.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3043099.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2269788.00        | $2276255.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1861770.00        | $1978453.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2226964.00        | $2374027.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4229199.00        | $4418070.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2097917.00        | $2195416.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1971781.00        | $2068867.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2021059.00        | $2107449.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2771726.00        | $2890204.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4044230.00        | $4217101.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3608569.00        | $3762818.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3082273.00        | $3214025.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2391637.00        | $2496326.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2944136.00        | $2957909.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2641200.00        | $2662459.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2148426.00        | $2251230.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1813647.00        | $1880437.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3087894.00        | $3193021.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3322758.00        | $3435501.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2025214.00        | $2086038.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3125173.00        | $3205001.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4345025.00        | $4513028.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3464267.00        | $3604774.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1840959.00        | $1909421.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2128264.00        | $2201845.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2367219.00        | $2481501.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3100556.00        | $3250322.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2799334.00        | $2916198.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2006973.00        | $2053836.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1882522.00        | $1977414.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $4022798.00        | $4046328.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4525324.00        | $4696857.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3383107.00        | $3511338.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3534771.00        | $3668764.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3644256.00        | $3785690.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2373842.00        | $2468134.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3831327.00        | $3972700.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2150490.00        | $2172072.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2150333.00        | $2304536.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3545858.00        | $3691523.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2645988.00        | $2781880.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3712356.00        | $4009153.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2878803.00        | $2902611.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2626114.00        | $2699888.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2804770.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2543081.00        | $2658558.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2361825.00        | $2474046.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3335028.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2514869.00        | $2645649.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4446669.00        | $4713471.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3127966.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2148501.00        | $2247365.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2521045.00        | $2603956.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4159035.00        | $4298646.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2002733.00        | $2103889.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3280937.00        | $3433040.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2115802.00        | $2258273.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4202522.00        | $4484091.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2727163.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1989332.00        | $2125072.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3524043.00        | $3764196.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3073631.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2800722.00        | $2990688.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3185413.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3137201.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2042371.00        | $2181121.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $2955560.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3522629.00        | $3731578.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $2915997.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3629457.00        | $3740714.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1934658.00        | $2036084.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2044911.00        | $1929444.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3701381.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2511571.00        | $2438877.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3254237.00        | $3390013.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $2089125.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2009736.00        | $2047543.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2600802.00        | $2698074.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3477698.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3373827.00        | $3545579.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2670023.00        | $2814769.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3607305.00        | $3312109.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3095489.00        | $3286646.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2161893.00        | $2300735.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2658393.00        | $2746263.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2883581.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2021012.00        | $2097864.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2137964.00        | $2214100.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $4345544.00        | $4704602.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2487853.00        | $2579913.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $3602187.00        | $3749048.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $4310479.00        | $4487917.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $3174454.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $2069368.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1950553.00        | $2075121.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2369496.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3602985.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2081230.00        | $2196353.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1906332.00        | $1963890.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3172759.00        | $3360160.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3034094.00        | $3213412.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3226252.00        | $3415384.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $2007540.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1993800.00        | $2051751.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3458612.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $3343785.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1976656.00        | $2037228.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4063703.00        | $4274018.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2419664.00        | $2542071.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2237809.00        | $2306588.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2275921.00        | $2291672.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2889864.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2250645.00        | $2367906.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2053878.00        | $2193362.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2240775.00        | $2339623.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1858133.00        | $1903633.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1835010.00        | $1975661.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2387685.00        | $2569499.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $4073132.00        | $4099257.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1830976.00        | $1877713.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3216934.00        | $3333802.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2636130.00        | $2686992.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2477600.00        | $2592719.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2138989.00        | $2193260.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3089790.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2579310.00        | $2703739.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3490260.00        | $3727369.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1878508.00        | $1969097.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2848555.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3352335.00        | $3507829.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3114140.00        | $3185615.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2462220.00        | $2574122.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2239796.00        | $2302124.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2500833.00        | $2564563.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3752247.00        | $3933401.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3670979.00        | $3764810.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2926013.00        | $3067277.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2764485.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $4261751.00        | $4260159.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3416762.00        | $3426721.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4049391.00        | $4234583.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2353073.00        | $2379555.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3292545.00        | $3313754.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2528538.00        | $2593079.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3803227.00        | $3825361.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1929047.00        | $1980327.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2247775.00        | $2307528.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2632255.00        | $2647239.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2555188.00        | $2572871.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3531136.00        | $3555574.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2057039.00        | $2046604.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2399978.00        | $2422804.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $2904387.00        | $3094780.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2079716.00        | $2167605.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1956552.00        | $1972488.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3966857.00        | $4238636.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4042681.00        | $4322542.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1862424.00        | $2019061.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $2201126.00        | $2386297.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2823969.00        | $2998377.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2002763.00        | $2168799.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2549134.00        | $2761663.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3374788.00        | $3605973.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2416386.00        | $2472356.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3310287.00        | $3407343.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1920036.00        | $1992819.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3038124.00        | $3059150.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2804403.00        | $2823811.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2340809.00        | $2362039.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4369858.00        | $4486024.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3404584.00        | $3495086.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2623140.00        | $2692869.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1981854.00        | $1995569.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3434453.00        | $3458222.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2025745.00        | $2039764.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2545318.00        | $2562933.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2719584.00        | $2738405.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1955815.00        | $2007805.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2034030.00        | $2088101.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2721711.00        | $2843813.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2354924.00        | $2449175.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2723898.00        | $2864326.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3135373.00        | $3289470.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3198126.00        | $3355307.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4230392.00        | $4438312.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3456463.00        | $3746377.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2486700.00        | $2697653.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2300464.00        | $2459016.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $3404223.00        | $3638855.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2201946.00        | $2171572.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3327651.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2351464.00        | $2411338.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1885358.00        | $1896231.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2381227.00        | $2395149.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4057905.00        | $4165778.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4394901.00        | $4511733.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3958455.00        | $4063680.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1946652.00        | $1998398.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2607416.00        | $2628663.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2495531.00        | $2512802.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3052932.00        | $3074060.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3625498.00        | $3650589.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2319351.00        | $2335402.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3855623.00        | $3890592.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1891572.00        | $1912795.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2140223.00        | $2197117.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1862770.00        | $1912287.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2921399.00        | $2999060.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2777297.00        | $2796518.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2370475.00        | $2433490.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2120343.00        | $2137621.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1883627.00        | $1953170.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1858590.00        | $2004033.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2043318.00        | $2203221.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2225752.00        | $2246622.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3966862.00        | $3994311.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1875953.00        | $1951034.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2300252.00        | $2461700.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2804172.00        | $3000991.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2745837.00        | $2938567.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2109847.00        | $2257931.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4008480.00        | $4289831.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2274295.00        | $2420179.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2585508.00        | $2751349.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2384631.00        | $2537588.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2025450.00        | $2155376.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1863324.00        | $2009130.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2995439.00        | $3229849.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3838516.00        | $3863461.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3940465.00        | $4089829.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4059225.00        | $4087318.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4021425.00        | $4049256.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4588006.00        | $4709966.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $543241.00         | $547000.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3573451.00        | $3746093.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2651148.00        | $2795876.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $4343703.00        | $4580833.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2062859.00        | $2149788.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1820839.00        | $1895854.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2576845.00        | $2795443.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $3591293.00        | $3895948.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2955947.00        | $3163434.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4335413.00        | $4639729.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2645168.00        | $2869556.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2068157.00        | $2243602.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3774240.00        | $3917311.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2028700.00        | $2125235.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1798810.00        | $1884313.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2532676.00        | $2671207.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2618759.00        | $2749479.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2091873.00        | $2194873.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3359144.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2135797.00        | $2237580.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2617369.00        | $2743723.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1786084.00        | $1901517.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2470973.00        | $2622122.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $2583756.00        | $2775726.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1783799.00        | $1879125.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2185282.00        | $2198008.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2306253.00        | $2417620.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3461237.00        | $3561268.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3420142.00        | $3575633.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2334316.00        | $2400355.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1850774.00        | $1933804.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2920473.00        | $3000437.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2538311.00        | $2650639.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1805709.00        | $1885158.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $4535596.00        | $4567158.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1677651.00        | $1761615.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1848258.00        | $1937466.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2037057.00        | $2061163.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2906846.00        | $3159802.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4309151.00        | $4615847.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1988912.00        | $2005119.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1882398.00        | $1898315.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2003127.00        | $2021449.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3531978.00        | $3783360.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2094289.00        | $2218644.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1868243.00        | $1975221.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2366297.00        | $2382964.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2394686.00        | $2458345.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3265476.00        | $3352280.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2662724.00        | $2743872.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2026289.00        | $2125879.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2639615.00        | $2652688.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3150784.00        | $2320481.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $4542795.00        | $4249852.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $2835378.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3127212.00        | $2725905.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1954650.00        | $1918586.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $4502398.00        | $3973430.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3858783.00        | $3907514.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2001233.00        | $2062835.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2677041.00        | $2745161.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2900918.00        | $3033679.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2591700.00        | $2684977.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2856700.00        | $2959156.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1830571.00        | $1917019.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4144260.00        | $4339815.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3500760.00        | $3691905.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1801411.00        | $1886402.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1884424.00        | $1973465.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3116703.00        | $3264400.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3180459.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3604041.00        | $3733214.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2832061.00        | $2971254.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2006963.00        | $2070057.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1975659.00        | $2092328.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4499643.00        | $4523272.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3711160.00        | $3733942.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4623905.00        | $4369699.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1968881.00        | $2063325.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2200856.00        | $2307081.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2205299.00        | $2311696.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2045787.00        | $2144527.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $4201166.00        | $4308591.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 6.5000%  | 0.0000% | $1872591.00        | $1954959.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2010248.00        | $2059941.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1904316.00        | $2060136.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2330558.00        | $2381309.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $3029034.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3430668.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2053098.00        | $2187875.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2201062.00        | $2219715.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2742909.00        | $2725321.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2099927.00        | $2202137.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2549902.00        | $2667901.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3271849.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2593532.00        | $2652639.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1901452.00        | $1972759.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3147305.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2009414.00        | $2055185.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $2919971.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2629186.00        | $2754333.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4377797.00        | $4569001.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $4046584.00        | $4063830.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1927424.00        | $1977417.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2195195.00        | $2291639.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $2089561.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1957395.00        | $2048163.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4269557.00        | $4418103.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2540774.00        | $2654292.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2268118.00        | $2219461.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2650324.00        | $2742474.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3620053.00        | $3745138.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2170043.00        | $2260773.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3336841.00        | $3347518.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1862792.00        | $1910137.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1838886.00        | $1885209.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4602779.00        | $4660158.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1862438.00        | $1914612.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3296023.00        | $3448608.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1857567.00        | $1942900.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3942272.00        | $4122714.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2634696.00        | $2649905.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2687298.00        | $2864862.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2790830.00        | $2835632.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $3338028.00        | $3384227.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2039824.00        | $2127420.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1866415.00        | $1931224.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3562490.00        | $3854755.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2276969.00        | $2429888.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1818545.00        | $1970282.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1822872.00        | $1939151.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2342918.00        | $2450433.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2751995.00        | $2742865.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $4104179.00        | $3953163.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2954645.00        | $3075177.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1927653.00        | $1932905.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2287419.00        | $2399843.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2556479.00        | $2611430.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1912068.00        | $1964456.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2076807.00        | $2166652.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1889505.00        | $1937773.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2433218.00        | $2568924.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1845686.00        | $1989539.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2470499.00        | $2554288.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1804046.00        | $1886798.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3004106.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2377251.00        | $2563120.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3607140.00        | $3751242.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2166594.00        | $2266343.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3693617.00        | $3914641.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2130688.00        | $2189544.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3206989.00        | $3268831.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3273909.00        | $3300587.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3121082.00        | $3142682.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2305802.00        | $2414634.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2293518.00        | $2375803.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1921052.00        | $1992013.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2488289.00        | $2603305.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2726161.00        | $2855070.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2845066.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2299729.00        | $2488277.89        | Agency Mortgage-Backed Securities |

### Security 244: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP1EIG67, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1EIG67_3.65_0206
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $324380865.00      | $275347777.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $1006166300.00     | $1000557473.26     | U.S. Treasuries (including strips) |

### Security 245: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJJ96, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJ96_3.61_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $11042745.00       | $10700809.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.5000%  | 0.0000% | $16720426.00       | $16382822.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 4.0000%  | 0.0000% | $7332139.00        | $6981182.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.0000%  | 0.0000% | $44330793.00       | $43182346.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.0000%  | 0.0000% | $44746586.00       | $44556335.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $71420627.00       | $71186912.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $76423.00          | $75850.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 7.0000%  | 0.0000% | $9810554.00        | $10326367.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $2727691.00        | $2604172.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $2126.00           | $2209.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $992.80            | Agency Mortgage-Backed Securities |

### Security 246: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJQ15, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJQ15_3.53_0206
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 7.0000%  | 0.0000% | $332413.00         | $352854.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $127.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $10169.00          | $81.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $25553860.00       | $2122168.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $1001.00           | $74.62             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $165491.00         | $15886.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1013.00           | $119.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1985062.00        | $723459.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $19993856.00       | $13742327.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $236786133.00      | $146624433.49      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1222.00           | $851.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7101936.00        | $3365090.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $42477166.00       | $39400695.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1024.00           | $939.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $100000.00         | $65967.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $60.67             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3497460.00        | $3673434.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $914463.00         | $893692.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $468322.00         | $470641.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $49584657.00       | $43352156.76       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1065040.00        | $943290.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $35208192.00       | $35060725.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $2294592.00        | $15139.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $14710.00          | $524.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $1455.00           | $23.02             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $3035.00           | $47.88             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-02-05      | N/A      | 0.0000% | $2500.00           | $2498.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-03      | N/A      | 0.0000% | $500.00            | $489.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-03-05      | N/A      | 0.0000% | $154900.00         | $154368.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-02-03      | N/A      | 0.0000% | $91600.00          | $91563.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-03-03      | N/A      | 0.0000% | $27600.00          | $27511.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $28201500.00       | $22129811.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $37897900.00       | $30273397.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $32149200.00       | $20461782.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $30468400.00       | $26713407.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $41731900.00       | $37780196.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $23200.00          | $22851.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $400.00            | $435.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $206.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $0.80              | $0.39              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $8175168.00        | $8287181.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $692237.00         | $715938.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1031.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $299970.00         | $295719.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $3062545.00        | $408027.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $193940.00         | $38396.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $3426996.00        | $965975.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 6.0000%  | 0.0000% | $1000.00           | $51.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $3000000.00        | $2800157.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $1877.00           | $1755.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $1694300.00        | $1399960.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.0000%  | 0.0000% | $293098.00         | $77533.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $374560.00         | $98201.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $219.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $38572744.00       | $30156621.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.3670%  | 0.0000% | $1655776.00        | $1677098.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1302710.00        | $104644.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $3618304.00        | $312608.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1003.00           | $273.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $2365150.00        | $627974.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $288.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $428.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $588.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $89770.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $400000.00         | $227483.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-01      | 5.0700%  | 0.0000% | $50000.00          | $50432.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 4.8600%  | 0.0000% | $13587.00          | $13450.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $7049.00           | $6918.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1336470.00        | $679678.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $827.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $777.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $215505.00         | $204120.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $27432864.00       | $18768191.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $226702.00         | $152767.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $942.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $669.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $34935.00          | $25847.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $261571.00         | $222906.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 4.5000%  | 0.0000% | $226693.00         | $128830.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $563840.00         | $354651.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $493000.00         | $374734.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $958.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $23051.00          | $17072.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $566307.00         | $475885.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $756.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $811234.00         | $854886.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $2899388.00        | $2817910.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1350074.00        | $916767.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $27196928.00       | $27250856.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1379690.00        | $316460.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $5670018.00        | $845361.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $76457.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1157688.00        | $230220.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $75445.00          | $12281.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $16237441.00       | $2911772.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $222000.00         | $56898.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $107000.00         | $12280.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $227683.00         | $52833.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $730688.00         | $196291.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1212792.00        | $259733.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $442.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $609062.00         | $294629.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $246964.00         | $93001.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $936.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $1531900.00        | $1615110.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $377161.00         | $384995.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $5069464.00        | $4828700.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $13361600.00       | $13283372.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $13000.00          | $13165.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2848000.00        | $2674064.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $80585.00          | $74575.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $54830.00          | $52475.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $37799188.00       | $38584654.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $37631610.00       | $36324585.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $297000.00         | $243864.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $2034816.00        | $1919600.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $5108561.00        | $4193079.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $32570.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8889760.00        | $8483474.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $970.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $110365224.00      | $97692065.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $971.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $51017600.00       | $50231853.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1015.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5030%  | 0.0000% | $5753027.00        | $5686814.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.2190%  | 0.0000% | $6421565.00        | $6559784.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.1630%  | 0.0000% | $4326683.00        | $4398826.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 3.3010%  | 0.0000% | $1639232.00        | $1549707.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $7186445.00        | $5983157.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $16474496.00       | $15208435.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $30434208.00       | $25435903.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $40110016.00       | $33894233.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $235477.00         | $227159.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $2932309.00        | $3098843.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $6404939.00        | $6367984.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $5344644.00        | $5268915.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $10500000.00       | $10554765.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $65000.00          | $57338.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.5000%  | 0.0000% | $410413.00         | $249931.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $21629742.00       | $21283919.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $88.00             | $0.01              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $3816678.00        | $33770.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 6.0000%  | 0.0000% | $3291220.00        | $7659.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1708617.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $996.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $770713.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $124998.00         | $11978.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $6304.00           | $270.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $125.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $3143000.00        | $238024.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 6.0000%  | 0.0000% | $1000.00           | $47.32             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.2040%  | 0.0000% | $21868.00          | $661.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $1039.00           | $174.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $8109700.00        | $1582360.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $57000.00          | $14265.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.8800%  | 0.0000% | $3678816.00        | $2786102.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $148.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $413129.00         | $29698.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $22503864.00       | $4561035.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $6481000.00        | $1591646.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $402736.00         | $87512.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $2102980.00        | $261519.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-08-01      | 4.5000%  | 0.0000% | $2317760.00        | $138089.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $226.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $1179620.00        | $228817.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 5.5000%  | 0.0000% | $3550000.00        | $50258.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $1366068.00        | $8322.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.2280%  | 0.0000% | $7940.00           | $37.14             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 6.0000%  | 0.0000% | $997406.00         | $16015.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $37465.00          | $27127.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $977.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $886.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $23548.00          | $25002.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $5348810.00        | $3126975.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1002.00           | $848.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $13233408.00       | $10926839.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $22825.00          | $20722.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1180800.00        | $1115088.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $586992.00         | $477317.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1025872.00        | $708981.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $148221.00         | $141341.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $5001784.00        | $4696883.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $8001.00           | $7799.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $14169.00          | $11048.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $610152.00         | $627798.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $477711.00         | $504821.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1986245.00        | $2062948.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $906730.00         | $467178.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $5999.00           | $6097.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $4292192.00        | $4009119.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $10591904.00       | $10508238.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $5002.00           | $5151.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $921530.00         | $886432.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $936396.00         | $837856.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $241619.00         | $231911.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $2828281.00        | $3033396.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2138412.00        | $1693995.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $936.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2481302.00        | $2541437.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $5004.00           | $5094.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1373241.00        | $1429954.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $921865.00         | $918962.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $987.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $881408.00         | $917649.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1218070.00        | $1272614.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $22943.00          | $23548.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $12613.00          | $13021.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2016.00           | $2027.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1123880.00        | $1171101.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $928.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $173204.00         | $175703.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $114859.00         | $115393.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $105536.00         | $49704.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 4.5000%  | 0.0000% | $124000.00         | $72248.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $95000.00          | $65541.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $33212.00          | $21639.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1710886.00        | $1236118.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $10148654.00       | $7468420.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $10000.00          | $7537.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $8798072.00        | $4825836.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 1.5000%  | 0.0000% | $2360060.00        | $845024.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $766228.00         | $465555.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $87110.00          | $62981.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $499.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $14535544.00       | $11855796.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $575000.00         | $439590.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $7498000.00        | $5219363.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $31867.00          | $24804.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $77950849.00       | $60675293.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $398980.00         | $269961.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $8691792.00        | $5971254.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $93000.00          | $79485.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $845.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $61841792.00       | $56942909.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $930.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 5.0000%  | 0.0000% | $442365.00         | $343207.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1575.00           | $1443.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $529420.00         | $459088.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $10000.00          | $9400.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $70626.00          | $67534.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $15842768.00       | $15075854.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3073.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $957358.00         | $10167.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $1120.00           | $30.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-02-01      | 7.0000%  | 0.0000% | $398990.00         | $7906.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $4315580.00        | $517178.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $99000.00          | $90145.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 7.0000%  | 0.0000% | $1023.00           | $1078.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1644986.00        | $1405800.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2628287.00        | $2668140.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $158343.00         | $151236.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $617960.00         | $645143.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $957.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $296590.00         | $302604.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $24099648.00       | $22268472.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $513438.00         | $520347.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $26080.00          | $26046.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $26951.00          | $26839.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $963.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $18908960.00       | $19650860.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $7536881.00        | $7637601.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1121000.00        | $1035441.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $995.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1200896.00        | $1235828.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $355.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $140000.00         | $78616.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $3683600.00        | $1745939.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $466857.00         | $265361.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $1023.00           | $333.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $425.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $4231000.00        | $2114669.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $488.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1500940.00        | $920507.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $9086.00           | $5060.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $630.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $570.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $163328.00         | $102393.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $61387.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $851197.00         | $597418.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $373914.00         | $261091.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $509457.00         | $356456.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $110000.00         | $81819.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $57000.00          | $37233.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1681000.00        | $1275466.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $200000.00         | $136389.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $774.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $35000.00          | $25263.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $96600.00          | $76685.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $27590176.00       | $21398435.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $200987.00         | $149835.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $340000.00         | $238266.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $19300.00          | $15685.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $788.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $898000.00         | $636881.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3920424.00        | $2892245.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $76000.00          | $49549.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $746.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1004930.00        | $801960.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $703.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $617080.00         | $503777.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $285518.00         | $222111.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $65552.00          | $50152.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $7048.00           | $5237.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $760.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $15312.00          | $11523.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $884.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $95999.00          | $73911.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2502999.00        | $2025969.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 8.0000%  | 0.0000% | $1273.00           | $0.65              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.3010%  | 0.0000% | $1000.00           | $938.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 3.5000%  | 0.0000% | $7102192.00        | $436585.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.4300%  | 0.0000% | $221095.00         | $300.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $3683.00           | $0.41              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.8900%  | 0.0000% | $1719.00           | $0.23              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.6300%  | 0.0000% | $7777.00           | $11.66             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.7500%  | 0.0000% | $2157.00           | $1.09              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 6.4700%  | 0.0000% | $5714.00           | $71.28             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $1016.00           | $35.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.9640%  | 0.0000% | $1036.00           | $9.65              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.8790%  | 0.0000% | $4302.00           | $19.04             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.5560%  | 0.0000% | $1721.00           | $40.11             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $1008.00           | $10.54             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $3793556.00        | $407378.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $5149187.00        | $121456.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $2399.00           | $84.63             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1227244.00        | $572279.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $1130.00           | $6.64              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $2174710.00        | $465718.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $747187.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $1008000.00        | $328025.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $55000.00          | $11692.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $198000.00         | $80841.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $140000.00         | $96719.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1001.00           | $744.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $734.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $816.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $722.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $791.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $30000.00          | $23761.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $778.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $810.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $55027.00          | $44977.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $106000.00         | $82381.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $774.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $65000.00          | $51196.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $114000.00         | $74726.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $25009600.00       | $22221335.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $13336.00          | $11773.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $9569156.00        | $8601938.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $904.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1016.00           | $890.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1908.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $459.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $605.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $17000.00          | $10711.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $172981.00         | $108635.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $350.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $606000.00         | $301152.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $99000.00          | $50704.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1862464.00        | $990648.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $253117.00         | $138472.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1008.00           | $562.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1976175.00        | $1196988.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $12676043.00       | $8350224.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1989000.00        | $1361199.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $249152.00         | $169858.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4155684.00        | $2802640.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $696.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9000.00           | $6382.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $752.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $32554.00          | $22449.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $50156.00          | $36378.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $130000.00         | $94440.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $83395.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $77944320.00       | $55437509.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1310.00           | $956.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $7000.00           | $5032.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $298713.00         | $234914.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $39274752.00       | $31706114.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $31127.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 4.5000%  | 0.0000% | $2067930.00        | $977272.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $109000.00         | $78307.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $10000.00          | $6808.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $841.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25000.00          | $20944.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $495905.00         | $409345.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1046308.00        | $933707.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $196325.00         | $181334.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $525233.00         | $441235.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $85795000.00       | $60444314.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $34000.00          | $32171.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1037.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3130317.00        | $3207221.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $793.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $542664.00         | $508272.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1892759.00        | $1540187.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2171624.00        | $1903484.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $9163392.00        | $8979821.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 3.0000%  | 0.0000% | $13136380.00       | $11400146.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3797980.00        | $3263744.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $978.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1002.00           | $836.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $229736.00         | $237988.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $64000.00          | $65994.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1671310.00        | $1704754.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $6112.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1002.00           | $1029.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $881.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $22677100.00       | $20178634.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $948.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $3139912.00        | $3216793.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 6.0000%  | 0.0000% | $100000000.00      | $970006.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 3.0000%  | 0.0000% | $1001.00           | $306.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $548150.00         | $10325.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 4.5000%  | 0.0000% | $6656870.00        | $69409.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 3.0000%  | 0.0000% | $1176000.00        | $107220.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $296998.00         | $39695.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $103000.00         | $7470.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $3043000.00        | $493094.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $6290950.00        | $1209805.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $825064.00         | $504153.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $87.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1325980.00        | $143495.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $131246.00         | $71445.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $653.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $30077.00          | $26432.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $734998.00         | $499427.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $91012.00          | $59866.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $691.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $60194.00          | $44086.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $9052.00           | $6380.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $509000.00         | $358737.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $53000.00          | $40814.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $553054.00         | $403810.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $35367.00          | $21717.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $467998.00         | $360943.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $10014.00          | $6005.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $35000.00          | $25825.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $87035.00          | $63283.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $115000.00         | $90701.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $34000.00          | $26062.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1638000.00        | $1139645.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $736.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 1.8000%  | 0.0000% | $1057.00           | $1002.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0500%  | 0.0000% | $1103.00           | $1026.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $148191.00         | $23989.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $98999.00          | $51224.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $2048.00           | $1330.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $22000.00          | $14304.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $641.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1015000.00        | $658140.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $9392.00           | $5890.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $7000.00           | $6845.29           | Agency Mortgage-Backed Securities  |

### Security 247: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ELAO7_3.70_0206
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $13851200.00       | $5082600.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $27657300.00       | $6920603.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $1255900.00        | $1237024.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $53648900.00       | $54024542.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.7717%  | 0.0000% | $5765000.00        | $5828279.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $231494451.20      | $181861809.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $55551.84          | $45141.04          | U.S. Treasuries (including strips) |

### Security 248: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENVU6, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1ENVU6_3.72_0202
- **C.18 - Value (incl. sponsor support):** $1090040588.28
- **C.18.a - Value (excl. sponsor support):** $1090040588.28
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $408000000.00      | $265322400.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $415000000.00      | $268422000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $585000000.00      | $578097000.00      | U.S. Treasuries (including strips) |

### Security 249: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENW19, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1ENW19_3.69_0727
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $3148961.00        | $578743.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $40882941.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12395492.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $755.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $863.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $2748.00           | $2695.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $3327724.00        | $3302394.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13432218.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $15814000.00       | $15065641.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1058.00           | $1094.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $920.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9141152.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8482791.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1031.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $910.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1934.00           | $1730.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424810.00        | $8143070.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1050.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $47947679.20       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-05-15      | 4.3750%  | 0.0000% | $1000.00           | $982.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $2144400.00        | $1364831.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $5138900.00        | $5000303.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $4999900.00        | $5129111.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $33854800.00       | $34665674.91       | U.S. Treasuries (including strips) |

### Security 250: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENWC5, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1ENWC5_3.71_0206
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2062-10-20      | 0.2655%  | 0.0000% | $20000000.00       | $4701.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $3750000.00        | $48676.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-16      | 2.8081%  | 0.0000% | $1100000.00        | $13642.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7313%  | 0.0000% | $1100000.00        | $823.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.2602%  | 0.0000% | $15927823.00       | $192925.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-16      | 2.5000%  | 0.0000% | $18627226.00       | $1434.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 2.5000%  | 0.0000% | $25011927.00       | $2908.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $514274.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.7102%  | 0.0000% | $5224358.00        | $47456.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-20      | 3.5000%  | 0.0000% | $11074030.00       | $1363.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-09-16      | 2.5000%  | 0.0000% | $24900000.00       | $3956.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1126015.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $95556.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $3402.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.4527%  | 0.0000% | $15000000.00       | $268675.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $170236.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $6218.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | N/A      | 0.0000% | $19104644.00       | $7279290.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.5527%  | 0.0000% | $100000000.00      | $3340375.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $190765.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.8157%  | 0.0000% | $4152591.00        | $2466868.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 2.5147%  | 0.0000% | $11678000.00       | $585905.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5027%  | 0.0000% | $55000000.00       | $1624388.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.0527%  | 0.0000% | $123288348.00      | $4033503.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $759.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $530282.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $122461.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3027%  | 0.0000% | $25000000.00       | $406397.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $47.04             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7889%  | 0.0000% | $9000000.00        | $78.54             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1541%  | 0.0000% | $3913000.00        | $2.13              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6027%  | 0.0000% | $58746045.00       | $774655.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.5944%  | 0.0000% | $3154000.00        | $13576.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $288603.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5470%  | 0.0000% | $50000000.00       | $717221.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.6065%  | 0.0000% | $4863186.00        | $184967.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7128%  | 0.0000% | $115680000.00      | $8108021.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.6790%  | 0.0000% | $19820000.00       | $1322526.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.5186%  | 0.0000% | $27380000.00       | $1558186.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.5999%  | 0.0000% | $11830000.00       | $738667.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0086%  | 0.0000% | $77663932.00       | $344853.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7079%  | 0.0000% | $107610000.00      | $6600660.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.4832%  | 0.0000% | $64724603.00       | $595977.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $11292000.00       | $923027.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2602%  | 0.0000% | $850000.00         | $65515.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.0970%  | 0.0000% | $32000000.00       | $1247027.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.3970%  | 0.0000% | $25000000.00       | $222295.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.5970%  | 0.0000% | $36390000.00       | $666259.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $89099.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $45731.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1424420.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $15365.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.7228%  | 0.0000% | $41106136.00       | $18519.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.2214%  | 0.0000% | $4500000.00        | $48603.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.4375%  | 0.0000% | $40081161.00       | $147153.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.4089%  | 0.0000% | $2828000.00        | $22696.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.2370%  | 0.0000% | $2643000.00        | $16467.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $1199.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $5543.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 2.8602%  | 0.0000% | $1470000.00        | $681.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.2011%  | 0.0000% | $50000.00          | $24271.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 2.6782%  | 0.0000% | $66297592.00       | $69715.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.0478%  | 0.0000% | $50000001.00       | $282904.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $182.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.3602%  | 0.0000% | $13861142.00       | $16776.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $653149.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 2.1882%  | 0.0000% | $14655000.00       | $2160.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.1882%  | 0.0000% | $3918472.00        | $2034.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $26044.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 7.6473%  | 0.0000% | $3000000.00        | $2414441.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.2279%  | 0.0000% | $41274792.00       | $202428.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $9249.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $3855.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3427%  | 0.0000% | $7000000.00        | $137172.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3896%  | 0.0000% | $180000000.00      | $4076978.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2305%  | 0.0000% | $107116213.00      | $1599347.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5645%  | 0.0000% | $1250000.00        | $234751.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.0000%  | 0.0000% | $1750000.00        | $1925596.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3695%  | 0.0000% | $40200000.00       | $893977.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.11              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1516522.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.4295%  | 0.0000% | $974273.00         | $473219.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0027%  | 0.0000% | $30769235.00       | $1006296.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $40107.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $69351.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7027%  | 0.0000% | $15000000.00       | $445011.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.9525%  | 0.0000% | $29850000.00       | $636074.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.4756%  | 0.0000% | $22833470.00       | $935987.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $162402.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1169572.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $122750000.00      | $3484302.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $752543.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3564097.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0027%  | 0.0000% | $59474698.00       | $1792424.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.4527%  | 0.0000% | $25000000.00       | $481356.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 3.3027%  | 0.0000% | $60000000.00       | $2371531.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6527%  | 0.0000% | $30254955.00       | $1105140.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $16293.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $47506.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2709.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.4527%  | 0.0000% | $43000000.00       | $2340188.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $34442.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $46909.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1460.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6527%  | 0.0000% | $25000000.00       | $546881.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6027%  | 0.0000% | $60000000.00       | $1368242.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2027%  | 0.0000% | $20000000.00       | $474996.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $32636.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $13381.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $19425.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $707.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $364645.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $294.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $155605.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $42144.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13137.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $28868.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3915.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.9282%  | 0.0000% | $100000000.00      | $13235.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $32319.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $172889.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $3074.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8527%  | 0.0000% | $10000000.00       | $628496.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $54590.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $197757.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $68643.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $425.69            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 3.5000%  | 0.0000% | $13542857.00       | $3296.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 4.0000%  | 0.0000% | $25304885.00       | $1167.85           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $432070.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $39456.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $13358.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 1.9089%  | 0.0000% | $220339174.00      | $432945.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20822.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 3.2163%  | 0.0000% | $300000.00         | $37007.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-15      | 4.5000%  | 0.0000% | $16899438.00       | $67689.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.8282%  | 0.0000% | $34114911.00       | $55205.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.5000%  | 0.0000% | $35038180.00       | $3555.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $19900000.00       | $2150.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $17193615.00       | $1079.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 4.0000%  | 0.0000% | $41266071.00       | $822.40            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $657.61            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $112005.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $14725.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $6463.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5953%  | 0.0000% | $67120667.00       | $78941.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $9444.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.3581%  | 0.0000% | $15401000.00       | $12645.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $101636.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $50094.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $30933.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5337%  | 0.0000% | $1183000.00        | $3914.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3081%  | 0.0000% | $885000.00         | $28782.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $158339.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.7473%  | 0.0000% | $35000000.00       | $38874.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $89965.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 5.5000%  | 0.0000% | $6972016.00        | $175848.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-20      | 4.0000%  | 0.0000% | $11049609.00       | $14048.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $74400.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $376496.00         | $506516.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-20      | 4.0000%  | 0.0000% | $11166508.00       | $12635.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $7976.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $29590.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.3081%  | 0.0000% | $11167583.00       | $2729.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $0.37              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.8102%  | 0.0000% | $59403599.00       | $486268.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2468%  | 0.0000% | $2689000.00        | $4267.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7423%  | 0.0000% | $125239007.00      | $976425.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2923%  | 0.0000% | $5831000.00        | $11324.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1595%  | 0.0000% | $5973000.00        | $766.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4974%  | 0.0000% | $23000000.00       | $96778.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7301%  | 0.0000% | $288270000.00      | $148767.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0133%  | 0.0000% | $155389291.00      | $5497.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.74             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1628%  | 0.0000% | $65000000.00       | $36961.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3664%  | 0.0000% | $2873000.00        | $625.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-16      | 0.4269%  | 0.0000% | $138479564.00      | $547735.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3404%  | 0.0000% | $657000.00         | $43.57             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.1996%  | 0.0000% | $15248565.00       | $19923.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 2.5098%  | 0.0000% | $17909885.00       | $92949.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $2625000.00        | $70040.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 3.5000%  | 0.0000% | $5200000.00        | $148611.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5442%  | 0.0000% | $125765018.00      | $1359559.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4787%  | 0.0000% | $10000000.00       | $82301.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4844%  | 0.0000% | $7837000.00        | $41223.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4351%  | 0.0000% | $3360000.00        | $12055.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $766344.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4950%  | 0.0000% | $5253289.00        | $19976.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6879%  | 0.0000% | $14090000.00       | $103359.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5615%  | 0.0000% | $10000000.00       | $126344.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6551%  | 0.0000% | $30000000.00       | $598555.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6357%  | 0.0000% | $27650000.00       | $229064.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5269%  | 0.0000% | $45071000.00       | $372618.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5880%  | 0.0000% | $67000000.00       | $745382.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $688906.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6512%  | 0.0000% | $70000000.00       | $822245.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $614495.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5413%  | 0.0000% | $18000000.00       | $165740.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5899%  | 0.0000% | $18080000.00       | $218064.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6465%  | 0.0000% | $3365000.00        | $33748.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9691%  | 0.0000% | $2898000.00        | $39265.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6246%  | 0.0000% | $160000000.00      | $906259.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.6077%  | 0.0000% | $100098741.00      | $423521.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8205%  | 0.0000% | $31250000.00       | $170945.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6809%  | 0.0000% | $153600000.00      | $582551.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4587%  | 0.0000% | $2566000.00        | $5628.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6938%  | 0.0000% | $13700000.00       | $95964.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7674%  | 0.0000% | $103924500.00      | $1385299.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7615%  | 0.0000% | $34581000.00       | $251202.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7440%  | 0.0000% | $15000000.00       | $70864.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3602%  | 0.0000% | $100000.00         | $2314.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2602%  | 0.0000% | $200000.00         | $4124.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $127654.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8164%  | 0.0000% | $1566000.00        | $11054.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.0860%  | 0.0000% | $14348938.00       | $105628.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 2.3563%  | 0.0000% | $25300000.00       | $193459.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $2.95              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1446.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4027%  | 0.0000% | $26901946.00       | $1359721.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $254359.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.9527%  | 0.0000% | $50000000.00       | $2316274.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 3.4027%  | 0.0000% | $59438675.00       | $2661972.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.5527%  | 0.0000% | $20000000.00       | $443618.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $737750.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7027%  | 0.0000% | $54747000.00       | $1721843.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $81094.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.2527%  | 0.0000% | $47618946.00       | $950458.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $52720.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.2027%  | 0.0000% | $90200000.00       | $3174079.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $7220.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4027%  | 0.0000% | $55500000.00       | $1277986.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7027%  | 0.0000% | $104766702.00      | $2544244.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $55413.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $20853.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $31617.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.3327%  | 0.0000% | $50000000.00       | $2338428.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $3820.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $5870.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $12166.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $99331.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $66571.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7527%  | 0.0000% | $35000000.00       | $1811779.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $116861.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2027%  | 0.0000% | $177633466.00      | $6480740.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.3027%  | 0.0000% | $31339944.00       | $687031.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $57077.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $130034.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1027%  | 0.0000% | $25000000.00       | $508834.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3327%  | 0.0000% | $71726826.00       | $912656.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4027%  | 0.0000% | $50000000.00       | $1148291.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $187538.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $59876.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $181298.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $32840.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5027%  | 0.0000% | $50000000.00       | $1452394.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $665209.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $16851.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $110098.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $4674401.00        | $4857339.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $25356.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.0527%  | 0.0000% | $160000000.00      | $4481225.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $163504.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $1901.54           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $34675.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.4027%  | 0.0000% | $10000000.00       | $105158.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.4527%  | 0.0000% | $50000000.00       | $530861.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $93523.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9027%  | 0.0000% | $25050000.00       | $807990.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4558379.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $8570.00           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $35837.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $27956.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9260.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $298077.00         | $49011.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.2527%  | 0.0000% | $27377680.00       | $1108702.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.6527%  | 0.0000% | $122904561.00      | $5844570.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.0527%  | 0.0000% | $50000000.00       | $1317822.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $38823.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3960%  | 0.0000% | $303515873.00      | $18987.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.93              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0644%  | 0.0000% | $50000000.00       | $14208.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.0709%  | 0.0000% | $9026000.00        | $59095.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.03              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5829.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4621%  | 0.0000% | $4500000.00        | $12330.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $68970.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $1215.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 2.5000%  | 0.0000% | $12000000.00       | $3660.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-15      | 2.5000%  | 0.0000% | $19400000.00       | $8365.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $11661473.00       | $40000.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 2.5000%  | 0.0000% | $3899999.00        | $1577.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 3.0000%  | 0.0000% | $16703515.00       | $8924.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $4912487.00        | $65663.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.0000%  | 0.0000% | $14987288.00       | $6474.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.5000%  | 0.0000% | $11077125.00       | $3197.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 2.5000%  | 0.0000% | $8000000.00        | $4906.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-06-15      | 2.5000%  | 0.0000% | $6600000.00        | $2901.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $135.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $101136.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $94141.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $4.63              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.3406%  | 0.0000% | $102000000.00      | $1396399.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.7933%  | 0.0000% | $100000000.00      | $1262466.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.2872%  | 0.0000% | $78665828.00       | $1318003.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6380%  | 0.0000% | $21066040.00       | $455030.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 2.7002%  | 0.0000% | $5190000.00        | $321.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.7902%  | 0.0000% | $34900000.00       | $1710.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 2.7202%  | 0.0000% | $1965000.00        | $2321.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $13322551.00       | $492030.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $143860.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $54454.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $12093.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $47574.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $13250.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4527%  | 0.0000% | $40000000.00       | $989133.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 1.1704%  | 0.0000% | $12500000.00       | $508524.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8191%  | 0.0000% | $42276735.00       | $180483.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 2.2082%  | 0.0000% | $18300000.00       | $1430.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $264103.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.1304%  | 0.0000% | $6434000.00        | $48902.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.4102%  | 0.0000% | $43933666.00       | $87361.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $10479.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $244000.00         | $569.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8718%  | 0.0000% | $1315000.00        | $4089.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6354%  | 0.0000% | $5915000.00        | $24237.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $116.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2210%  | 0.0000% | $15280000.00       | $18914.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0807%  | 0.0000% | $44160000.00       | $24041.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1431%  | 0.0000% | $5550000.00        | $21.94             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2548%  | 0.0000% | $40670000.00       | $59870.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7912%  | 0.0000% | $187842399.00      | $60646.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $155902.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $29265.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-07-15      | 2.3182%  | 0.0000% | $85000000.00       | $89470.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.2527%  | 0.0000% | $58934737.00       | $3208434.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $90395.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $71052.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1027%  | 0.0000% | $10625546.00       | $326296.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.4081%  | 0.0000% | $19188000.00       | $226301.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.3790%  | 0.0000% | $885000.00         | $11067.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6345%  | 0.0000% | $138465286.00      | $508429.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8259%  | 0.0000% | $100000000.00      | $702914.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7498%  | 0.0000% | $68628578.00       | $834141.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9866%  | 0.0000% | $150000000.00      | $760171.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $419867.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7227%  | 0.0000% | $120000000.00      | $585391.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $911599.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8276%  | 0.0000% | $106897339.00      | $1037148.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7175%  | 0.0000% | $115000000.00      | $1279208.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6019%  | 0.0000% | $75015040.00       | $1102907.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6797%  | 0.0000% | $142417131.00      | $1080775.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9318%  | 0.0000% | $33100000.00       | $1375980.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.5975%  | 0.0000% | $51281946.00       | $1437459.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-16      | 0.5012%  | 0.0000% | $125622164.00      | $545550.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $46398.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $296276.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7905%  | 0.0000% | $87000000.00       | $678579.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1335%  | 0.0000% | $7500000.00        | $384426.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9868%  | 0.0000% | $37968934.00       | $1017655.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $15500000.00       | $1194939.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2571%  | 0.0000% | $10555000.00       | $397327.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9390%  | 0.0000% | $1478000.00        | $56055.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0934%  | 0.0000% | $661000.00         | $22181.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8705%  | 0.0000% | $1304000.00        | $39016.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9723%  | 0.0000% | $13000000.00       | $500026.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1137379.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7990%  | 0.0000% | $510000.00         | $19050.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1690%  | 0.0000% | $7400000.00        | $478190.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8815%  | 0.0000% | $465000.00         | $20826.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7590%  | 0.0000% | $105000.00         | $4699.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8350%  | 0.0000% | $2500000.00        | $112854.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7869%  | 0.0000% | $210525.00         | $9324.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.8539%  | 0.0000% | $22000000.00       | $572874.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6079%  | 0.0000% | $220000.00         | $6784.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0210%  | 0.0000% | $44177162.00       | $956117.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.1826%  | 0.0000% | $7020246.00        | $188187.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.9194%  | 0.0000% | $23262877.00       | $341778.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.0602%  | 0.0000% | $30602794.00       | $29038.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2390%  | 0.0000% | $28607880.00       | $1302038.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.2104%  | 0.0000% | $4669000.00        | $113521.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2605%  | 0.0000% | $14635149.00       | $650174.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.5901%  | 0.0000% | $16000000.00       | $520713.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.8199%  | 0.0000% | $11700000.00       | $101868.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.3063%  | 0.0000% | $17157604.00       | $755695.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.8535%  | 0.0000% | $23205000.00       | $556136.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1308%  | 0.0000% | $25816385.00       | $264451.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.3199%  | 0.0000% | $8700000.00        | $55426.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0859%  | 0.0000% | $15293749.00       | $402131.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5813%  | 0.0000% | $12977576.00       | $407201.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1491%  | 0.0000% | $5049054.00        | $28511.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0117%  | 0.0000% | $45512037.00       | $889707.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.3047%  | 0.0000% | $28703471.00       | $589278.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $2500000.00        | $131397.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8775%  | 0.0000% | $3200000.00        | $170742.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $855000.00         | $51710.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7857%  | 0.0000% | $33000000.00       | $1507337.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9340%  | 0.0000% | $3330000.00        | $179902.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $45038.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7222%  | 0.0000% | $17393000.00       | $730911.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6017%  | 0.0000% | $4500000.00        | $381240.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $8300000.00        | $170870.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8802%  | 0.0000% | $9148000.00        | $468445.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $70319882.00       | $63.55             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0339%  | 0.0000% | $5212000.00        | $296464.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $3000000.00        | $159087.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1447%  | 0.0000% | $1223000.00        | $71842.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $157.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8077%  | 0.0000% | $51800918.00       | $201578.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $42731.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $92455.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4102%  | 0.0000% | $48400735.00       | $128804.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 0.0102%  | 0.0000% | $100000000.00      | $486404.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $30232.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8094%  | 0.0000% | $355551.00         | $17023.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-16      | 0.3340%  | 0.0000% | $175415019.00      | $160.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9157%  | 0.0000% | $26100000.00       | $1553408.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0722%  | 0.0000% | $19252093.00       | $22574.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.3724%  | 0.0000% | $39412051.00       | $1142089.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2027%  | 0.0000% | $1841091.00        | $56734.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2027%  | 0.0000% | $2504910.00        | $95049.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2027%  | 0.0000% | $68397376.00       | $2407749.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $111359.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $51784.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $55426.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $65743.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $230442.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $208749.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $11718.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.4527%  | 0.0000% | $98716908.00       | $3087821.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.3527%  | 0.0000% | $42760023.00       | $1877567.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6027%  | 0.0000% | $50666667.00       | $1098970.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.0000%  | 0.0000% | $25000000.00       | $903779.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $90588.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $1007454.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $151163.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0970%  | 0.0000% | $96000000.00       | $1031491.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $992930.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $483713.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $936354.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $2329.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $843554.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $20824.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $470990.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $182026.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $78210.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $10859.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $273245.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0010%  | 0.0000% | $225456174.00      | $306.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1587%  | 0.0000% | $7233000.00        | $10110.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 6.5000%  | 0.0000% | $7100000.00        | $582.66            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-04-25      | 4.5000%  | 0.0000% | $278929.00         | $19553.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.6282%  | 0.0000% | $19753086.00       | $914.37            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | N/A      | 0.0000% | $600000.00         | $5194.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $35232.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2027%  | 0.0000% | $45319000.00       | $938609.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5527%  | 0.0000% | $70118899.00       | $938507.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7027%  | 0.0000% | $74139548.00       | $1126923.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7027%  | 0.0000% | $38000000.00       | $498159.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4831%  | 0.0000% | $6230000.00        | $1356.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6057%  | 0.0000% | $41095000.00       | $96520.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1961%  | 0.0000% | $90888774.00       | $44610.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.27             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1505%  | 0.0000% | $45683000.00       | $26108.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $212.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2073%  | 0.0000% | $7787000.00        | $2962.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $173210.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $358404.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $49756.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $244806.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 5.5000%  | 0.0000% | $17659962.00       | $17640192.65       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $780388.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $79988.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $363004.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $525330.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $532995.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8227%  | 0.0000% | $28433000.00       | $572232.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.9027%  | 0.0000% | $26136191.00       | $374583.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.2527%  | 0.0000% | $92208232.00       | $2822648.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $832204.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $869757.00         | $108374.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $558494.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7474538.00        | $1371443.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $357556.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1167427.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6218317.00        | $1190747.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7470%  | 0.0000% | $30000000.00       | $1419696.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $570328.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $77015.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2272727.00        | $344744.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0500%  | 0.0000% | $33360446.00       | $45313.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0200%  | 0.0000% | $20000000.00       | $10858.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.6926%  | 0.0000% | $8369515.00        | $187501.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 0.0500%  | 0.0000% | $100000000.00      | $151109.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.4970%  | 0.0000% | $5000000.00        | $96555.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3231340.00        | $618661.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1500%  | 0.0000% | $47642451.00       | $120757.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $46487681.00       | $116632.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0300%  | 0.0000% | $15000000.00       | $37564.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2300%  | 0.0000% | $30000000.00       | $151736.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 0.5449%  | 0.0000% | $30000000.00       | $724450.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.2616%  | 0.0000% | $25000000.00       | $883585.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $900573.00         | $898455.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $39505.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $127.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0089%  | 0.0000% | $1840000.00        | $1322.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5869%  | 0.0000% | $7250000.00        | $36976.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $3858.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.8382%  | 0.0000% | $2483600.00        | $20644.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 3.5000%  | 0.0000% | $7898854.00        | $8546856.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $393.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $32270478.00       | $8652.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.5000%  | 0.0000% | $10558727.00       | $88214.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $813.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $577.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $12900000.00       | $99756.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 3.0000%  | 0.0000% | $24804696.00       | $13.04             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $1844.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $41750.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $87433105.00       | $12228.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $7819714.00        | $878.50            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.7623%  | 0.0000% | $2181819.00        | $597878.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $95147.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $6793.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $87581.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 2.5000%  | 0.0000% | $10227310.00       | $4335.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $1433.29           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 2.0765%  | 0.0000% | $22170021.00       | $66496.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $15887.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $3664.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.8590%  | 0.0000% | $2315436.00        | $7517.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.0204%  | 0.0000% | $2095000.00        | $6130.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.7880%  | 0.0000% | $2800000.00        | $10515.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.3382%  | 0.0000% | $200000.00         | $3783.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.3382%  | 0.0000% | $25931200.00       | $22672.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.6910%  | 0.0000% | $277000000.00      | $1155614.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5237%  | 0.0000% | $175000000.00      | $39370.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.9941%  | 0.0000% | $83532611.00       | $90172.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.5000%  | 0.0000% | $3921471.00        | $4194765.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $4628919.00        | $5443190.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $3037.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-12-25      | 2.5000%  | 0.0000% | $6077005.00        | $6478972.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0413%  | 0.0000% | $710330958.00      | $200987.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.8134%  | 0.0000% | $53208165.00       | $286149.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $101394.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1382%  | 0.0000% | $67238023.00       | $420882.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.2882%  | 0.0000% | $92352161.00       | $488404.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 2.2382%  | 0.0000% | $107999191.00      | $688157.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6300%  | 0.0000% | $20000000.00       | $276996.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.3280%  | 0.0000% | $238530000.00      | $1585500.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.8194%  | 0.0000% | $100000000.00      | $1405348.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1303%  | 0.0000% | $4059992.00        | $195942.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2987%  | 0.0000% | $345000.00         | $2420.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2318%  | 0.0000% | $25000000.00       | $56526.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.1208%  | 0.0000% | $163467055.00      | $582584.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2382%  | 0.0000% | $10000000.00       | $215204.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1481%  | 0.0000% | $100500000.00      | $3619630.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.9343%  | 0.0000% | $23972632.00       | $161529.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.7667%  | 0.0000% | $29300000.00       | $963551.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.7758%  | 0.0000% | $86641645.00       | $299457.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.2382%  | 0.0000% | $2015000.00        | $71030.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.5950%  | 0.0000% | $13400000.00       | $705771.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.3779%  | 0.0000% | $19000000.00       | $150087.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.5864%  | 0.0000% | $129352688.00      | $1039071.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.1506%  | 0.0000% | $10000000.00       | $740514.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.4065%  | 0.0000% | $10617723.00       | $131306.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.1667%  | 0.0000% | $105056777.00      | $100505.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $202764.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $172561.00         | $13355.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.9501%  | 0.0000% | $19404255.00       | $292561.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.4140%  | 0.0000% | $10000000.00       | $381117.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4309%  | 0.0000% | $28871368.00       | $221090.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $2336481.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2675680.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11176.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6242%  | 0.0000% | $55100000.00       | $108750.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $174262.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.4027%  | 0.0000% | $44000000.00       | $1192415.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5027%  | 0.0000% | $17439040.00       | $1132628.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8300%  | 0.0000% | $4075000.00        | $157476.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8912%  | 0.0000% | $12500000.00       | $291034.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1335152.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $51253.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $547645.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.0679%  | 0.0000% | $130547117.00      | $403295.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | N/A      | 0.0000% | $48224639.00       | $1017093.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1125000.00        | $71008.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $52197.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $304046.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2344%  | 0.0000% | $156262.00         | $11379.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $15878.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $24065.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $587525.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $129987.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $21844.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5303%  | 0.0000% | $37399231.00       | $597325.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11529.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $269310.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $160841.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0527%  | 0.0000% | $150000.00         | $12772.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $303875.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $1603.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $896320.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.8602%  | 0.0000% | $44300953.00       | $3139.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4027%  | 0.0000% | $47400308.00       | $464085.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $934239.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3074%  | 0.0000% | $2570000.00        | $3271.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2880.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3211%  | 0.0000% | $4700000.00        | $32466.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5019%  | 0.0000% | $69800000.00       | $29253.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $102.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3513.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 6.2210%  | 0.0000% | $85000000.00       | $2690.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | N/A      | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $563899.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $30083.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $20772.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $31320.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $15870.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.6470%  | 0.0000% | $10000000.00       | $372083.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $66534.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $347575.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $116298.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $271787.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $332560.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $49838.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1470%  | 0.0000% | $60000000.00       | $1187984.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $160419.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $129826.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $20000000.00       | $15881.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $31763.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $181183.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.4970%  | 0.0000% | $25000000.00       | $350813.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $2035.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $16918.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $10000000.00       | $10295.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $170838.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10410.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $80476.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $51701.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $85358.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $85800.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $20267.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $74339.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10937784.00       | $1014701.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5970%  | 0.0000% | $25000000.00       | $722123.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $5223.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $32072.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $130000000.00      | $141535.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.8470%  | 0.0000% | $45000000.00       | $616318.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $31242.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $29895.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $13303.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $32241.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $79153.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $32022.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $241512.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $30000000.00       | $33650.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $82952.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $54062.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.4970%  | 0.0000% | $45000000.00       | $845871.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.4970%  | 0.0000% | $50000000.00       | $1303610.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2470%  | 0.0000% | $22500000.00       | $1263450.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.1470%  | 0.0000% | $20552847.00       | $1033320.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.7970%  | 0.0000% | $50000000.00       | $1133486.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10727.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $40777.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $11095.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $28090.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $46212.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $223087.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $55999.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $72887.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $27234.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $109690.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2078%  | 0.0000% | $500000.00         | $4229.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $32283.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $42989.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $21391.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.3931%  | 0.0000% | $9000000.00        | $65146.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1929%  | 0.0000% | $50000000.00       | $342507.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.6271%  | 0.0000% | $1704000.00        | $11367.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 1.9523%  | 0.0000% | $6501000.00        | $46965.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5313%  | 0.0000% | $20108000.00       | $78236.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $128000.00         | $15992.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $153176.00         | $27641.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0956%  | 0.0000% | $15240000.00       | $4466.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5234%  | 0.0000% | $33431422.00       | $47417.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.4682%  | 0.0000% | $1044408.00        | $1294.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $220.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 2.1485%  | 0.0000% | $110462842.00      | $574091.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.6098%  | 0.0000% | $1497000.00        | $27745.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.9014%  | 0.0000% | $13365000.00       | $53725.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.5217%  | 0.0000% | $26450000.00       | $364398.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3123%  | 0.0000% | $47207427.00       | $290430.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6935%  | 0.0000% | $10010000.00       | $40589.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $55778.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $239698.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $184914.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $45359.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $80617.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $301248.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 2.4282%  | 0.0000% | $1085000.00        | $1055.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2743%  | 0.0000% | $31600000.00       | $21208.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5750%  | 0.0000% | $151310000.00      | $244727.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.95              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4408%  | 0.0000% | $60000000.00       | $64044.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5103%  | 0.0000% | $14686909.00       | $20827.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.8838%  | 0.0000% | $116481213.00      | $568293.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8818%  | 0.0000% | $7164000.00        | $377141.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $56127.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $160.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7177%  | 0.0000% | $9850000.00        | $51374.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8190%  | 0.0000% | $22838000.00       | $106970.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.6292%  | 0.0000% | $1700000.00        | $2161.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8541%  | 0.0000% | $25487149.00       | $161877.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.9945%  | 0.0000% | $19007000.00       | $14579.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.9317%  | 0.0000% | $7179000.00        | $47844.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8221%  | 0.0000% | $107060003.00      | $800170.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 2.0022%  | 0.0000% | $10143000.00       | $64236.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9671%  | 0.0000% | $3636000.00        | $9986.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $256176.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $341.47            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4816%  | 0.0000% | $86271611.00       | $32653.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3258%  | 0.0000% | $25812000.00       | $363474.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.7071%  | 0.0000% | $120000000.00      | $30705.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1227%  | 0.0000% | $67275564.00       | $33518.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1839%  | 0.0000% | $2369000.00        | $1252.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3649%  | 0.0000% | $53026847.00       | $35449.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $52062.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.4081%  | 0.0000% | $81620726.00       | $470370.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7067%  | 0.0000% | $212570560.00      | $125741.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 4.0000%  | 0.0000% | $26831725.00       | $711.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 1.0871%  | 0.0000% | $73086544.00       | $1480.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3102%  | 0.0000% | $72207000.00       | $126077.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $202599.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $1020395.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $353059.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $50461.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $95956.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $513363.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $24554.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $46707.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $767867.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $205638.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $157172.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $77179.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $127534.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0300%  | 0.0000% | $20000000.00       | $20645.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2602%  | 0.0000% | $48182959.00       | $1509381.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.9970%  | 0.0000% | $27867319.00       | $475792.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 4.5000%  | 0.0000% | $3666666.00        | $59086.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.0602%  | 0.0000% | $45000000.00       | $186491.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $24149.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3102%  | 0.0000% | $18715770.00       | $483938.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $272788.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $149038.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.0711%  | 0.0000% | $2521085.00        | $7222.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1060438.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1322701.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $103373.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1602%  | 0.0000% | $75000000.00       | $310486.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21368.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $185316.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $179014.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.4102%  | 0.0000% | $5500000.00        | $117460.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $200000.00         | $15461.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $300000.00         | $26469.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1160569.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $17474.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $18529.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $64338.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $46217.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7900000.00        | $123183.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5102%  | 0.0000% | $230000.00         | $21306.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $645000.00         | $53072.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $300000.00         | $20305.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $15903.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $437715.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $139486.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5102%  | 0.0000% | $475000.00         | $41064.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5102%  | 0.0000% | $100000.00         | $8396.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $203676.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $407302.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $1777.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $12971.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $105090.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $138984.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7284.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $28320.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $1115.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $52650000.00       | $916919.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $3406000.00        | $42655.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0124%  | 0.0000% | $15866343.00       | $519122.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $92126.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $509247.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $577714.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $52680.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $295.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $17022.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8429%  | 0.0000% | $4283780.00        | $136971.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6716%  | 0.0000% | $6994179.00        | $70100.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $86250.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $2370.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.0970%  | 0.0000% | $47979314.00       | $808774.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $2250000.00        | $30242.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $78223.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $26540.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $14032.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $10564485.00       | $1007511.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $18895076.00       | $1430594.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $50018.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $47284.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $143911.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $402870.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1180000.00        | $83336.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0926%  | 0.0000% | $4983354.00        | $193262.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9037%  | 0.0000% | $51721.00          | $1409.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $340000.00         | $7377.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.1658%  | 0.0000% | $41547073.00       | $1462587.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.4463%  | 0.0000% | $50149207.00       | $363390.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.3122%  | 0.0000% | $15000000.00       | $611222.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.6198%  | 0.0000% | $12425000.00       | $271971.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9065%  | 0.0000% | $10924364.00       | $90977.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.7448%  | 0.0000% | $107856235.00      | $815706.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.6230%  | 0.0000% | $4318000.00        | $103492.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.4599%  | 0.0000% | $10847000.00       | $221105.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4628%  | 0.0000% | $29320000.00       | $1415605.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 0.4163%  | 0.0000% | $53010043.00       | $67273.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.9460%  | 0.0000% | $11564324.00       | $171580.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | N/A      | 0.0000% | $86443221.00       | $77596.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $56455.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $350362.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $27523.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $160878.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $20971.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $13802.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $284885.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $136774.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $92532.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $111186.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $123475.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $118121.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2470%  | 0.0000% | $50000000.00       | $775236.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $158922.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $57437.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $500129.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $366254.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $201490.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $417934.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5725000.00        | $641355.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $299844.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $337834.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $91623.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $344422.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $102406.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $394589.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $403472.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $90459.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $534487.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $399121.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $2674.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $350.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $194519.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1728.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1470%  | 0.0000% | $50000000.00       | $765287.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $1006.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.4970%  | 0.0000% | $25000000.00       | $345481.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $508514.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2686.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.4970%  | 0.0000% | $20000000.00       | $449607.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1470%  | 0.0000% | $20000000.00       | $320145.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.2970%  | 0.0000% | $25000000.00       | $631114.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.4970%  | 0.0000% | $62627718.00       | $1153355.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1170%  | 0.0000% | $30000000.00       | $801745.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.2470%  | 0.0000% | $105000000.00      | $1458564.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1970%  | 0.0000% | $46526598.00       | $1528375.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.8970%  | 0.0000% | $33695566.00       | $559090.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $68644.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $20758.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $80281.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $51497.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $248313.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $72528.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $85079.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.9970%  | 0.0000% | $50000000.00       | $499531.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $128.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $59797.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.8970%  | 0.0000% | $10000000.00       | $227071.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $71428.00          | $12160.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $40520.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $6429.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $93129.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.8470%  | 0.0000% | $30000000.00       | $235795.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $66788.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $137743.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.4992%  | 0.0000% | $192307.00         | $15896.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.9970%  | 0.0000% | $14918139.00       | $326184.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6970%  | 0.0000% | $18126000.00       | $480222.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $28453.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.4970%  | 0.0000% | $20000000.00       | $592926.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $578569.00         | $76985.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.1770%  | 0.0000% | $25000000.00       | $1322043.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $19869.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $81524.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $23541.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $128745.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5470%  | 0.0000% | $100000000.00      | $1555945.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6970%  | 0.0000% | $48888889.00       | $1056502.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $32721.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $32721.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $32721.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $32721.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $17832.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $24757.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $17832.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $24757.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $92496.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $357372.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $35650.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6970%  | 0.0000% | $20000000.00       | $313334.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $212856.00         | $26758.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $90461.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.0433%  | 0.0000% | $128064500.00      | $81155.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6103%  | 0.0000% | $30058530.00       | $41247.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5512%  | 0.0000% | $58505000.00       | $54538.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.3924%  | 0.0000% | $12068141.00       | $86.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.5634%  | 0.0000% | $17039817.00       | $9214.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.3371%  | 0.0000% | $38232128.00       | $121381.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.5527%  | 0.0000% | $3000000.00        | $35081.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $51964.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $4945.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $61181.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $7436.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $44880.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.3527%  | 0.0000% | $50000000.00       | $503513.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $7202.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $6711.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $45423.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $833650.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $307981.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $20612.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $159733.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $543187.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.3096%  | 0.0000% | $12830316.00       | $220.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.0510%  | 0.0000% | $3000000.00        | $79.21             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.2302%  | 0.0000% | $5970310.00        | $67786.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $8.14              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.1027%  | 0.0000% | $82000000.00       | $1542579.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $139516.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.00              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.2100%  | 0.0000% | $87067583.00       | $101812.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.6902%  | 0.0000% | $6057000.00        | $21552.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $16283.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.0007%  | 0.0000% | $1157000.00        | $5978.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6540%  | 0.0000% | $96882694.00       | $182634.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 2.3081%  | 0.0000% | $400000.00         | $21195.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.3102%  | 0.0000% | $530000.00         | $10342.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $93943.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $444716.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1025387.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5201%  | 0.0000% | $10270000.00       | $63152.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4104%  | 0.0000% | $839000.00         | $5136.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6516%  | 0.0000% | $42920000.00       | $511944.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6184%  | 0.0000% | $63505104.00       | $435237.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5861%  | 0.0000% | $20000000.00       | $372704.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6096%  | 0.0000% | $55026781.00       | $683156.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6014%  | 0.0000% | $92200000.00       | $1073085.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $432517.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.4311%  | 0.0000% | $27850322.00       | $367841.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.3010%  | 0.0000% | $23503901.00       | $283895.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4494%  | 0.0000% | $55270998.00       | $211946.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8036%  | 0.0000% | $50590001.00       | $1106562.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9464%  | 0.0000% | $43042938.00       | $230890.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6685%  | 0.0000% | $26187556.00       | $664322.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7143%  | 0.0000% | $51548315.00       | $196826.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.8621%  | 0.0000% | $20136422.00       | $166286.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 1.6772%  | 0.0000% | $37253678.00       | $351244.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8290%  | 0.0000% | $48280052.00       | $348555.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.3113%  | 0.0000% | $18285188.00       | $363021.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.3332%  | 0.0000% | $4585000.00        | $22253.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 0.0270%  | 0.0000% | $40315110.00       | $423203.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $301786.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $80113.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $269248.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $568738.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $254.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $227930.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $633760.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.5770%  | 0.0000% | $50000000.00       | $856821.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $60547.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $69099.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $1366.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $122815.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $101829622.00      | $1245362.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $564174.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.2170%  | 0.0000% | $12000000.00       | $160883.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5970%  | 0.0000% | $1000000.00        | $32142.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5970%  | 0.0000% | $1000000.00        | $31110.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5970%  | 0.0000% | $1000000.00        | $31109.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.3970%  | 0.0000% | $25000000.00       | $525809.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $191579.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $239108.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.5970%  | 0.0000% | $54572337.00       | $1069795.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.6970%  | 0.0000% | $50000000.00       | $823771.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $831.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $217.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $43853.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.7470%  | 0.0000% | $15000000.00       | $386133.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $771.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $1329.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $64984.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $28109.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7204%  | 0.0000% | $17021000.00       | $1144350.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $479621.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.4470%  | 0.0000% | $100000000.00      | $1477244.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0470%  | 0.0000% | $15000000.00       | $239886.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3770%  | 0.0000% | $50000000.00       | $765541.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.9470%  | 0.0000% | $215000.00         | $24785.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.4470%  | 0.0000% | $20000000.00       | $376010.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $162200.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $12457.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8277.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $48996.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $209233.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $12531.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $74190.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2153%  | 0.0000% | $1036000.00        | $8007.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.1466%  | 0.0000% | $38214880.00       | $216840.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0562%  | 0.0000% | $208000.00         | $3591.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 2.4027%  | 0.0000% | $25007250.00       | $1705925.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9079%  | 0.0000% | $35100000.00       | $3029.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4598%  | 0.0000% | $1500000.00        | $2116.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.6122%  | 0.0000% | $19428364.00       | $87227.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.1384%  | 0.0000% | $80000000.00       | $291235.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.2653%  | 0.0000% | $46268225.00       | $291274.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1277%  | 0.0000% | $20130000.00       | $7481.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.5979%  | 0.0000% | $156350000.00      | $2274909.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 3.5000%  | 0.0000% | $23862926.00       | $3461.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 4.0000%  | 0.0000% | $18647509.00       | $257.31            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 4.5000%  | 0.0000% | $18786795.00       | $45329.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $610063.00         | $3.92              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $687.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 1.8099%  | 0.0000% | $40188047.00       | $91739.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $600000.00         | $560145.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $19500000.00       | $2466327.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 1.0382%  | 0.0000% | $3795000.00        | $67776.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-01-25      | 3.5000%  | 0.0000% | $23862504.00       | $27.10             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $463801.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.7882%  | 0.0000% | $319326.00         | $2055.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $3356.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.2500%  | 0.0000% | $7482798.00        | $7696733.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $173903.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $196534.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3027%  | 0.0000% | $16050000.00       | $983278.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1199%  | 0.0000% | $17467174.00       | $7011.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3970%  | 0.0000% | $8648000.00        | $8554.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0010%  | 0.0000% | $24000000.00       | $5.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0778%  | 0.0000% | $182710000.00      | $9089.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $59659.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $48861.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $29370.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.6530%  | 0.0000% | $6000.00           | $6066.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $112970.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $87387.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-15      | 3.5000%  | 0.0000% | $12471428.00       | $19090.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $6062.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | 3.5000%  | 0.0000% | $12514215.00       | $4107.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $561613.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.0000%  | 0.0000% | $13180042.00       | $1763.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 2.0170%  | 0.0000% | $101180763.00      | $282644.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 3.0000%  | 0.0000% | $500000.00         | $643657.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $369880.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-15      | 4.0000%  | 0.0000% | $250000.00         | $364860.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 2.0236%  | 0.0000% | $801316.00         | $2385.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $561291.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $111405.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1718538.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $3438.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $471539.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.8917%  | 0.0000% | $2700000.00        | $10234.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 1.8058%  | 0.0000% | $105496846.00      | $915959.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $169599.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $374795.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 1.9085%  | 0.0000% | $71407604.00       | $646627.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 4.5000%  | 0.0000% | $14601203.00       | $440648.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2710%  | 0.0000% | $32110000.00       | $70735.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $285286.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 1.8582%  | 0.0000% | $73541048.00       | $426470.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 0.1282%  | 0.0000% | $87729140.00       | $530041.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0984%  | 0.0000% | $69118725.00       | $811792.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 2.1378%  | 0.0000% | $60881642.00       | $710042.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9467%  | 0.0000% | $45392838.00       | $1655032.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9186%  | 0.0000% | $2368000.00        | $83231.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0135%  | 0.0000% | $534000.00         | $20170.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7629%  | 0.0000% | $2000000.00        | $60562.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7144%  | 0.0000% | $34788000.00       | $1025547.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $46172.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $18990.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3567%  | 0.0000% | $7384000.00        | $43452.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $22517.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3105%  | 0.0000% | $6230000.00        | $81518.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1234%  | 0.0000% | $44717000.00       | $317609.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.1559%  | 0.0000% | $46189538.00       | $802035.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7059%  | 0.0000% | $34000000.00       | $672164.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2593%  | 0.0000% | $1100000.00        | $3337.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $273660.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.1887%  | 0.0000% | $36240765.00       | $737241.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.8263%  | 0.0000% | $33800000.00       | $889598.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.6333%  | 0.0000% | $2420000.00        | $50305.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1061%  | 0.0000% | $1550000.00        | $54732.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.3304%  | 0.0000% | $9719789.00        | $73345.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 2.0053%  | 0.0000% | $30143347.00       | $918972.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4086%  | 0.0000% | $1411000.00        | $71086.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1217%  | 0.0000% | $88898767.00       | $3580041.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $4426.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3193%  | 0.0000% | $49886810.00       | $618895.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $34114.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $173094.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $53571.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 1.9278%  | 0.0000% | $70000000.00       | $4552994.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3458.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $2840.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $90896.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $22657.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $131310.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $114938.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $27808.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $20469.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1225513.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7476%  | 0.0000% | $6389030.00        | $606063.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $343462.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $63068.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $181346.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $36938.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $83015.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $4129690.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.6998%  | 0.0000% | $400000.00         | $109903.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $204795.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $303464.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 0.0027%  | 0.0000% | $22038475.00       | $290249.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $538575.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $173055.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $21793.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $123223.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $23081.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0001%  | 0.0000% | $392856.00         | $42577.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $110597.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $117684.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8470%  | 0.0000% | $10000000.00       | $316628.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0470%  | 0.0000% | $35000000.00       | $1428587.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4970%  | 0.0000% | $10000000.00       | $265590.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $47349.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $332824.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.2970%  | 0.0000% | $50000000.00       | $1513669.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $23627.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1470%  | 0.0000% | $90000000.00       | $1473428.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $101379.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $181895.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $66707.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $70872.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $168644.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4970%  | 0.0000% | $30000000.00       | $979172.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1470%  | 0.0000% | $19000000.00       | $829674.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1470%  | 0.0000% | $35000000.00       | $475769.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $46998.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $17249.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $211369.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $65460.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $32720.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.2970%  | 0.0000% | $30000000.00       | $758126.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4470%  | 0.0000% | $15000000.00       | $640488.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.3970%  | 0.0000% | $10000000.00       | $413627.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $84731.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $414694.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $21083.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.0670%  | 0.0000% | $57604386.00       | $734649.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $49108.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3845.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.0570%  | 0.0000% | $105000000.00      | $1223499.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.4970%  | 0.0000% | $25000000.00       | $220036.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.3470%  | 0.0000% | $15000000.00       | $414985.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $18091.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $49076.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $98516.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $31476.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $72930.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $16437.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $113000000.00      | $185114.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $91404.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $42552.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $63818.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.8470%  | 0.0000% | $10000000.00       | $386669.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.2970%  | 0.0000% | $25900000.00       | $910379.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $195849.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $194813.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $77123.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.4970%  | 0.0000% | $655000.00         | $17151.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $76595.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.7198%  | 0.0000% | $11560000.00       | $767325.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.7788%  | 0.0000% | $61490000.00       | $4451284.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.7418%  | 0.0000% | $81110000.00       | $5706297.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $838011.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $47005.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $102024.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.3970%  | 0.0000% | $45000000.00       | $1307683.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $788613.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2284%  | 0.0000% | $2550000.00        | $9320.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4819%  | 0.0000% | $974000.00         | $500.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6832%  | 0.0000% | $31620000.00       | $86326.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $272.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.5329%  | 0.0000% | $32233402.00       | $23855.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $1963126.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.4527%  | 0.0000% | $21088668.00       | $1316753.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $544338.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.3027%  | 0.0000% | $102718523.00      | $1472225.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $202066.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2000%  | 0.0000% | $195000000.00      | $921339.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $481127.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $100000000.00      | $233420.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $55511.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.3222%  | 0.0000% | $100000000.00      | $603907.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.8719%  | 0.0000% | $22783581.00       | $131979.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.4045%  | 0.0000% | $13345000.00       | $105923.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4132%  | 0.0000% | $121565875.00      | $258130.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $301089.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.6882%  | 0.0000% | $21244584.00       | $2297.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.3758%  | 0.0000% | $250997935.00      | $5279.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.62             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6350%  | 0.0000% | $72040000.00       | $175541.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1071%  | 0.0000% | $176495000.00      | $65141.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 3.4482%  | 0.0000% | $37000000.00       | $14463.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | N/A      | 0.0000% | $1000000.00        | $3383.70           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.8382%  | 0.0000% | $3050000.00        | $473.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $332990.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.7254%  | 0.0000% | $34242459.00       | $15341.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.5308%  | 0.0000% | $45637000.00       | $90406.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.2002%  | 0.0000% | $7600000.00        | $4359.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $41026.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 2.2231%  | 0.0000% | $40272922.00       | $194535.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.4266%  | 0.0000% | $18947000.00       | $81299.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $96528.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8470%  | 0.0000% | $50000000.00       | $549398.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $288611.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $26750.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $17691.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $8845.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $14048.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $28475.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1121162.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $10000000.00       | $8994.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0800%  | 0.0000% | $10000000.00       | $14420.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0200%  | 0.0000% | $15000000.00       | $5354.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $44973.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $135109.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $36385.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $402336.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $281373.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $75749.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $229362.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $218998.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $25094.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $36185.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $51035.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $8089.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5970%  | 0.0000% | $30000000.00       | $1110999.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6970%  | 0.0000% | $30000000.00       | $1165890.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $73406.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.1970%  | 0.0000% | $50000000.00       | $1520334.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.4470%  | 0.0000% | $40000000.00       | $311294.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $206932.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $30263.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7770%  | 0.0000% | $40000000.00       | $773666.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $28075.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $65946.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $197045.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $614341.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $641581.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $641581.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $460740.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $26751.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1587500.00        | $149727.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $41553.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $4335.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7470%  | 0.0000% | $100000000.00      | $1251303.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $128191.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $19045.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $111097.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $222194.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $76289.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $77545.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $45346.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.6970%  | 0.0000% | $100951220.00      | $1181561.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1285153.00        | $916909.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $126042.00         | $17615.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.4970%  | 0.0000% | $16200000.00       | $1565709.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $255848.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $237090.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $108792.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $10000000.00       | $9166.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.5530%  | 0.0000% | $10000.00          | $10034.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $987000.00         | $963406.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $190494.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.2970%  | 0.0000% | $18781751.00       | $925296.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $27881.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5904%  | 0.0000% | $70404789.00       | $164658.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1657%  | 0.0000% | $32327393.00       | $5406.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0310%  | 0.0000% | $186970000.00      | $2046.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0254%  | 0.0000% | $150896202.00      | $7179.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $91.27             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8668%  | 0.0000% | $1371000.00        | $70712.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $184376.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9041%  | 0.0000% | $10570000.00       | $592876.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0678%  | 0.0000% | $19000000.00       | $1465301.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9890%  | 0.0000% | $10700000.00       | $558850.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4281%  | 0.0000% | $10500000.00       | $747864.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9169%  | 0.0000% | $6270000.00        | $353964.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $84483.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7088%  | 0.0000% | $18858000.00       | $1056758.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7066%  | 0.0000% | $627000.00         | $27980.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9811%  | 0.0000% | $3600000.00        | $198095.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9988%  | 0.0000% | $11000000.00       | $690340.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $92000000.00       | $78.45             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7850%  | 0.0000% | $169000.00         | $9334.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6397%  | 0.0000% | $22400000.00       | $934442.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $19407.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5702%  | 0.0000% | $7000000.00        | $280150.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0010%  | 0.0000% | $265000.00         | $18390.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1134858.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7016%  | 0.0000% | $17300000.00       | $889175.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8226%  | 0.0000% | $100000.00         | $6149.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0222%  | 0.0000% | $330000.00         | $21969.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6997%  | 0.0000% | $5100000.00        | $253445.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3313%  | 0.0000% | $535000.00         | $47339.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9382%  | 0.0000% | $330000.00         | $22926.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8758%  | 0.0000% | $378000.00         | $26693.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8182%  | 0.0000% | $580000.00         | $34077.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9546%  | 0.0000% | $770000.00         | $53089.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7572%  | 0.0000% | $5347000.00        | $327480.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $227589.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $65004.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $171224.00         | $140462.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $135959.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $280937.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $190626.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $385420.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $72004.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $120444.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $400888.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.3970%  | 0.0000% | $170000000.00      | $990784.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $71893.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.5970%  | 0.0000% | $25000000.00       | $522163.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $244911.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $167043.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $43342.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $98647.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $20947.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $27504.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $14167.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $87951.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7970%  | 0.0000% | $10000000.00       | $133282.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $52475.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $23906.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $71568.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $372141.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $800280.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.3970%  | 0.0000% | $15000000.00       | $1124020.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $709199.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.4970%  | 0.0000% | $34138395.00       | $1542512.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $978576.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $472306.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.6970%  | 0.0000% | $80000000.00       | $1160292.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $209703.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $152691.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.2602%  | 0.0000% | $24000000.00       | $146371.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $15092.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 1.9685%  | 0.0000% | $62614494.00       | $466995.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 1.9634%  | 0.0000% | $36772864.00       | $298724.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.9543%  | 0.0000% | $76467000.00       | $225850.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3729%  | 0.0000% | $947000.00         | $1387.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1381.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.33             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1700000.00        | $36881.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.1970%  | 0.0000% | $30000000.00       | $1288460.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $179392.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $132709.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $3439.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $31001.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $130527.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $52288.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $69513.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $48289.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1470%  | 0.0000% | $10000000.00       | $209581.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $5546.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $98470.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $61231.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.7770%  | 0.0000% | $20000000.00       | $468249.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $7968.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $23239.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $84916.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $5847.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $87885.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $89141.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $19000.00          | $19506.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $26222.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $132244.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $58255.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $284655.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3339.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.5270%  | 0.0000% | $50000000.00       | $1068113.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $8011.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $210493.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $10078.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $182369.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.3470%  | 0.0000% | $50000000.00       | $894007.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9470%  | 0.0000% | $21555943.00       | $1511758.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $152677.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9970%  | 0.0000% | $50000000.00       | $1237040.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $112738.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $251205.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $14525.73          | Agency Collateralized Mortgage Obligation |

### Security 251: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENWD3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1ENWD3_3.70_0206
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $886959.02         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $20019000.00       | $17244461.29       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $1000000.00        | $12056.38          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $1950000.00        | $25646.33          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $1600000.00        | $1382021.48        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $155450000.00      | $138177625.08      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4935000.00        | $4299112.37        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $7567820.43        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $25000.00          | $3263.94           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $4861000.00        | $1218183.04        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $616473.21         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-08-01      | 2.7500%  | 0.0000% | $25000.00          | $9292.43           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $16458559.51       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $20191757.29       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1384828.79        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $16455000.00       | $12676264.45       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $73490520.17       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $137000000.00      | $123094599.11      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $75000000.00       | $77869597.92       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-10      | 4.5320%  | 0.0000% | $36000000.00       | $36529879.56       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 5.5000%  | 0.0000% | $1550000.00        | $329884.98         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 7.3880%  | 0.0000% | $8494637.00        | $2581843.35        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.0780%  | 0.0000% | $47512561.00       | $13459914.66       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2042-08-25      | 6.5750%  | 0.0000% | $10000000.00       | $10284959.67       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 7.3050%  | 0.0000% | $10495000.00       | $10553562.04       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 5.8050%  | 0.0000% | $21275000.00       | $22326078.91       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-25      | 7.0000%  | 0.0000% | $3185000.00        | $3435139.99        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.0830%  | 0.0000% | $56887844.00       | $21890724.80       | Agency Mortgage-Backed Securities |

### Security 252: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENWE1, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1ENWE1_3.71_0206
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $351556.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $184501.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $765661.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8470%  | 0.0000% | $100000000.00      | $1564115.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 3.3027%  | 0.0000% | $250000000.00      | $10270318.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $3349920.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.2527%  | 0.0000% | $109383481.00      | $3958808.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 3.3027%  | 0.0000% | $57048000.00       | $1552237.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2027%  | 0.0000% | $75000000.00       | $2102501.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1527%  | 0.0000% | $49499688.00       | $1359044.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.7027%  | 0.0000% | $50000000.00       | $875952.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 3.3027%  | 0.0000% | $12600000.00       | $810455.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $150651.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $45189500.00       | $6629202.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-25      | 2.9027%  | 0.0000% | $36703385.00       | $2958544.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 5.5000%  | 0.0000% | $9495636.00        | $771494.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 5.5000%  | 0.0000% | $2219377.00        | $356624.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9027%  | 0.0000% | $6250000.00        | $558847.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9027%  | 0.0000% | $21955400.00       | $2044254.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9027%  | 0.0000% | $7500000.00        | $686246.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $24833.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $246961.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.8027%  | 0.0000% | $76000000.00       | $1514690.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.3527%  | 0.0000% | $30500000.00       | $1514439.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $74609.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 6.0000%  | 0.0000% | $416667.00         | $46490.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.3527%  | 0.0000% | $15483059.00       | $1578898.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $15483058.00       | $22403.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $864958.00         | $156704.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5043752.00        | $964225.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.4027%  | 0.0000% | $43508274.00       | $4496954.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.4027%  | 0.0000% | $41881934.00       | $3974219.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.0527%  | 0.0000% | $25000000.00       | $1393269.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $7000000.00        | $1319099.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5031250.00        | $956130.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $4352416.00        | $819759.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.4027%  | 0.0000% | $124365670.00      | $13780409.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.5000%  | 0.0000% | $5735032.00        | $959053.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6970%  | 0.0000% | $100000000.00      | $1090269.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.1970%  | 0.0000% | $39848531.00       | $834389.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.3882%  | 0.0000% | $117305846.00      | $2568990.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 2.2382%  | 0.0000% | $78844345.00       | $3262049.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3673903.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $86512166.00       | $6398240.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $10316898.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5236137.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 1.6027%  | 0.0000% | $310000000.00      | $11741127.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 1.0527%  | 0.0000% | $101315018.00      | $2004312.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.5000%  | 0.0000% | $636364.00         | $98129.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 5.5000%  | 0.0000% | $1447201.00        | $266266.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $10100000.00       | $950064.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 6.0000%  | 0.0000% | $11291000.00       | $2707946.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 1.9504%  | 0.0000% | $80320520.00       | $5162110.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 0.9527%  | 0.0000% | $104701778.00      | $3468384.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $2097147.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 2.2382%  | 0.0000% | $67482958.00       | $2661167.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 2.2382%  | 0.0000% | $61023860.00       | $1432575.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.6027%  | 0.0000% | $200000000.00      | $6831580.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.6527%  | 0.0000% | $81760575.00       | $1752533.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $3214603.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 2.1782%  | 0.0000% | $30959344.00       | $2556096.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0027%  | 0.0000% | $135827942.00      | $3147090.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3527%  | 0.0000% | $205000000.00      | $3885770.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.1527%  | 0.0000% | $76849463.00       | $3737533.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $290500000.00      | $154304.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $101187.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $101075.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.4527%  | 0.0000% | $225000000.00      | $4385114.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.7027%  | 0.0000% | $150000000.00      | $5418523.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.7027%  | 0.0000% | $100000000.00      | $4165084.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 5.0000%  | 0.0000% | $1445007.00        | $126527.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.7527%  | 0.0000% | $25000000.00       | $1275075.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $25346417.00       | $4139106.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $250000.00         | $28019.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 6.0000%  | 0.0000% | $2708459.00        | $417495.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 6.0000%  | 0.0000% | $708333.00         | $72474.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.3527%  | 0.0000% | $32122363.00       | $3308044.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $40022.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.0000%  | 0.0000% | $447916.00         | $61839.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 3.4027%  | 0.0000% | $128883000.00      | $11914353.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $6895000.00        | $755641.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.5000%  | 0.0000% | $7079126.00        | $659592.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.8527%  | 0.0000% | $62467855.00       | $5267182.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.8527%  | 0.0000% | $42754489.00       | $4472964.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 6.0000%  | 0.0000% | $4583333.00        | $460210.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4027%  | 0.0000% | $75000000.00       | $7388746.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.0527%  | 0.0000% | $27000000.00       | $1783982.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.7027%  | 0.0000% | $60000000.00       | $3186023.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 0.0500%  | 0.0000% | $62467855.00       | $136027.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 5.5000%  | 0.0000% | $13372480.00       | $1195244.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.9027%  | 0.0000% | $3750000.00        | $350463.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-10-25      | 5.5000%  | 0.0000% | $2958545.00        | $502519.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7527%  | 0.0000% | $84063488.00       | $4841972.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.7027%  | 0.0000% | $57733661.00       | $1507973.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.8027%  | 0.0000% | $100000000.00      | $6627537.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 5.5000%  | 0.0000% | $21290276.00       | $2840730.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.1000%  | 0.0000% | $70000000.00       | $175622.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 5.5000%  | 0.0000% | $28448544.00       | $5568050.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.1926%  | 0.0000% | $190000000.00      | $3043373.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 3.0926%  | 0.0000% | $23750000.00       | $2610660.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.0500%  | 0.0000% | $50000000.00       | $50347.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-25      | 6.0000%  | 0.0000% | $5871802.00        | $988420.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 5.5000%  | 0.0000% | $2272728.00        | $437335.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5180%  | 0.0000% | $13000000.00       | $60325.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3612%  | 0.0000% | $15068715.00       | $162732.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 1.1657%  | 0.0000% | $35000000.00       | $886335.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.2104%  | 0.0000% | $37155000.00       | $903383.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 2.0906%  | 0.0000% | $21500000.00       | $1060832.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $46128.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $7559.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $10591.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0181%  | 0.0000% | $64199705.00       | $1149613.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4078%  | 0.0000% | $31000000.00       | $1414212.76        | Agency Collateralized Mortgage Obligation |

### Security 253: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPAT7, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1EPAT7_3.69_0202
- **C.18 - Value (incl. sponsor support):** $264800000.00
- **C.18.a - Value (excl. sponsor support):** $264800000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $39000000.00       | $14171625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $65000000.00       | $22459125.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $48998250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $68786250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $115680750.00      | U.S. Treasuries (including strips) |

### Security 254: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM56, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1EPM56_3.72_0202
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2064-10-20      | 1.4478%  | 0.0000% | $6215312.00        | $13752.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $421977.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275228.00        | $13600.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318000.00        | $366711.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1252642.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $60837.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9749.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $115682.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0273%  | 0.0000% | $147202048.00      | $7551203.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.8970%  | 0.0000% | $83797248.00       | $7350296.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2470%  | 0.0000% | $13333328.00       | $1074191.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1671970.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.4970%  | 0.0000% | $45000000.00       | $4828143.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8470%  | 0.0000% | $156232704.00      | $9683826.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232704.00      | $6052196.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232832.00       | $177785.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7670%  | 0.0000% | $50000000.00       | $3374831.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.3170%  | 0.0000% | $29066656.00       | $2662285.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7670%  | 0.0000% | $50000000.00       | $3420034.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545448.00        | $3363863.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $1974572.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $23119.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7970%  | 0.0000% | $95917952.00       | $6714833.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $24997888.00       | $23698.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $2194600.00        | $1866218.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248320.00       | $6946078.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $200550.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.8670%  | 0.0000% | $73172096.00       | $7186133.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2970%  | 0.0000% | $75346432.00       | $7452483.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $240999.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $6751.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $2989088.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3470%  | 0.0000% | $455000.00         | $40388.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $44054.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2470%  | 0.0000% | $1000000.00        | $71821.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3593451.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $273363.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $49999872.00       | $46691.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $3999970.00        | $4505.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282368.00      | $9757542.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 5.0000%  | 0.0000% | $3000.00           | $2803.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 0.9305%  | 0.0000% | $130052096.00      | $9850217.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4905%  | 0.0000% | $9577456.00        | $7795710.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $53007.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $23817.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9470%  | 0.0000% | $400000.00         | $42568.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $29999104.00       | $22103.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9470%  | 0.0000% | $50000000.00       | $3302566.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3470%  | 0.0000% | $64600000.00       | $4469058.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $61642.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1250%  | 0.0000% | $15000000.00       | $10243504.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $36999168.00       | $32883.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $5495268.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $11554538.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $145130.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $286745.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $3678924.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $20058.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457272.00        | $809366.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3470%  | 0.0000% | $26698400.00       | $2060086.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $54996992.00       | $52385.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $18605.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269546.00        | $172490.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74997760.00       | $31537.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74997759.00       | $31537.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $7327552.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $124894.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $28329.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17655.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-15      | 6.5000%  | 0.0000% | $14682000.00       | $99672.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $21460.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $2044000.00        | $13225.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24993792.00       | $9628.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5496832.00        | $2156.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $50618688.00       | $96688.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12496896.00       | $11907.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $835390.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140608.00       | $11383.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $2926125.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3470%  | 0.0000% | $68000000.00       | $3107819.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999168.00       | $20198.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $15794.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $981119.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $3997.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874432.00       | $20299.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16965632.00       | $14983.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413696.00       | $22108.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40808448.00       | $25000.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25968640.00       | $15927.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3270%  | 0.0000% | $13046496.00       | $794672.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67092480.00       | $45431.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12083200.00       | $10200.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $200344.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $149667.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1683149.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1641672.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $840304.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8242488.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2736368.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0000%  | 0.0000% | $45000000.00       | $1686157.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $1714811.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 2.5000%  | 0.0000% | $12238000.00       | $8228230.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7464%  | 0.0000% | $70664064.00       | $4375505.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276776.00        | $184822.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46885.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $236749.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9276%  | 0.0000% | $50000000.00       | $3433281.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 4.0000%  | 0.0000% | $40000.00          | $37874.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1241%  | 0.0000% | $39996000.00       | $3494573.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7518%  | 0.0000% | $55369344.00       | $3935896.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4496%  | 0.0000% | $13922768.00       | $729580.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2602%  | 0.0000% | $7000000.00        | $208290.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3102%  | 0.0000% | $559956.00         | $17334.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $551287.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $42736.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $291433.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.3492%  | 0.0000% | $400000.00         | $9183.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $4689000.00        | $5595123.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 3.0000%  | 0.0000% | $10682000.00       | $7653264.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5064211.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1833%  | 0.0000% | $331784192.00      | $6458070.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $19988.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $51998.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.4081%  | 0.0000% | $13956624.00       | $544220.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3900000.00        | $46476.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $387249.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $394647.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $185050.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $14183.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.8830%  | 0.0000% | $12477616.00       | $12785483.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1470%  | 0.0000% | $61700000.00       | $4777949.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8270%  | 0.0000% | $125000000.00      | $8933026.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4589421.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $36488.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8670%  | 0.0000% | $77860096.00       | $7402594.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.3230%  | 0.0000% | $4023768.00        | $4006629.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1470%  | 0.0000% | $3436424.00        | $243596.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166664.00        | $987594.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $227739.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8569%  | 0.0000% | $121737856.00      | $8139741.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5853%  | 0.0000% | $25000000.00       | $1430548.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9020%  | 0.0000% | $44000000.00       | $3169662.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7221101.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796416.00      | $7925201.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526720.00      | $8519917.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.3630%  | 0.0000% | $14642848.00       | $14158632.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1770%  | 0.0000% | $65000000.00       | $4803307.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4770%  | 0.0000% | $79000000.00       | $3539274.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $69996543.00       | $59628.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2670%  | 0.0000% | $100068992.00      | $8867607.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.8970%  | 0.0000% | $52000000.00       | $4138695.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $214251.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $596687.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1286438.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3102%  | 0.0000% | $22737664.00       | $698059.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $81856.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $4833181.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1364896.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $67783.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291666.00        | $181176.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3602%  | 0.0000% | $28926240.00       | $625261.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 4.5000%  | 0.0000% | $25000000.00       | $24892525.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.3102%  | 0.0000% | $48975936.00       | $190934.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955032.00        | $605176.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.5670%  | 0.0000% | $130000000.00      | $6860910.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $19996672.00       | $13289.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $215351.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $155120.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6270%  | 0.0000% | $100000000.00      | $5280647.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $174082.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401152.00       | $4844843.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354784.00       | $1961063.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $470950.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $100541.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2488130.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $818637.00         | $177924.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.9800%  | 0.0000% | $65000000.00       | $7587890.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11054816.00       | $2295980.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1703434.00        | $1692456.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.7500%  | 0.0000% | $30230080.00       | $30385504.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4618312.00        | $1171261.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $18152256.00       | $4618415.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 4.4718%  | 0.0000% | $35000000.00       | $1430704.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1008.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.2500%  | 0.0000% | $30490688.00       | $30152218.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.8470%  | 0.0000% | $40941056.00       | $4906762.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $25288448.00       | $5496244.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998544.00       | $36309.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $15231136.00       | $2038069.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.8027%  | 0.0000% | $51592832.00       | $5438661.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435952.00        | $391470.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5727%  | 0.0000% | $50000000.00       | $2785260.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $192463.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4027%  | 0.0000% | $40000000.00       | $5628364.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 5.5000%  | 0.0000% | $14181344.00       | $2451957.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7527%  | 0.0000% | $100000000.00      | $7013223.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.3027%  | 0.0000% | $200000000.00      | $18284833.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.4527%  | 0.0000% | $62887040.00       | $8523035.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7027%  | 0.0000% | $9000000.00        | $479221.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $294176.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $236111.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.8327%  | 0.0000% | $64791936.00       | $3980139.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.3527%  | 0.0000% | $30208448.00       | $2174064.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.3527%  | 0.0000% | $17472300.00       | $1396626.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.5500%  | 0.0000% | $84282624.00       | $5926852.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.5500%  | 0.0000% | $70488576.00       | $6197578.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $199999.00         | $1151.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309888.00      | $255580.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021976.00        | $1009076.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16068608.00       | $11512.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $4997120.00        | $4288.48           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.9527%  | 0.0000% | $40000000.00       | $3112441.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8527%  | 0.0000% | $15000000.00       | $540434.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $161338.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $161415.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $19999999.00       | $20885298.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $500997.00         | $91229.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34996224.00       | $17382.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $402487.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $17010.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13459456.00       | $11997.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3136893.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $43579.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37961728.00       | $8068.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $12850000.00       | $364751.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.3727%  | 0.0000% | $16611008.00       | $1396695.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2818%  | 0.0000% | $33941696.00       | $799285.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860416.00       | $17606.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $50045.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $94774.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $2788000.00        | $3652205.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $179383.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $841013.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $51773.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7997%  | 0.0000% | $8000000.00        | $556281.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780440.00       | $2954540.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $436098.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $20547400.00       | $2774387.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $49802.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $25447.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1527%  | 0.0000% | $163403520.00      | $11289372.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $216707.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $31598.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1327%  | 0.0000% | $50000000.00       | $4001618.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $205517.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $70562.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $1872.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14920192.00       | $199432.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3033075.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $3256168.00        | $27094.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2764592.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 3.0000%  | 0.0000% | $10000000.00       | $12604752.96       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $199405.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $158900.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.5000%  | 0.0000% | $3550000.00        | $4017828.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $1378664.00        | $1637448.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.5000%  | 0.0000% | $17000000.00       | $18171102.99       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $60828.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $71785.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $7478736.00        | $7934841.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $32115.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $131227.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $131822.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.5000%  | 0.0000% | $19882000.00       | $20891153.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.6527%  | 0.0000% | $10000000.00       | $524153.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $3919479.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $597106.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $19996672.00       | $17591.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2027%  | 0.0000% | $14251040.00       | $637821.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $51355.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $19778.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $319417.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $2487809.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 2.3027%  | 0.0000% | $325000.00         | $27841.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $207226.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $856064.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4041328.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $363601.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $129659.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $645400.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41078784.00       | $24406.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9957376.00        | $7791.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $450769.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $697414.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1240932.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13133.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.3882%  | 0.0000% | $55745280.00       | $409952.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 4.0000%  | 0.0000% | $14403480.00       | $16394259.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $40135.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $284942.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $316161.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1161572.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $102711.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $198645.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.2970%  | 0.0000% | $50000000.00       | $4293414.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $73526.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.7770%  | 0.0000% | $25000000.00       | $1893323.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $31681120.00       | $6050043.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $27458880.00       | $5966876.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $920795.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319616.00       | $3175298.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $38403.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300224.00       | $2916063.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $779566.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17018880.00       | $9975.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3578354.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1148936.64        | Agency Collateralized Mortgage Obligation |

### Security 255: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM64, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1EPM64_3.72_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-09-25      | 3.4027%  | 0.0000% | $100000000.00      | $5489377.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 3.4027%  | 0.0000% | $53399104.00       | $3268964.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4027%  | 0.0000% | $116505472.00      | $5393775.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1327%  | 0.0000% | $30000000.00       | $2400971.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 2.1027%  | 0.0000% | $149627392.00      | $8793858.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4027%  | 0.0000% | $158132736.00      | $4027317.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $191886.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $317795.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $412074.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2510311.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | 0.0926%  | 0.0000% | $69362688.00       | $148807.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $371292.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $2865903.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $7965498.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3123240.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $1900755.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8332869.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4340010.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2690338.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7233502.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1306163.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8370004.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.5027%  | 0.0000% | $23488448.00       | $789875.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5132562.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 1.5027%  | 0.0000% | $55660000.00       | $1835185.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 0.9027%  | 0.0000% | $76948000.00       | $1861661.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.4827%  | 0.0000% | $48317696.00       | $1969797.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2391035.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 2.2027%  | 0.0000% | $44342208.00       | $1564073.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.9527%  | 0.0000% | $35000000.00       | $867805.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.0527%  | 0.0000% | $100000000.00      | $3503991.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 3.5027%  | 0.0000% | $43876352.00       | $1942268.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.8027%  | 0.0000% | $105000000.00      | $4168901.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.7527%  | 0.0000% | $50557440.00       | $1068146.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 3.3027%  | 0.0000% | $44895424.00       | $3447196.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.3027%  | 0.0000% | $57553600.00       | $2329969.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.2027%  | 0.0000% | $40685376.00       | $2671728.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2027%  | 0.0000% | $25000000.00       | $1851163.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2027%  | 0.0000% | $76631808.00       | $5344029.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.7027%  | 0.0000% | $50000000.00       | $4275372.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.2027%  | 0.0000% | $45000000.00       | $3600022.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 1.5116%  | 0.0000% | $59125376.00       | $2820572.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $50000.00          | $47342.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.9527%  | 0.0000% | $99999999.00       | $2564157.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $17837791.00       | $17854107.93       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $18839700.00       | $17544422.18       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $10754700.00       | $910501.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.5027%  | 0.0000% | $55928256.00       | $4534754.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 3.4027%  | 0.0000% | $17235360.00       | $2190815.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 2.2027%  | 0.0000% | $104121088.00      | $3837393.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.3527%  | 0.0000% | $101300000.00      | $2078580.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $2119999.00        | $7737.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $866.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $600000.00         | $74100.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $35000.00          | $1517.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $12363.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 3.5000%  | 0.0000% | $355000.00         | $28233.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 3.5000%  | 0.0000% | $21000.00          | $3540.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $21702.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $169801.00         | $1113.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.5000%  | 0.0000% | $13675000.00       | $83180.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $7917.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 5.5000%  | 0.0000% | $5840840.00        | $31484.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 5.5000%  | 0.0000% | $300500.00         | $5863.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 4.5000%  | 0.0000% | $16000.00          | $170.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1513.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $500000.00         | $78292.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 3.0000%  | 0.0000% | $15000.00          | $2091.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.0000%  | 0.0000% | $4999678.00        | $1402.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $190992.00         | $218.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 2.5000%  | 0.0000% | $15500.00          | $1315.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 2.5000%  | 0.0000% | $1025000.00        | $144136.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 2.0000%  | 0.0000% | $200000.00         | $93622.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 4.5000%  | 0.0000% | $25000.00          | $14087.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $920000.00         | $676940.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $754000.00         | $572583.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1249756.00        | $963393.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1400000.00        | $1086218.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $171000.00         | $130025.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $745000.00         | $622754.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $770537.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $2698940.00        | $2125900.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $150000.00         | $134355.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $5600784.00        | $4435617.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $344.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $56000.00          | $50474.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $4344424.00        | $3661469.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.5000%  | 0.0000% | $2548116.00        | $2176673.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $15818.00          | $13665.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 4.5000%  | 0.0000% | $338729.00         | $306844.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $41189440.00       | $25244264.55       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $35000.00          | $20273.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $2038000.00        | $1579718.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $131000.00         | $108231.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $10132.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $23110496.00       | $21110767.21       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2796828.00        | $2135958.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $2650000.00        | $1986028.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9429312.00        | $8746057.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $786270.00         | $490869.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $12184496.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $146000.00         | $111276.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 5.5000%  | 0.0000% | $6452700.00        | $3684283.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $289020.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $411334.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $880667.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5491956.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7619411.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1854038.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3790294.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3573609.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 1.5527%  | 0.0000% | $67500000.00       | $2360391.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 1.3027%  | 0.0000% | $50000000.00       | $1168119.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 3.3027%  | 0.0000% | $16606304.00       | $855759.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 3.3027%  | 0.0000% | $40458048.00       | $2046645.10        | Agency Collateralized Mortgage Obligation |

### Security 256: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM72, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPM72_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $471.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $625.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $828.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $828.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $770.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $773.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $854.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $618.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $505.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $773.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $621.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $701.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $608.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $615.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1130.00           | $942.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $648.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1260.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $827.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1886.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $692.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $784.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2004.00           | $1231.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $960.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $488.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $890.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $586.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $584.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $520.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $962.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $599.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $642.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $656.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $438.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1138.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $401.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $415.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $93.90             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $378.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $646.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $383.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $317.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $355.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $985133.00         | $235179.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $266.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $295.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $165.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $270.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $645.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $719.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $680.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $280.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $231.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $354.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $166.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $288.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $235.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $747.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $29053736.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $9093344.00        | $7343053.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $967.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $845.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $5218342.00        | $4071702.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $795.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $772.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $998.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1477368.00        | $1325278.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $584.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $488.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $314.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $1017.00           | $1.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $40.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $1279.00           | $94.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827824.00       | $2355818.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $167.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $1030.00           | $10.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $125000.00         | $18995.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $136.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1023.00           | $173.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $181.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $160.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1055.00           | $94.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1245174.00        | $167699.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1001.00           | $101.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $128.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1013.00           | $296.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $304.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $366.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $139.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $181.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $304.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $392992.00         | $165787.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $264.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $290.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $228.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $238.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $276.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $230.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $449.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $69.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $91.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $170.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 3.5000%  | 0.0000% | $142790.00         | $21842.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.5000%  | 0.0000% | $675000.00         | $122649.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $235.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $444.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $717.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $300553.00         | $232588.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $692.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $738.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $838.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $144000.00         | $130023.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $860.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3763.00           | $3597.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289628.00        | $6672744.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $275744.00         | $258488.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1152.00           | $1087.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $772.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $2034.00           | $1193.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $734.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $139523.00         | $107942.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $8756.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1020.00           | $714.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $755.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.5000%  | 0.0000% | $11821100.00       | $3547872.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1165558.00        | $124296.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $97.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $99.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $105.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.0000%  | 0.0000% | $1004.00           | $97.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $104.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $386.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $3067.00           | $368.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $220.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $47.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $344.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $112.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $185.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $2001.00           | $394.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $129.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $83.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $168.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $285.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $369107.00         | $193272.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $539.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $907.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $64.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $154.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $211.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $397.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $237.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $97183.00          | $85479.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $267.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $94.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1001.00           | $227.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $55.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $137.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $103.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $1048.00           | $208.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $2043.00           | $192.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $232.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $144.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4122330.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $245.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1399417.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1152.00           | $188.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $98.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $114.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $641.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $130.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $227.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1022.00           | $283.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1280.00           | $182.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $23982921.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2064.00           | $288.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1092.00           | $694.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1681.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2514.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $940.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $969.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $8866832.00        | $7611292.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1514.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1640.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $578.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $810.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $620.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3002.00           | $2304.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1171856.00        | $741753.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $913.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1285.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $757.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1802.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $448.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1452.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1224.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $811.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1037.00           | $751.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $726.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $818.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $698.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $607.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $922.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2005.00           | $1981.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2007.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $303450.00         | $272483.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $890.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $1869838.00        | $1822518.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12884609.00       | $12063600.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $587.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1052.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2302801.00        | $2395874.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $850.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $996.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $911.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $945.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1175000.00        | $1176884.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $822.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $769.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2099.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2006.00           | $2038.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2320.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $758.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1687.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $674.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1457.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $651.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $697.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4333808.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1399.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $688.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $489.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $740.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $663.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $535.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $425.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $520.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $613.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $923.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $3001.00           | $1634.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1446500.00        | $1400924.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1005.00           | $626.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6124784.00        | $4196369.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $723.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $803.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $793.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $768.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $861.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $16525461.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $849.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $981.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $954.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $866755.00         | $830633.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 2.0000%  | 0.0000% | $248754.00         | $122234.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1002.00           | $625.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $723.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $265538.00         | $231442.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $856.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1033.00           | $823.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $197.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $239.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $2000.00           | $271.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2016.00           | $276.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $264.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $58.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1059.00           | $144.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1079637.00        | $291103.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $160.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $152.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $219.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $50.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4132658.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $248.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $131872.00         | $915.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $5.34              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1006.00           | $12.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $283406.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1012.00           | $17.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1023.00           | $7.54              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1025.00           | $1.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $2064.00           | $18.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $4418.00           | $25.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $2000.00           | $7.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1055.00           | $12.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1006.00           | $2.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1016.00           | $6.33              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $11.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $745.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $844.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $913.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $686.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $419.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $1775.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $799.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $990.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1044.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $3000.00           | $3228.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2606564.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $887.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1011.00           | $622.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $970.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $364.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $362.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1063.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $699.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $708.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $787.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1002.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1625.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $815.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $946.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $854.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $33257.00          | $30281.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $670.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $920.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $918.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $978.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 5.0000%  | 0.0000% | $733926.00         | $36872.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100457007.00      | $4244942.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1995.00           | $309.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $91.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $130.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $905000.00         | $79908.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $21859.00          | $815.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $156.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4491445.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $303.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $323.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $300.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $328.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $360.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $270.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $270.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1500871.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $323.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $171.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $362.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $88.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $398000.00         | $80324.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $114.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1199995.00        | $134353.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $82.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $255.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $516.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2064.00           | $1571.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1077.00           | $742.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2112.00           | $1463.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2024.00           | $1573.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2217399.00        | $1797740.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $801.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $70000.00          | $58204.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1687.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $780.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $793.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4183445.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $804.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $828.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $825.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1493.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1776.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1009.00           | $878.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $27823918.00       | $18925592.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $733.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $862.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $760.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $8331115.00        | $6834248.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $789.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $857.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $680.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $806.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1040.00           | $865.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2131.00           | $1661.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $628.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $847.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $27104672.00       | $24170610.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $806.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $16829256.00       | $13679575.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $612.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1861.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $890.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $900.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3576.00           | $3065.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3115451.00        | $2797742.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $8192.00           | $6592.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $419946.00         | $378168.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $853820.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $10055.00          | $7774.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $61858.00          | $57749.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $915.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1869.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $2022.00           | $1602.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1025.00           | $979.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $840.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2032.00           | $1828.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $935.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $893.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $882.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $903.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $18876.00          | $17993.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $960.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $977.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $518923.00         | $378527.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $713000.00         | $106092.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $748999.00         | $188887.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $330.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1111.00           | $265.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $379.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $359960.00         | $69501.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $380.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $1002.00           | $389.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2016.00           | $751.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $3160.00           | $1260.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $88318849.00       | $37484761.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $505.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $88922110.00       | $38973520.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $418.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $201230.00         | $74297.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $483.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $139089384.00      | $57367009.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $500.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $516.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $607.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $508.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1031.00           | $508.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $9919860.00        | $4045425.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $651.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4029926.00        | $2160203.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $544.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1147.00           | $711.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4467004.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1010.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $425.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2163.00           | $1085.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $9657856.00        | $4883977.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $174905842.00      | $96172410.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $550.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $103108950.00      | $48889497.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $6498714.00        | $3314016.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $530.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $534.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3525447.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1693131.00        | $903663.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1154.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3038.00           | $1614.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27712.00          | $12450.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543786.00      | $74218002.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $513.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1898980.00        | $1041608.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $404.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $779.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1333.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $810.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $578.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1561.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1878.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $619.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $496.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1456.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1975.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $939.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1984.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $542.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $543.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $604.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $776.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $959.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1124.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1694.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1730.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $565.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $809.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $772.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1467.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $831.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1082.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $710.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1571.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1215052.00        | $1066607.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $694.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $452.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $700.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $480.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $565.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $770.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $753.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $146081.00         | $132657.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $812.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $728.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $800.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1732.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1043.00           | $801.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $832.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $918623.00         | $695449.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2575211.00        | $1864347.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $92644258.00       | $75741229.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1703.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3633410.00        | $2046888.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $867.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1068043.00        | $764815.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $749.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2024.00           | $1486.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $868.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $929.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $95.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2840992.00        | $838455.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $671.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $529.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $270.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $416.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2052508.00        | $471477.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $182.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $228.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $270.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $2030.00           | $544.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $12884976.00       | $216940.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $260.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $476.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $476.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $437.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $155.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1998.00           | $443.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $484.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $479.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $371.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $987.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $308.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $329.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $181.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $334.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $823.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2324572.00        | $1323456.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $744.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $416.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $383.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $320.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $356.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $362.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $377.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $2048.00           | $924.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38326249.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $910121.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.0000%  | 0.0000% | $198985.00         | $46339.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $698.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76086618.00       | $42424036.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $597.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $389.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2116.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $2957499.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $790.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $918.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $510.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $76225.00          | $51069.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $800.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $959.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $48365.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1155400.00        | $531253.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1453.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $725.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1399.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1215.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1572.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $850.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $680.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $943.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $733.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $671.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1848.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $707.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $637.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $610.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1178.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1501.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $893.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $533.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2685.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $821.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6653.00           | $3325.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1069.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $895.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2141.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1116.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1919.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $789.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1064766.00        | $839921.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $241.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $106.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $206.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $268.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1024.00           | $275.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $120.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $135.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $342.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $118.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4392.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $162.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $350.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $467.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $468669.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $160.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $147.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $323.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $429.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $96.30             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $192.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $793.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $352.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $315.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $195.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $1002.00           | $252.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $198.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $281.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $255.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $163.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $244.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $313.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $453.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $190.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $199.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $382.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $433.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $314.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $271.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $225.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $291.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $240.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $340.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2020.00           | $654.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $152.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $396.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $159.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $282.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1003.00           | $338.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $102.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1002.00           | $332.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $264.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $126.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $246.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $287.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $233.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $559.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $394.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $300.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1301.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1030.00           | $179.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $194.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $3294.00           | $2368.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $729.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $1008.00           | $888.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2052.00           | $309.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1476440.00        | $498646.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $377.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $828.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $382.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1202.00           | $172.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $391.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $347.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $264999.00         | $42985.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $236.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2001.00           | $321.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $165.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $260.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8330738.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $345000.00         | $86974.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $867.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $610.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $774.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2022.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $587.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1786.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1607.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $814.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $924.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1586.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $644.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $286129.00         | $226998.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $306.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $812.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $557.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1322364.00        | $809486.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $172655.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $864.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $715.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $727.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1296.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1632.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1014590.00        | $338778.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1519.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $932.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $830.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $615.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $107766.00         | $99660.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1722538.00        | $942651.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1030.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1032.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1448.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $466.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $820.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $799.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $893.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1526.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $606.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7279016.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $565.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20291301.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $216.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $42920128.00       | $4657055.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1279.00           | $187.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $122.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1056.00           | $242.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $161.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $108.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $235.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $244.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $268.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $207000.00         | $36586.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1006.00           | $209.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $712674.00         | $681149.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $5436496.00        | $5529536.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $165.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $76529.00          | $11912.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $142.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $287.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $472.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $484.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $472.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $306.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1208.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $145.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $150.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $3072.00           | $637.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $398.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1002.00           | $394.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $113.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $807.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $213.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3320980.00        | $608887.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $981000.00         | $182924.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $200.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $18795776.00       | $5017742.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $174.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $3000.00           | $577.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2822.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $15007.00          | $2840.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1540.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $9466.00           | $2533.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $808.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1898.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $1001.00           | $880.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $923.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $3120.00           | $2834.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1763.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1223100.00        | $1208955.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2712.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $952.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $890.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $998.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $969.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $3350254.00        | $3288277.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $5131.00           | $5162.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2714964.00        | $2745092.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $24320.00          | $24446.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $742.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $750.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-25      | 2.5000%  | 0.0000% | $4320290.00        | $3120541.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1866200.00        | $1846586.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.5000%  | 0.0000% | $1722756.00        | $160293.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $74447997.00       | $85066.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $38441.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $40953792.00       | $396366.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $160671.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $34547520.00       | $74458.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.0000%  | 0.0000% | $57560947.00       | $321015.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.5000%  | 0.0000% | $1000.00           | $6.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $5999.00           | $1.56              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $15372.00          | $213.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $4117.00           | $75.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $272.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1144.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $2000.00           | $387.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $984000.00         | $263357.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $1021.00           | $177.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1051908.00        | $940652.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $1051.00           | $27.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1951667.00        | $1927866.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1519.00           | $1434.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $1862000.00        | $403280.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $420.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $623.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $933.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $2985.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $673.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1999.00           | $610.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $3003.00           | $309.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1416.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $3001.00           | $1059.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $695.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1001.00           | $483.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1553.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $931184.00         | $235421.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1333.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $409.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $989.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1281.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1021.00           | $201.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $179.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $296.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $347.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $11001.00          | $4239.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $16043.00          | $1435.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1280.00           | $173.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $302.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $302.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $277.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $152.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $259.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $306.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $85.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $235.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $185.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $110.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $182.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $183.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $22468328.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $446.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $3008.00           | $1454.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2425.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $172631.00         | $96305.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7022992.00        | $3676361.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $188.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $573.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $14163.00          | $7940.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1187.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $2412647.00        | $1390661.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $503.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $3077.00           | $1850.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1462.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1818.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $657.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $620.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $13377733.00       | $8582267.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11059826.00       | $7554271.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1305.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1272.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $94317.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1196.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1118490.00        | $579561.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1643.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $6144.00           | $4310.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4618.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2051.00           | $1472.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $6059.00           | $4367.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2181.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $744.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1040.00           | $747.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2388.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2329.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1436.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $35108.00          | $26298.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534464.00       | $18818781.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2027.00           | $1537.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1414.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2121.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $696.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2514560.00        | $1700753.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1407.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4343.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $774.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $3099.00           | $2133.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2154.00           | $1660.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4127.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $628.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1025.00           | $755.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $9244.00           | $9146.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60811136.00       | $43135482.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $8914452.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $698.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1009.00           | $782.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $751.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8678494.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3144.00           | $2727.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $857.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3077.00           | $2389.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3176.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $668.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $910.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $3584584.00        | $3165817.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $949.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $950.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1566.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $940.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $47752.00          | $45409.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $989.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1815.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $948.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $129964.00         | $121552.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1599.00           | $1499.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1010.00           | $1014.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $3008.00           | $3022.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $3072.00           | $2759.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1097.00           | $1014.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3051.00           | $2677.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $921.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $447127.00         | $407101.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $958.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $3072.00           | $2896.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $981.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $42949274.00       | $35585479.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3070.00           | $2798.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $814.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1507.41           | Agency Mortgage-Backed Securities |

### Security 257: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPM80, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1EPM80_3.72_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $79482736.00       | $37661081.10       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $69794359.00       | $70314102.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $11033760.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 2.5000%  | 0.0000% | $8870648.00        | $10674774.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $6900887.00        | $7394269.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9985%  | 0.0000% | $125000000.00      | $9125039.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.1470%  | 0.0000% | $169486772.00      | $9584006.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.4379%  | 0.0000% | $180000000.00      | $8911492.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.5890%  | 0.0000% | $299410649.00      | $15372381.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8038%  | 0.0000% | $325243301.00      | $19816313.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $26100000.00       | $21633976.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.9500%  | 0.0000% | $15000000.00       | $15007080.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.5427%  | 0.0000% | $185754246.00      | $11498799.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9470%  | 0.0000% | $181179718.00      | $12376316.06       | Agency Collateralized Mortgage Obligation |

### Security 258: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNC0, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1EPNC0_3.67_0202
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $67563.00          | $403.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-15      | 6.0000%  | 0.0000% | $25000.00          | $235.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $350000.00         | $1255.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $275000.00         | $58818.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $5700000.00        | $516082.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $722150.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $14319309.00       | $10197680.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $850000.00         | $116556.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-15      | 6.5000%  | 0.0000% | $2311000.00        | $21887.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $103436.00         | $1672.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 6.5000%  | 0.0000% | $237888.00         | $11803.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-15      | 6.0000%  | 0.0000% | $3000269.00        | $40710.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 6.0000%  | 0.0000% | $139430.00         | $12932.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $113276.00         | $5718.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $1952000.00        | $14442.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $26413087.00       | $37317.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3650000.00        | $391750.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1009688.00        | $150888.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $59000.00          | $5527.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $6181197.00        | $680963.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $4100000.00        | $386192.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1025000.00        | $139396.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $1926208.00        | $266150.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $17548000.00       | $2106375.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $6398941.00        | $581740.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $4500881.00        | $392788.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $3300000.00        | $256068.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $10539955.00       | $710201.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $105532585.00      | $12677022.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 2.5000%  | 0.0000% | $171122.00         | $50895.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $852000.00         | $103656.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1210000.00        | $121144.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $842414.00         | $73342.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $11000.00          | $410.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.0000%  | 0.0000% | $500000.00         | $21750.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $29000.00          | $1033.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $12906422.00       | $420284.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $11999999.00       | $461681.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $1000000.00        | $48594.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1020000.00        | $45327.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 5.5000%  | 0.0000% | $90092.00          | $3637.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $2639959.00        | $48649.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $4403280.00        | $308295.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 7.0000%  | 0.0000% | $96700.00          | $46.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $1022561.00        | $2765.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $43261.00          | $3347.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $115474.00         | $8162.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 4.5000%  | 0.0000% | $10000000.00       | $291092.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $86635.00          | $2224.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 6.0000%  | 0.0000% | $159759.00         | $4459.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $1521279.00        | $35115.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 4.0000%  | 0.0000% | $206595.00         | $21164.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $3499000.00        | $357713.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-15      | 6.0000%  | 0.0000% | $169924.00         | $8313.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $10000000.00       | $347728.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.0000%  | 0.0000% | $100700.00         | $361.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $255500.00         | $66.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $150000.00         | $131.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-15      | 5.5000%  | 0.0000% | $260000.00         | $2340.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 5.0000%  | 0.0000% | $1306051.00        | $30320.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $1009.00           | $1.73              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $16012676.00       | $75046.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $7654.28           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-08-09      | 2.4500%  | 0.0000% | $18950000.00       | $14081242.82       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-09-16      | 2.4000%  | 0.0000% | $5335000.00        | $3899118.54        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-06-21      | 2.7000%  | 0.0000% | $3644000.00        | $2768401.46        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-03-15      | 2.5800%  | 0.0000% | $3339000.00        | $2532073.88        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-08-13      | 5.7300%  | 0.0000% | $25000000.00       | $25770020.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-06      | N/A      | 0.0000% | $10000000.00       | $5473730.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-15      | N/A      | 0.0000% | $15821000.00       | $13595918.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $68150.00          | $3109.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-15      | 4.0000%  | 0.0000% | $150000.00         | $4268.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 3.0000%  | 0.0000% | $1000000.00        | $3441.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $316792.00         | $41602.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $500000.00         | $33628.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $9062639.00        | $889381.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $615289.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1408.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4435.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $6190881.00        | $382673.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $136960.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $45000.00          | $3926.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $3424477.00        | $260265.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $720000.00         | $74541.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $4200000.00        | $370055.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $59032.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $50000.00          | $3998.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3726.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $11808863.00       | $11865917.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $718975.00         | $741424.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4901823.00        | $5027247.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $14897607.00       | $14641442.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $125287.00         | $63759.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 6.0000%  | 0.0000% | $881673.00         | $799003.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4101018.00        | $4005885.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $202619664.00      | $209800290.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $11128798.00       | $11542046.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $11739909.00       | $12171138.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3781897.00        | $4107217.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1271709.00        | $1318417.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $48095.00          | $2375.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 5.0000%  | 0.0000% | $225001.00         | $18281.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1221396.00        | $79777.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 4.5000%  | 0.0000% | $694964.00         | $34442.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $658449.00         | $61452.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-15      | 6.0000%  | 0.0000% | $33458.00          | $424.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $265935.00         | $3171.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-15      | 6.0000%  | 0.0000% | $61498.00          | $709.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-15      | 5.5000%  | 0.0000% | $294470.00         | $4291.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $3083901.00        | $101735.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $75000.00          | $131.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-15      | 6.0000%  | 0.0000% | $100000.00         | $1545.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.0000%  | 0.0000% | $39110.00          | $456.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $94000.00          | $1057.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $4840800.00        | $48756.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.5000%  | 0.0000% | $10942187.00       | $110182.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $100000.00         | $1226.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $8723305.00        | $88774.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $39000.00          | $536.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $40000.00          | $683.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 6.0000%  | 0.0000% | $1992352.00        | $66171.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $11000.00          | $409.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-09-15      | 2.4100%  | 0.0000% | $292204.00         | $242383.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $22949.00          | $10676.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-15      | 4.0000%  | 0.0000% | $1115837.00        | $131296.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-15      | 5.0000%  | 0.0000% | $4263052.00        | $152960.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $113171.00         | $4956.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.6000%  | 0.0000% | $550000.00         | $568205.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $14277941.00       | $10223652.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1275130.00        | $981918.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.5500%  | 0.0000% | $1840993.00        | $1902237.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.5200%  | 0.0000% | $650000.00         | $668789.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.5300%  | 0.0000% | $700000.00         | $725104.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $1952209.00        | $1982605.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $2286716.00        | $2379455.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $541947.00         | $564946.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $10202074.00       | $10316528.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $2901903.00        | $3029624.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $9268684.00        | $9600830.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $617480.00         | $45412.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $585000.00         | $51413.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $1648000.00        | $193686.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $7500428.00        | $801900.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1500000.00        | $136162.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $4558900.00        | $300003.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $2700000.00        | $206467.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $12345999.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $19755237.00       | $2671407.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1056.00           | $146.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $350229773.00      | $84077497.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $912123.00         | $246573.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $75000.00          | $20028.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 1.5000%  | 0.0000% | $510910.00         | $249226.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $387173.00         | $269243.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $208275368.00      | $108084925.71      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 5.0000%  | 0.0000% | $75000.00          | $21084.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $665398.00         | $495773.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $498000.00         | $185659.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $14232499.00       | $10573250.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $24147953.00       | $17535861.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14587.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $657722.00         | $147660.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $1108666.00        | $75370.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $377837.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2228473.00        | $1949290.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 3.5000%  | 0.0000% | $218633.00         | $93631.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $869389.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $10969559.00       | $1033541.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $233496.00         | $22025.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 4.0000%  | 0.0000% | $51543.00          | $4281.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $203402.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.0000%  | 0.0000% | $417560.00         | $84041.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $1937687.00        | $137716.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $2793731.00        | $267333.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1594133.00        | $625424.10         | Agency Mortgage-Backed Securities |

### Security 259: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: ARP1EPNF3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1EPNF3_3.68_0202
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $91856216.00       | $81355694.00       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $140225000.00      | $124644306.69      | Agency Mortgage-Backed Securities |

### Security 260: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNG1, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1EPNG1_3.67_0202
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $25911660.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $207610500.00      | $7684389.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $37297231.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22479754.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30457590.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20015755.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16221159.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12113746.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22031038.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27427783.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8002081.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7525453.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5123542.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4233739.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $13985780.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9770191.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $18894707.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9248165.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $819216.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4278844.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12260655.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27612821.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26487141.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33276471.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $24035400.00       | $14626693.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30811877.53       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12514820.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $7202000.00        | $4489440.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12461528.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1019033.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $755.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3509105.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $28630857.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10621622.23       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18319494.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27889862.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4831743.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28148009.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $15269300.00       | $8541357.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1744755.99        | Agency Collateralized Mortgage Obligation |

### Security 261: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNH9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPNH9_3.67_0202
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $25684970.00       | $4210006.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $950855.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $200611.00         | $146950.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $903799.00         | $618307.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $512875.00         | $470260.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $7711080.00        | $7190177.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $2214107.00        | $2357373.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1375477.00        | $1437343.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1388470.00        | $1467472.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1139433.00        | $1193698.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1329004.00        | $1403836.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1560320.00        | $1599060.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $3000250.00        | $3090861.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3030073.00        | $3065666.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.0000%  | 0.0000% | $2872385.00        | $319519.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $3000000.00        | $1696751.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1334500.00        | $1386834.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $6002182.00        | $6033488.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $622000.00         | $345062.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $906756.00         | $662086.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $151316.00         | $103675.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $511154.00         | $394148.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1010712.00        | $722317.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $175000.00         | $130396.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3200000.00        | $2434240.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $6360097.00        | $5326371.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $3558992.00        | $2709673.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1176899.00        | $1191883.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $3311604.00        | $3266874.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14712861.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $52552927.00       | $38505429.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $98000000.00       | $63482646.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $7100.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $362275.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $39000.00          | $25270.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $764180.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $156219.00         | $70253.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3130907.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $495740.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $46296.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $53361.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1372592.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9860.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1321759.00        | $979852.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $266780.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1004371.00        | $879353.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1290869.00        | $693947.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $1117305.00        | $450613.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $55046965.00       | $16422135.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $400055.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-15      | 2.6500%  | 0.0000% | $75050.00          | $63344.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $148424.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $2091331.00        | $1078809.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $513280.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1005161.00        | $598581.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $248145.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $118646.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $257280.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $414031.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $536076.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $269818.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-02-15      | 2.8500%  | 0.0000% | $98914.00          | $85020.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2782395.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $182722.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1064209.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $35164515.00       | $22851116.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $2984963.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $415637.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $93281.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1329007.00        | $1118569.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2842717.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $952151.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1385927.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1806806.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $12531649.00       | $6342676.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $19832550.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $21678868.00       | $19668423.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $5995243.00        | $3175508.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1394973.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $912205.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1917687.00        | $1803842.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $2443821.00        | $2630432.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2162961.00        | $989548.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $2007900.00        | $2110438.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $653126.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $236661.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 5.6400%  | 0.0000% | $10000000.00       | $10716129.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $1068259.00        | $74606.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 4.5000%  | 0.0000% | $1801061.00        | $61498.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $885000.00         | $236787.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $570000.00         | $58318.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 3.5000%  | 0.0000% | $900000.00         | $143906.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $34135.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.0000%  | 0.0000% | $146491000.00      | $21549060.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $84000.00          | $8359.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $145011097.00      | $78744872.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $26193000.00       | $19220386.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $5647000.00        | $4046529.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $300000.00         | $235769.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $1080050.00        | $233246.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $2520610.00        | $945349.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $1045300.00        | $1046155.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $17000000.00       | $1564928.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-09-01      | 3.0000%  | 0.0000% | $9016326.00        | $1322488.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 2.5000%  | 0.0000% | $70000.00          | $7513.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $15460007.00       | $2359870.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $113583.00         | $102579.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $4330000.00        | $2894643.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $431898.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $20697507.00       | $10961282.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $71287.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $22334.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $25218082.00       | $16099486.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 3.5000%  | 0.0000% | $70000.00          | $50151.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $80152.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3741023.00        | $2922568.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364203.00        | $3501744.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178386.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $826289.00         | $849462.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3949743.00        | $3972619.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2427473.00        | $2534911.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2604571.00        | $2622596.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1288169.00        | $1265838.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5199846.00        | $5230774.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $1000876.00        | $122162.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $313836.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $124238.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $5945.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 6.5000%  | 0.0000% | $17953134.00       | $6264.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $4000000.00        | $22052.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $29649.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9704.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $4554958.00        | $535866.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $517948.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $188107.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $550252.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 3.5000%  | 0.0000% | $5225000.00        | $4160573.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $846647.00         | $676262.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-15      | 6.5000%  | 0.0000% | $55887935.00       | $518623.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 2.5000%  | 0.0000% | $1130605.00        | $104559.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $3994700.00        | $4020720.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $3065202.00        | $3191559.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $29693.00          | $10689.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $965000.00         | $301474.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3695000.00        | $2842659.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $40000.00          | $33711.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $88121.00          | $64726.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $60451817.00       | $62892807.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 7.5000%  | 0.0000% | $6873480.00        | $375151.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $63653357.00       | $3223203.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1337885.00        | $493862.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $4182654.00        | $2548279.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 1.5000%  | 0.0000% | $12697191.00       | $7358086.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $200000.00         | $58016.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 4.0000%  | 0.0000% | $68858.00          | $57145.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1999202.00        | $2003577.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $338866639.00      | $2431466.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $3242009.00        | $2454368.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.5000%  | 0.0000% | $1915721.00        | $1841574.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $112689797.00      | $114589271.16      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $8966155.00        | $9589648.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $10582388.00       | $11155023.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $174354432.00      | $162367116.37      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $42217712.00       | $43958066.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1232342.00        | $1290824.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $94845.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $35000000.00       | $3189675.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $51046472.00       | $4331413.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.7500%  | 0.0000% | $78805970.00       | $1648653.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31466.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 5.5000%  | 0.0000% | $74936.00          | $5715.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $54065479.00       | $5443331.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $62972.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1325840.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $11134.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27488.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $16336111.00       | $2662030.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $2600491.00        | $667563.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $74621129.00       | $16486643.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1168229.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $17248339.00       | $15796601.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $570957.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1518692.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2487190.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $50963.00          | $50794.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2400%  | 0.0000% | $4372566.00        | $4450740.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1951618.00        | $1936727.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1027593.00        | $1072409.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1013506.00        | $242555.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $2773793.00        | $2572562.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1265839.00        | $1222132.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2466469.00        | $2569296.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1332667.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2471394.00        | $2488835.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6799482.00        | $7090026.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $778483.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $1027891.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1047579.00        | $1090789.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1241769.00        | $1281641.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $1055878.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1665389.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $680817.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2578122.00        | $2687244.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $818067.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6826736.00        | $6954508.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $372410.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2148000.00        | $2164066.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1354921.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $652484.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $797062.00         | $821531.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1298381.00        | $1345649.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1092218.00        | $1133672.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1258346.00        | $1270067.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $250225.00         | $261399.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $537819.00         | $562084.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2702137.00        | $2720837.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1051852.00        | $1063652.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.0000%  | 0.0000% | $413625.00         | $372368.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2616511.00        | $2686067.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $4982548.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5242889.00        | $5280363.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1446246.00        | $1456255.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3288924.00        | $3311685.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1563141.00        | $1604694.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1457111.00        | $1495843.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $277667.00         | $291313.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.0000%  | 0.0000% | $199376.00         | $189056.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $573119002.00      | $582864136.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $54252.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $384031981.00      | $300329020.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1881944.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $670176651.00      | $677320600.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $789179392.00      | $808051671.59      | Agency Mortgage-Backed Securities |

### Security 262: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNJ5, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1EPNJ5_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2033-01-27      | 4.1900%  | 0.0000% | $105000.00         | $104717.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $52057.00          | $43351.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1593642.00        | $1018492.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2519.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1716910.00        | $1753883.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1779950.00        | $1549750.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1500.00           | $1102.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $821999.00         | $848124.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1713743.00        | $1753233.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $3626627.00        | $3679923.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $2065205.00        | $2186178.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 6.5000%  | 0.0000% | $5135378.00        | $5378020.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1145251.00        | $1181646.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $11754251.00       | $12316848.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $5301914.00        | $5574570.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $132176.00         | $136471.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $2059042.00        | $2150163.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2401.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1833.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $9000.00           | $5798.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $34647.00          | $34180.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1369096.00        | $1372201.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $27344824.00       | $27628848.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $476098.00         | $482801.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $3245241.00        | $3334866.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $386714.00         | $379651.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $722384.00         | $738608.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2668097.00        | $2734740.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $6849927.00        | $7095154.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $47875.00          | $49929.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $5276154.00        | $5519153.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1300318.00        | $1342260.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2744503.00        | $2831727.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1291142.00        | $1371794.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $1344345.00        | $1400362.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $156066.00         | $160585.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $805576.00         | $830674.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1004253.00        | $1063092.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 6.0000%  | 0.0000% | $1004485.00        | $1037911.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $1344301.00        | $1373841.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $44331400.00       | $44241850.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-19      | N/A      | 0.0000% | $3594800.00        | $3577437.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-11      | N/A      | 0.0000% | $12000.00          | $11844.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-05      | N/A      | 0.0000% | $79700.00          | $79651.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-12      | N/A      | 0.0000% | $1239900.00        | $1238283.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $48527600.00       | $48324754.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-23      | N/A      | 0.0000% | $50000.00          | $49587.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-30      | N/A      | 0.0000% | $3811000.00        | $3776815.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-05-07      | N/A      | 0.0000% | $18000.00          | $17826.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-05-28      | N/A      | 0.0000% | $25532600.00       | $25234889.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $14000.00          | $13827.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-17      | N/A      | 0.0000% | $6237300.00        | $6208358.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-18      | N/A      | 0.0000% | $1236900.00        | $1219981.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-02      | N/A      | 0.0000% | $10748300.00       | $10586484.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-21      | N/A      | 0.0000% | $100000.00         | $99194.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2027-01-21      | N/A      | 0.0000% | $631900.00         | $610895.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $700.00            | $689.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $200.00            | $205.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $613200.00         | $617607.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.2500%  | 0.0000% | $87700.00          | $89539.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 4.6250%  | 0.0000% | $18200.00          | $18561.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $1902500.00        | $1926057.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $339000.00         | $346296.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-02-15      | 4.6250%  | 0.0000% | $2500000.00        | $2636860.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $2000000.00        | $2029306.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $500.00            | $505.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $480000.00         | $481217.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $67000.00          | $66672.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.3750%  | 0.0000% | $317000.00         | $316856.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-01-15      | 1.8750%  | 0.0000% | $50000.00          | $49877.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-16      | N/A      | 0.0000% | $70000.00          | $68852.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $885000.00         | $861756.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 1.6250%  | 0.0000% | $432200.00         | $428943.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 1.6250%  | 0.0000% | $244100.00         | $241469.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 0.6250%  | 0.0000% | $1000.00           | $968.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 0.3750%  | 0.0000% | $29000.00          | $29045.55          | U.S. Treasuries (including strips) |

### Security 263: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNM8, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1EPNM8_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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.         | 2032-08-01      | 6.5000%  | 0.0000% | $275000.00         | $392.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 6.5460%  | 0.0000% | $2700000.00        | $332224.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 6.5000%  | 0.0000% | $1000.00           | $3.86              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $3000.00           | $366.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $19000.00          | $2787.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $81.08             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $100.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $25900.00          | $2670.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $22000.00          | $3423.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $369.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.0000%  | 0.0000% | $2577.00           | $197.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 3.0000%  | 0.0000% | $14000.00          | $1136.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $77.56             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2584.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $3114.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2483.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 2.5000%  | 0.0000% | $11000.00          | $1017.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $39000.00          | $3562.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2733.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2319.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2512.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $30000.00          | $3255.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $342.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 3.0000%  | 0.0000% | $4000.00           | $416.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $179999.00         | $316.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 4.5000%  | 0.0000% | $38000.00          | $2682.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 6.5000%  | 0.0000% | $332841.00         | $123.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 5.0000%  | 0.0000% | $32200.00          | $62.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $3.94              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 4.0000%  | 0.0000% | $13995.00          | $128.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.5000%  | 0.0000% | $1377.00           | $41.64             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $38000.00          | $3655.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $25000.00          | $1185.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $160.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1640000.00        | $190485.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1221000.00        | $88760.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 3.5000%  | 0.0000% | $1604000.00        | $114677.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1017.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1400000.00        | $98598.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $2150000.00        | $343307.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $2157500.00        | $141354.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $2166000.00        | $138701.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $95.86             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 4.2000%  | 0.0000% | $931797.00         | $934471.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5500%  | 0.0000% | $11200000.00       | $11137596.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $4233284.00        | $1007.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $3598.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $13660.00          | $34.94             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $28179.00          | $29.80             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 6.8750%  | 0.0000% | $110000.00         | $1884.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 9.0000%  | 0.0000% | $250000.00         | $154.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 7.0000%  | 0.0000% | $10831.00          | $123.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $97387.00          | $66291.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3224.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $3000.00           | $2282.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $150000.00         | $910.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $277.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.0960%  | 0.0000% | $1000000.00        | $3307.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1710.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1699.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.4050%  | 0.0000% | $92000.00          | $655.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2859.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.8100%  | 0.0000% | $92000.00          | $731.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1786.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 5.8770%  | 0.0000% | $966220.00         | $23750.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.2420%  | 0.0000% | $1000.00           | $8.12              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.6200%  | 0.0000% | $625000.00         | $3379.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.9290%  | 0.0000% | $75000.00          | $430.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 6.6120%  | 0.0000% | $2393.00           | $116.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.1910%  | 0.0000% | $652000.00         | $4907.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 5.9970%  | 0.0000% | $350000.00         | $911.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.5630%  | 0.0000% | $450000.00         | $1226.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 5.9320%  | 0.0000% | $290000.00         | $821.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 6.8400%  | 0.0000% | $204000.00         | $4738.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2091.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 6.9430%  | 0.0000% | $380000.00         | $2895.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $4823350.00        | $2540256.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1666637.00        | $1215000.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $5755104.00        | $5938010.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $833994.00         | $508502.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $3783010.00        | $2993471.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $230495.00         | $130911.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $767605.00         | $408570.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $875.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $784393.00         | $753717.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $359228.00         | $340565.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3883811.00        | $3623727.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $150330.00         | $131799.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 3.5000%  | 0.0000% | $573450.00         | $556098.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $980.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1105973.00        | $1154601.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $29560.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $111058.00         | $115364.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $985.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1875814.00        | $1923400.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $687297.00         | $676127.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $128.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $108.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $7000.00           | $1225.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3484.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1506.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2882.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 5.9690%  | 0.0000% | $6682.00           | $962.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $128.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $1340.00           | $227.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.1130%  | 0.0000% | $30000.00          | $2260.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $80000.00          | $17406.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 6.2380%  | 0.0000% | $144000.00         | $4709.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $500000.00         | $95923.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1169000.00        | $240918.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 1.4290%  | 0.0000% | $1032.00           | $915.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 4.7051%  | 0.0000% | $213113.00         | $218260.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $105.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.4650%  | 0.0000% | $53000.00          | $3198.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1530000.00        | $840722.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $378.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $601.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $167469.00         | $109198.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $641.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 4.6800%  | 0.0000% | $3000000.00        | $3047520.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $528876.00         | $340005.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $162189.00         | $112048.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $61657.00          | $44211.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $165075.00         | $121490.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $936.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $122479.00         | $86215.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1654324.00        | $1171024.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2164.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 4.3800%  | 0.0000% | $408500.00         | $413420.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 4.6300%  | 0.0000% | $1603.00           | $1627.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 4.5100%  | 0.0000% | $5814330.00        | $5937495.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 4.3700%  | 0.0000% | $1000.00           | $1015.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 3.9100%  | 0.0000% | $8700000.00        | $8659681.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 4.3500%  | 0.0000% | $5645010.00        | $5717667.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 3.9900%  | 0.0000% | $5227510.00        | $5139056.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 4.1200%  | 0.0000% | $11712700.00       | $11749008.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 3.9100%  | 0.0000% | $591610.00         | $577259.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 3.9100%  | 0.0000% | $1539300.00        | $1528487.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.1400%  | 0.0000% | $19600.00          | $19402.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.5050%  | 0.0000% | $2321723.00        | $2351343.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $3000.00           | $210.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.0000%  | 0.0000% | $2949000.00        | $757438.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $805.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $17000000.00       | $10001405.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $676444.00         | $393551.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3358.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $681.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $335000.00         | $209649.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $81000.00          | $54780.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1323.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4362.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1569.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1482.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $834.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $60359.00          | $37647.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 2.5000%  | 0.0000% | $440590.00         | $259509.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $66078.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $632570.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583960.00        | $1126226.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $301016.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $517464.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $536882.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $25371.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $1026570.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $649006.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $257114.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1159128.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $745601.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $133175.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $853231.00         | $102565.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2663.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1045085.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $259425.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $172840.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $153787.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $656791.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $105.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $380319.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18689.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1002.00           | $132.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1006.00           | $119.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $549490.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $223153.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $299785216.00      | $36472599.07       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $35698.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $106.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $82.68             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $177.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $118.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $10116.00          | $1230.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $100438.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $51559.00          | $5949.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1419.00           | $84.83             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $5994.00           | $483.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $2080.00           | $208.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $1998.00           | $228.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $504009.00         | $245930.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2001.00           | $729.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $445.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $2001.00           | $339.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $57082.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1018758.00        | $165777.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1022.00           | $141.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $8998.00           | $1409.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $55507.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1152.00           | $244.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $17723.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $69720.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $1266913.00        | $543103.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $2048.00           | $919.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1999.00           | $750.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $313.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $930324.00         | $265071.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $341000.00         | $106443.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8368.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $65757.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $991.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $79881.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14232.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $33467.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $21798.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $700000.00         | $187289.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $320490.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4809.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $43670.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $7150.00           | $3601.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1133.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $996415.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $425442.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $67205.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1005.00           | $550.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $233031.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7591.00           | $4154.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $49938.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $584380.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $89444.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $951251.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-03-15      | 2.2900%  | 0.0000% | $35436.00          | $28960.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $627199.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $97999.00          | $59238.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $499000.00         | $384062.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $845495.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $276610.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $99250.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $820385.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $928206.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $846580.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.9180%  | 0.0000% | $1338832.00        | $1361048.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.4560%  | 0.0000% | $1486858.00        | $1489844.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.9870%  | 0.0000% | $2191367.00        | $2225548.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8350%  | 0.0000% | $4795268.00        | $4851026.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $586434.00         | $605110.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $738.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1000.00           | $991.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1957000.00        | $2043556.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-10-20      | 4.3900%  | 0.0000% | $4125066.00        | $518.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-04-20      | 4.7000%  | 0.0000% | $1364541.00        | $1013.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14475.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $9752110.00        | $767000.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7796010.00        | $826480.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $45674.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $222386.00         | $18133.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $484882.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $13833.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $226780.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $36222.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $47366.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $71219.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $3444.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $160114.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4777963.00        | $350050.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $7201.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $9124.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10887.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1052976.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $56878.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $944041.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5352300.00        | $386555.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $64.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11719.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $298856.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $504135.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118041.00        | $633399.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $108929.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $4747.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1848890.00        | $157224.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $78753.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $67013.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $863464.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $32474.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $97525.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $245112.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $141976.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $753998.00         | $68601.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $28408.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $425470.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $66065.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $533851.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1034239.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $128520.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $105580.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $527941.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $271577.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $468604.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $382621.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $30230.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $285733.00         | $32649.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $375750.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2050.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $1096623.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1007974.00        | $529088.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $1131960.00        | $1168849.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $1076256.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1135546.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $1086848.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1046.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $2000.00           | $1435.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1000.00           | $742.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $6000.00           | $4470.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $250468.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3433.00           | $2558.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $947205.00         | $579248.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1016121.00        | $765958.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $695421.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1042.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501996.00        | $505567.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $651.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $647.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $868000.00         | $1178.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $42000.00          | $2090.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 4.5000%  | 0.0000% | $1145856.00        | $46711.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-08-01      | 6.5000%  | 0.0000% | $10000.00          | $1161.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $3000.00           | $273.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 4.2600%  | 0.0000% | $2000000.00        | $1722616.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 3.4200%  | 0.0000% | $225000.00         | $132669.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $50000.00          | $3503.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1604000.00        | $100774.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $27950.00          | $5088.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $13000.00          | $1032.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $94.29             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $407.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $5386112.00        | $999042.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $126.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $40000.00          | $3419.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $64000.00          | $250.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2680%  | 0.0000% | $63336.00          | $1709.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 6.5850%  | 0.0000% | $299000.00         | $3651.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $336.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $5184.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1554.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $886423.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $510.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $141204.00         | $50224.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $555673.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $50000.00          | $31653.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $642.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $1000.00           | $374.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $415207.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $2044.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $364.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $779.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $678.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $3000.00           | $2825.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $422140.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $97055.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $700003.00         | $292844.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $749181.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $678.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $854.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $363882.00         | $271086.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $65591.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $736156.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $224330.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $690533.00         | $453752.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $596.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1001.00           | $320.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $683804.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $6000.00           | $3602.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $325.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1000.00           | $403.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $309.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $6000.00           | $4652.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1299980.00        | $704416.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $6000.00           | $1970.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $718.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $288962.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2047.00           | $1524.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $5003.00           | $2211.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $4000.00           | $3573.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $755460.00         | $481310.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $377999.00         | $350959.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3602.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25526.00          | $12630.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130820.00        | $430955.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $702258.00         | $562486.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $640743.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1146300.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1019.00           | $180.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $111616.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $310613.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1462.00           | $671.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $7001.00           | $3296.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $12672.00          | $4152.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22658.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $37163.00          | $17859.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1025.00           | $677.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3778.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $289888.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $171017.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $2000.00           | $1285.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $4520.00           | $2857.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $30367.00          | $20300.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $790055.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $4001.00           | $2020.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $501.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $1001.00           | $410.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1002.00           | $481.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9000.00           | $4976.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $5005.00           | $2811.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $2111.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $78443.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5052.00           | $2895.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $501031.00         | $292365.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2925.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $165434.00         | $98917.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $650000.00         | $398973.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $447245.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $72505.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $2049.00           | $1229.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248014.00         | $116661.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $54655.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $75670.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $380140.00         | $251610.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $5000.00           | $3424.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $825.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $455429.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $4441.00           | $2828.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1659.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $27507.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1000.00           | $544.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1470.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1495462.00        | $907853.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2000.00           | $1467.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $730.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $28103.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $1000.00           | $617.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 6.1640%  | 0.0000% | $102687.00         | $990.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3538883.00        | $3563403.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $8021584.00        | $7908776.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $8755216.00        | $8635138.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1021458.00        | $1065618.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1067250.00        | $1100185.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2579285.00        | $2656597.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1064741.00        | $1112487.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3890200.00        | $4009502.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $178565.00         | $186736.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.7580%  | 0.0000% | $2479452.00        | $2510816.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2976140.00        | $3060152.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $9295636.00        | $9489985.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $989.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $307831.00         | $273806.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $852.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $928654.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $935.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $220277.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $923103.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $828139.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $347097.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $634020.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $926067.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $14800200.00       | $12155601.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $22155.00          | $18833.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $1009.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $305649.00         | $262647.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.0000%  | 0.0000% | $18000000.00       | $1756652.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $5000.00           | $423.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $36000.00          | $3495.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $149.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $10000.00          | $2291.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $910000.00         | $322254.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $2437.00           | $1036.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1175.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $3000.00           | $976.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $539368.00         | $279867.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $44000.00          | $29667.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1323.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $651.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1001.00           | $693.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1284.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2105.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1429.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $9571700.00        | $6211678.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $715.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16000.00          | $12125.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1002.00           | $721.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $755.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $8971121.00        | $6713040.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3481.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $23000.00          | $18018.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $758.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $587.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $550000.00         | $465892.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.5000%  | 0.0000% | $474000.00         | $427272.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1510000.00        | $1297952.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $3000.00           | $2165.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $827594.00         | $830958.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $325950.00         | $308372.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $963.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $484535.00         | $480651.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $26950706.00       | $27430620.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1039.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.6240%  | 0.0000% | $500000.00         | $1097.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 6.4230%  | 0.0000% | $300000.00         | $2688.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.2910%  | 0.0000% | $410000.00         | $2129.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 6.7150%  | 0.0000% | $400000.00         | $1826.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.4170%  | 0.0000% | $9780.00           | $86.16             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3851.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.9370%  | 0.0000% | $32599.00          | $394.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $957576.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1111314.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1134978.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $858197.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $1059439.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $1109670.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.6800%  | 0.0000% | $1503575.00        | $1574255.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1067345.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $85406.00          | $87839.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $1066835.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1056449.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $561008.00         | $595068.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $1009057.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.6900%  | 0.0000% | $2652.00           | $2780.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $33102.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $911460.00         | $973367.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $66509.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4646.00           | $4817.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1132891.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $1101667.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1125859.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1073792.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $75735.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1044.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2088.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1348.00           | $1374.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $50899.00          | $52786.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1149.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1049.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1083.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $631803.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1328.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1746.00           | $1808.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $409305.00         | $378757.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $98224.00          | $91732.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $426627.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $736.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2982.00           | $2789.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $18005.00          | $15403.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1484933.00        | $1030196.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2885.00           | $1493.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $9834.00           | $5004.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2005.00           | $1441.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $848.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $2035.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3642.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5361.00           | $5498.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $918899.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2786.00           | $2815.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9192060.00        | $9368497.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $8105.00           | $8298.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4069319.00        | $4213531.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3513.00           | $3011.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2762.00           | $2921.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1078586.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $904916.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1087553.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $572805.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $754388.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $479125.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $353430.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1845.00           | $1302.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1831.00           | $1906.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2484.00           | $2621.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1002.00           | $1085.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1535.00           | $1617.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265805.00       | $14388.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805786.00       | $6448.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $55.95             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $210.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $191054.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $35837.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $5045.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $7296.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865187.00       | $105659.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188366.00      | $997087.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $14263.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5533.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $33.40             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $22915.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278330.00         | $355.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $256601.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $219145.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $6073.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $10527.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $116000.00         | $4320.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17613919.00       | $649180.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $116000.00         | $4326.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $3303.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $6079142.00        | $206971.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.90             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $18682997.00       | $1107572.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $1442287.00        | $72889.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $818832.00         | $39790.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1306.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 6.0000%  | 0.0000% | $1000.00           | $27.18             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $21720.00          | $862.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1086.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $1532.00           | $72.93             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $253863.00         | $56.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 4.7500%  | 0.0000% | $20323.00          | $591.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $15669.00          | $370.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-15      | 3.0000%  | 0.0000% | $3051.00           | $1002.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1080.00           | $796.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4421.00           | $3363.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $103192.00         | $4260.53           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $38000.00          | $34413.05          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2041-03-15      | N/A      | 0.0000% | $2000.00           | $884.45            | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2041-09-15      | N/A      | 0.0000% | $2000.00           | $860.92            | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2057-03-15      | N/A      | 0.0000% | $12000.00          | $2161.94           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $97.28             | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $524358.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1024.00           | $109.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1563.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.5000%  | 0.0000% | $460515.00         | $407136.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $2500000.00        | $1588818.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $918.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $921.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $851.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $894.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1569.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1752.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1733.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $5000.00           | $4228.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1651050.00        | $1578484.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 3.5000%  | 0.0000% | $1827076.00        | $1666452.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $284997.00         | $272521.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $42798.00          | $39070.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $41762.00          | $39624.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.0000%  | 0.0000% | $13261631.00       | $12600644.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1046300.00        | $1032202.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1024.00           | $976.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.0000%  | 0.0000% | $17993792.00       | $17243142.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $985.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $7849992.00        | $7890935.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $452124.00         | $460930.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $790623.00         | $824705.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 3.5000%  | 0.0000% | $1794142.00        | $1706591.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 6.2470%  | 0.0000% | $19219.00          | $849.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.6030%  | 0.0000% | $989997.00         | $18304.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.8500%  | 0.0000% | $1422.00           | $1412.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.5000%  | 0.0000% | $169276.00         | $156724.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $50148.00          | $46510.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $107482.00         | $100448.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $57400.00          | $45549.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 3.9000%  | 0.0000% | $50898.00          | $46255.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8470%  | 0.0000% | $4473503.00        | $4540236.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 6.2750%  | 0.0000% | $577006.00         | $3664.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.5300%  | 0.0000% | $189890.00         | $1848.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.3880%  | 0.0000% | $53000.00          | $663.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1162.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.3910%  | 0.0000% | $368000.00         | $3267.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2323.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $58444.00          | $213.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $120578.00         | $317.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $245000.00         | $3877.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $18000.00          | $704.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $25000.00          | $1105.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 2.5000%  | 0.0000% | $5397.00           | $1012.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $838141.00         | $166386.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.6700%  | 0.0000% | $20189.00          | $792.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $7000.00           | $176.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2641000.00        | $195417.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $2012290.00        | $152514.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $50000.00          | $3293.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $4000.00           | $225.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $4000.00           | $876.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1542000.00        | $349096.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $11000.00          | $1050.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $102.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1850000.00        | $252851.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $125.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $119.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $3337.00           | $278.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $203871.00         | $15728.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $2644000.00        | $187389.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1219580.00        | $89956.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1712.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $2698000.00        | $202456.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $105.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $137.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $272.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $1545000.00        | $189763.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $5000.00           | $836.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $744.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $575000.00         | $245349.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $246.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $45000.00          | $11804.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $300000.00         | $103094.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 2.5000%  | 0.0000% | $2000.00           | $642.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $456.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $39000.00          | $35010.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $38000.00          | $33558.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2265.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $4000.00           | $3496.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $726.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $77000.00          | $50417.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 2.0000%  | 0.0000% | $8000.00           | $4817.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $724.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 3.0000%  | 0.0000% | $200000.00         | $116127.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1491.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $10000.00          | $7545.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $729.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $764.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $8000.00           | $6133.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2275.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2096.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $62323.00          | $45060.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $97000.00          | $75502.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $6207910.00        | $4047163.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $5000.00           | $2857.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $4763542.00        | $3343818.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 5.5000%  | 0.0000% | $1000.00           | $610.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $904.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2110000.00        | $1970234.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $6959.00           | $4991.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $7690000.00        | $7229236.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1078822.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $51841.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $293785.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $852580.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $278714.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $881866.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-07-15      | 2.9000%  | 0.0000% | $68400.00          | $58695.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $813168.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $805877.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1507.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $630186.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $4072.00           | $3288.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565002.00        | $1016992.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $5000.00           | $4551.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $872702.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $848074.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2047.00           | $1048.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $144.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $115463.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $212699.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1012.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1502.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4578.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $802.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1444.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.5000%  | 0.0000% | $15010.00          | $1757.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 2.5000%  | 0.0000% | $15000.00          | $3635.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $245.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1407.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $2575.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $14000.00          | $4953.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2018.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $73000.00          | $56406.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $727.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5443.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $28200.00          | $22400.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $97000.00          | $77168.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2592.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 4.0000%  | 0.0000% | $57000.00          | $2951.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.5000%  | 0.0000% | $143000.00         | $4648.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $24431.00          | $642.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $293.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $727649.00         | $461.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $988.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.3500%  | 0.0000% | $1000.00           | $993.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.9500%  | 0.0000% | $7032454.00        | $6988342.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $15569152.00       | $14557496.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 4.3500%  | 0.0000% | $1046.00           | $1034.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.0700%  | 0.0000% | $17378368.00       | $16826980.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $1008221.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 4.5000%  | 0.0000% | $1176584.00        | $1192361.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $253740.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1057095.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1067839.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $534.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $971378.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $928743.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1074335.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $789547.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $1061456.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1001357.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $952986.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $13884.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13634.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $868273.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1135071.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $31607.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $950849.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $738994.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27923.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $423058.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2051100.00        | $843897.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1121941.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $245670.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $1107748.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $853621.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $491313.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1042279.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $951979.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $618608.00         | $649871.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $826070.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3200.00           | $2803.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $695116.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $605370.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $809133.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1098407.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $275312.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1021844.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6948.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $652911.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $724814.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $846033.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $431832.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1074857.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $935275.95         | Agency Mortgage-Backed Securities  |

### Security 264: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNN6, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1EPNN6_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $4546801.00        | $4686211.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1421140.00        | $1467294.83        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2032-08-31      | 3.8750%  | 0.0000% | $462116000.00      | $466691280.33      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $910679.00         | $945524.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4797160.00        | $4952958.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $886187.00         | $914967.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $965082.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $9290611.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $2493885.00        | $2574877.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1219413.00        | $1259015.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4240215.00        | $4377925.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $11557199.00       | $11906923.06       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $378350.00         | $392011.21         | Agency Mortgage-Backed Securities  |

### Security 265: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNO4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPNO4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $504001400.00      | $510000013.58      | U.S. Treasuries (including strips) |

### Security 266: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPNP1, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EPNP1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-24      | N/A      | 0.0000% | $5394000.00        | $5382063.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 4.7500%  | 0.0000% | $99100.00          | $102613.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $178700.00         | $149082.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $14774300.00       | $11115661.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $50212200.00       | $45256181.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $15862100.00       | $15623858.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $26988300.00       | $26866362.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $198.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $1064600.00        | $1028061.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $7660800.00        | $7597735.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $120000.00         | $105427.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $4309700.00        | $4097226.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 0.7500%  | 0.0000% | $36600.00          | $36292.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $24891000.00       | $23394714.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $85534000.00       | $85431219.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $2486600.00        | $2504914.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $482700.00         | $492481.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $50860597.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $482148300.00      | $492901219.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $1800.00           | $1845.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $61303900.00       | $61622788.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $200.00            | $203.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $48171200.00       | $48769257.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $1331600.00        | $1352497.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $6702000.00        | $6812129.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $100500.00         | $102890.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $127672000.00      | $128703250.49      | U.S. Treasuries (including strips) |

### Security 267: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQL7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQL7_3.65_0202
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50908136.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $44610600.00       | $45693284.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50908136.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $76900.00          | $78000.72          | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50908136.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $29506400.00       | $29711803.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $47958217.98       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $47958217.99       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $49923100.00       | $50637641.82       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $47958217.98       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.43       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348066.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49947168.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715640.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715642.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50715642.48       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.67       | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50908136.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213483.16       | U.S. Treasuries (including strips) |
| US Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $50908136.68       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52087566.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $30047200.00       | $30399676.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50121262.25       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $19952800.00       | $20186861.15       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $51043477.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $5389400.00        | $5520198.98        | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50121262.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50121262.25       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $38409400.00       | $39086971.87       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50882039.10       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.61       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50513638.23       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $51043477.22       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47792471.31       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-08-16      | 3.7500%  | 0.0000% | $50000000.00       | $51043477.22       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50586537.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50121262.25       | U.S. Treasuries (including strips) |

### Security 268: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQM5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQM5_3.67_0202
- **C.18 - Value (incl. sponsor support):** $10000000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000000.00
- **C.19 - Percentage of Net Assets:** 4.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $231336700.00      | $261523312.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $1041058000.00     | $942477468.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $1145890000.00     | $1084007254.75     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $1009032100.00     | $1054398016.14     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $924417700.00      | $979605381.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $969200000.00      | $1053209480.45     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $1037200000.00     | $1079928886.60     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $894300000.00      | $924376390.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $772355800.00      | $771371214.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $1041355000.00     | $1046526128.19     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $995134400.00      | $1002576474.30     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQO1, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EPQO1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $347646800.00      | $306000073.76      | U.S. Treasuries (including strips) |

### Security 270: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQP8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQP8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.85       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $50000000.00       | $47338397.78       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $38567000.00       | $39391875.44       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $51657608.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47498980.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.76       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $17403100.00       | $16587629.96       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $5529400.00        | $5547476.63        | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $15639000.00       | $15854895.06       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50163459.66       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690245.64       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.11       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50637189.14       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $34361000.00       | $34835351.70       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $50000000.00       | $50738666.77       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657112.81       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $11433000.00       | $11677530.24       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51069405.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50690247.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $50473066.27       | U.S. Treasuries (including strips) |

### Security 271: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQQ6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQQ6_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $16151000.00       | $16417060.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $12291000.00       | $12568840.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $3755000.00        | $3816247.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $3319000.00        | $3301531.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $45000000.00       | $45027784.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $11382000.00       | $11410863.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $4276000.00        | $4682553.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-01-15      | 2.5000%  | 0.0000% | $660000.00         | $1038416.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $75000000.00       | $79703036.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $60000000.00       | $70876376.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $40000000.00       | $32273492.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $35000000.00       | $36562218.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $60000000.00       | $56359435.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $85000000.00       | $62316583.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 0.1250%  | 0.0000% | $110000000.00      | $68252314.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $12000000.00       | $9924706.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $36000000.00       | $34758574.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $53000000.00       | $52639995.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $18695000.00       | $18522963.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $23976000.00       | $23892619.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $11323000.00       | $11217038.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $15744000.00       | $15676788.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $3416000.00        | $3364658.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $25591000.00       | $22475453.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $50000000.00       | $48068145.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $47925618.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $30000000.00       | $36216636.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $4759000.00        | $4152052.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $3520000.00        | $3109380.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $11159000.00       | $10016905.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $7968000.00        | $7523367.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $11193000.00       | $10580278.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43616387.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $3950000.00        | $3871272.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $5245000.00        | $5012187.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $12710000.00       | $11419004.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $4469000.00        | $4424144.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $7242000.00        | $7025371.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $5151000.00        | $5136046.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $8304000.00        | $8214095.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $10544000.00       | $10565955.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $5712000.00        | $5380957.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $3687000.00        | $3711303.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $9417000.00        | $9568050.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $3035000.00        | $3071513.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $12339000.00       | $12142418.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $11635000.00       | $11227956.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50135886.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $8189000.00        | $8235048.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $5854000.00        | $6199941.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $7251300.00        | $8023050.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $61740000.00       | $64052503.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $4791000.00        | $4946859.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $3400000.00        | $3493502.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $3959000.00        | $3961089.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $7375000.00        | $7424174.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $18152000.00       | $18253205.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $4455000.00        | $4580503.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $12065000.00       | $12358077.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $8907000.00        | $9240151.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $8843000.00        | $9050954.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $7653000.00        | $7863385.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $8594000.00        | $8802035.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $10000000.00       | $10866792.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $5126000.00        | $5375817.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $7605000.00        | $7918298.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $4388000.00        | $4480659.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $51681560.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $8922000.00        | $9123477.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $4757000.00        | $4902332.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $5812000.00        | $5928295.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $8098000.00        | $8178354.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $3529000.00        | $3617011.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $14106000.00       | $14364848.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $7770000.00        | $7871203.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $4808000.00        | $4878249.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $20270000.00       | $20933278.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $11432000.00       | $11696655.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $3563000.00        | $3661447.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $71318000.00       | $72815325.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $4044000.00        | $4140860.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $17714000.00       | $18124550.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $9186000.00        | $9320605.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $10949000.00       | $11092898.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $3295000.00        | $3348552.89        | U.S. Treasuries (including strips) |

### Security 272: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQT0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQT0_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $45091300.00       | $45603557.49       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50568022.57       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $32596900.00       | $31069481.78       | U.S. Treasuries (including strips) |
| US Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47657111.21       | U.S. Treasuries (including strips) |

### Security 273: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQV5, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1EPQV5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $1715974400.00     | $1734528919.62     | U.S. Treasuries (including strips) |

### Security 274: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQW3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EPQW3_3.65_0202
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50469612.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $18819300.00       | $18950307.01       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50469612.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50469612.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $21853400.00       | $22308928.63       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51042237.45       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51042237.45       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50469612.26       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50469612.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348065.27       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $1674300.00        | $1685955.13        | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51042237.45       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |
| US Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50348064.97       | U.S. Treasuries (including strips) |

### Security 275: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQX1, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1EPQX1_3.66_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $2000500.00        | $1987900.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $178187700.00      | $175778632.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $2400.00           | $2421.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $74442800.00       | $77231093.32       | U.S. Treasuries (including strips) |

### Security 276: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPQY9, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1EPQY9_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $53175173.12       | $51225983.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $49240036.73       | $44459026.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-28      | N/A      | 0.0000% | $146000.00         | $144721.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $164516000.00      | $44876180.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $100000.00         | $38190.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.0000%  | 0.0000% | $790000.00         | $640867.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $2000000.00        | $1654117.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $26828500.00       | $20213477.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $1330400.00        | $1320377.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $129349800.00      | $124824579.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $217078400.00      | $220602479.75      | U.S. Treasuries (including strips) |

### Security 277: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.750000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1EPST8, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1EPST8_3.75_0203
- **C.18 - Value (incl. sponsor support):** $1090009901.96
- **C.18.a - Value (excl. sponsor support):** $1090009901.96
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU14, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1EQU14_3.66_0202
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-12-24      | N/A      | 0.0000% | $600.00            | $581.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $24800.00          | $40483.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 3.8750%  | 0.0000% | $35300.00          | $33190.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $800.00            | $422.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $6968600.00        | $6905992.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $30000.00          | $29882.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $21059200.00       | $27151729.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $5168000.00        | $5102228.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 0.5000%  | 0.0000% | $800.00            | $769.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 0.5000%  | 0.0000% | $17600.00          | $16824.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $25600.00          | $24208.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $376.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 4.0000%  | 0.0000% | $400.00            | $410.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $2400.00           | $2418.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $1849600.00        | $1874212.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $8000.00           | $8245.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 4.6250%  | 0.0000% | $595200.00         | $624079.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $6400.00           | $6612.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $1504800.00        | $1520091.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $3200.00           | $3244.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $800.00            | $842.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 4.0000%  | 0.0000% | $93648000.00       | $95827057.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 3.6250%  | 0.0000% | $83174400.00       | $84641755.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-30      | 3.7500%  | 0.0000% | $45772800.00       | $45335410.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $12684902.40       | $12438104.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $397.72            | $386.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $4449600.00        | $4097489.80        | U.S. Treasuries (including strips) |

### Security 279: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU22, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EQU22_3.67_0202
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-01-01      | 3.9800%  | 0.0000% | $3712.00           | $3706.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 3.9300%  | 0.0000% | $134992.00         | $127250.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 1.4100%  | 0.0000% | $4990927.00        | $4368931.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 4.1400%  | 0.0000% | $1000.00           | $1003.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 3.8550%  | 0.0000% | $151272914.00      | $149999107.88      | Agency Mortgage-Backed Securities |

### Security 280: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU30, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1EQU30_3.66_0202
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-01-31      | 0.3750%  | 0.0000% | $109511600.00      | $109683621.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $9871800.00        | $9380725.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $59086000.00       | $59435655.28       | U.S. Treasuries (including strips) |

### Security 281: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU48, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1EQU48_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1060000000.00
- **C.18.a - Value (excl. sponsor support):** $1060000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $47058112.00       | $48350805.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $21751168.00       | $22345657.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $323392.00         | $336829.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3602220.00        | $3684410.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2002976.00        | $2049624.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $5154920.00        | $5224599.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1047024.00        | $1052781.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1332042.00        | $1363357.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1321548.00        | $1355340.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1062280.00        | $1109204.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1799116.00        | $1807981.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $7704008.00        | $7812500.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1015.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $7062120.00        | $7110995.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $24939872.00       | $24356079.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1351132.00        | $1359000.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1876921.00        | $1955153.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2333512.00        | $2421957.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $196706304.00      | $198361587.55      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.0000%  | 0.0000% | $50368512.00       | $50436117.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $179489792.00      | $173356636.58      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $208.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 5.6250%  | 0.0000% | $7999986.00        | $168822.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $3069976.00        | $307301.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9156704.00        | $5475048.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $6090000.00        | $3529738.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1010.00           | $813.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 2.5000%  | 0.0000% | $253201.00         | $146612.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1040.00           | $631.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1000.00           | $717.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $59189.00          | $45009.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $448719.00         | $337737.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $46243.00          | $41869.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $311058.00         | $96710.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $739672064.00      | $430988946.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $470420.00         | $419407.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $46199.00          | $36764.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $1000.00           | $938.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $103324000.00      | $48957720.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $2000.00           | $366.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $37548.00          | $9355.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6500%  | 0.0000% | $4878320.00        | $5093049.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $1542128.00        | $728923.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $10672048.00       | $10562423.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $304877.00         | $294814.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1962110.00        | $1999771.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $7945752.00        | $8195630.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $121323.00         | $104791.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.0000%  | 0.0000% | $1343738.00        | $1284271.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1013478.00        | $1046859.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1091772.00        | $1141712.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2730932.00        | $2803521.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1178694.00        | $1234691.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $2600000.00        | $2729508.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 4.5000%  | 0.0000% | $1000.00           | $123.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3946204.00        | $3969049.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-04-20      | 5.4410%  | 0.0000% | $2911060.00        | $3240630.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $278700.00         | $158176.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $760140.00         | $794645.89         | Agency Mortgage-Backed Securities |

### Security 282: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU63, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EQU63_3.66_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $571600.00         | $675215.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 0.7500%  | 0.0000% | $2154000.00        | $2188120.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $20650600.00       | $14636691.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $53244800.00       | $51795270.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $6118600.00        | $4692567.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $48109800.00       | $35271039.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $47500000.00       | $26518037.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 0.1250%  | 0.0000% | $20594500.00       | $12778384.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $31304100.00       | $22889046.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $32526500.00       | $28517862.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 1.5000%  | 0.0000% | $4734600.00        | $4089451.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $13400.00          | $13236.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $679600.00         | $704178.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $196791400.00      | $203230842.47      | U.S. Treasuries (including strips) |

### Security 283: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU71, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1EQU71_3.67_0202
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 6.0000%  | 0.0000% | $9791.00           | $138.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 3.0000%  | 0.0000% | $103000.00         | $14746.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 4.0000%  | 0.0000% | $37000.00          | $3180.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-06-01      | 4.0000%  | 0.0000% | $1391341.00        | $140001.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 4.5000%  | 0.0000% | $19803.00          | $1898.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.0000%  | 0.0000% | $18000.00          | $2475.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 3.5000%  | 0.0000% | $129052.00         | $13766.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-02-25      | 4.0000%  | 0.0000% | $2239.00           | $0.05              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.17              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $2018.00           | $0.04              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $12339.00          | $0.07              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-07-01      | 4.5000%  | 0.0000% | $155314.00         | $0.08              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $2764.00           | $0.17              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.5000%  | 0.0000% | $3544.00           | $0.12              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 4.5000%  | 0.0000% | $40000.00          | $7.71              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 3.5000%  | 0.0000% | $33000.00          | $7095.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 4.0000%  | 0.0000% | $13559168.00       | $3282862.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $118106.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-09-01      | 3.0000%  | 0.0000% | $295000.00         | $15826.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3318.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2499.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 5.5000%  | 0.0000% | $68000.00          | $34408.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 5.0000%  | 0.0000% | $1013443.00        | $986396.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-10-01      | 3.5000%  | 0.0000% | $390000.00         | $274586.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-01      | 4.0000%  | 0.0000% | $4646926.00        | $1861723.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.5000%  | 0.0000% | $3147805.00        | $1620286.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7466.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $570249.00         | $424025.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $239071.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $10013882.00       | $6994679.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $140000.00         | $114115.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $168840.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $320577.00         | $261443.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $8416030.00        | $7174746.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $36833.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.0000%  | 0.0000% | $1100.00           | $807.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2834914.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $12000.00          | $10935.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2608595.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 4.5000%  | 0.0000% | $2277.00           | $1989.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.0000%  | 0.0000% | $86000.00          | $75500.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 2.5000%  | 0.0000% | $416409.00         | $91445.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 3.0000%  | 0.0000% | $9048750.00        | $7510235.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.5000%  | 0.0000% | $4192.00           | $1460.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $1904217.00        | $1152475.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $6069311.00        | $4786917.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2716656.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3903.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $10135000.00       | $7785346.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 6.0000%  | 0.0000% | $14265105.00       | $10279901.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.0000%  | 0.0000% | $3177225.00        | $2043701.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $1730000.00        | $1389623.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $3614291.00        | $2875336.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $7040387.00        | $5683445.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $23000.00          | $19127.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3623.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $816000.00         | $714508.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $26000.00          | $21869.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $5150000.00        | $3848034.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $400000.00         | $282526.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.0000%  | 0.0000% | $18000.00          | $14973.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 3.0000%  | 0.0000% | $10000.00          | $1380.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 4.0000%  | 0.0000% | $80000.00          | $18906.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $10973.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 5.0000%  | 0.0000% | $2260913.00        | $195197.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $6743019.00        | $4701514.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.5000%  | 0.0000% | $5700000.00        | $4251164.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $13589951.00       | $10133088.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $285000.00         | $216652.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $300000.00         | $222392.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.0000%  | 0.0000% | $27000.00          | $13412.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 4.0000%  | 0.0000% | $370000.00         | $182618.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $30000.00          | $18275.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $3240000.00        | $2556947.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $237886.00         | $219358.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-07-01      | 5.5000%  | 0.0000% | $13321300.00       | $7606032.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $10094481.00       | $9717398.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.0000%  | 0.0000% | $22000.00          | $21695.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $4056183.00        | $3912143.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $8902250.00        | $8552563.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $10215263.00       | $8647945.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $9481484.00        | $8374906.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $10073449.00       | $9118098.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 5.5000%  | 0.0000% | $6940390.00        | $6999376.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $8439526.00        | $7330511.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 2.5000%  | 0.0000% | $6231014.00        | $5318917.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $100000.00         | $87322.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $3799100.00        | $3175635.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $2404843.00        | $2469426.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.0000%  | 0.0000% | $7500000.00        | $7197841.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $9000.00           | $8969.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $105000.00         | $105192.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.0000%  | 0.0000% | $5833080.00        | $6049716.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $7221209.00        | $7420756.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-10-01      | 6.0000%  | 0.0000% | $290000.00         | $1096.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $2756.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.5000%  | 0.0000% | $900000.00         | $850.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 6.5000%  | 0.0000% | $3806.00           | $6.55              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 4.5000%  | 0.0000% | $891892.00         | $23439.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 4.5000%  | 0.0000% | $4578.00           | $138.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1.51              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 4.0000%  | 0.0000% | $83000.00          | $182.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-12-01      | 4.0000%  | 0.0000% | $44000.00          | $207.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-12-01      | 3.0000%  | 0.0000% | $2237240.00        | $15567.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 5.0000%  | 0.0000% | $384296.00         | $16592.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 5.0000%  | 0.0000% | $154607.00         | $3647.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-01      | 3.0000%  | 0.0000% | $7000.00           | $1010.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $74000.00          | $3498.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 3.5000%  | 0.0000% | $675000.00         | $160670.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-08-01      | 6.0000%  | 0.0000% | $413984.00         | $235.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-01      | 2.5000%  | 0.0000% | $700000.00         | $124190.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 3.5000%  | 0.0000% | $26000.00          | $3239.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-02-01      | 4.0000%  | 0.0000% | $160000.00         | $18298.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-01      | 2.5000%  | 0.0000% | $305023.00         | $26704.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 2.5000%  | 0.0000% | $600000.00         | $5048.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $106.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $24720.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 4.5000%  | 0.0000% | $250000.00         | $14824.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-06-01      | 6.0000%  | 0.0000% | $3381551.00        | $362.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7243.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 5.5000%  | 0.0000% | $23338.00          | $128.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 6.0000%  | 0.0000% | $102149.00         | $608.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 5.5000%  | 0.0000% | $445000.00         | $8189.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 5.5000%  | 0.0000% | $3109445.00        | $19916.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $21786.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 5.5000%  | 0.0000% | $326591.00         | $2896.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 5.5000%  | 0.0000% | $284928.00         | $1535.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $10161.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $118343.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-03-01      | 4.5000%  | 0.0000% | $48000.00          | $6056.84           | Agency Mortgage-Backed Securities |

### Security 284: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQU89, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1EQU89_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $22333893.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $27027880.00       | $24919281.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8048000.00        | $7829723.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $14801120.00       | $14219721.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $42639351.00       | $39658262.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $25671915.00       | $26134214.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $28001514.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23178557.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $7785139.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $915.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $48368130.00       | $39966035.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340302.00         | $305905.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $21000000.00       | $19740388.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $7077716.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $28625600.00       | $29217828.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4762.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $16118840.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699023.00        | $4233908.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3712286.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $173539.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $15964787.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1048.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $93847.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $7388717.34        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-07-30      | N/A      | 0.0000% | $2300.00           | $2259.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $4875300.00        | $5159301.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $4439400.00        | $2962414.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $129.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $134.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2300.00           | $1973.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $98143000.00       | $84226783.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $6602100.00        | $5374647.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $1415100.00        | $1277540.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $1501000.00        | $1381870.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $25519700.00       | $23836944.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $6398500.00        | $6178891.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $33260500.00       | $29022588.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $597800.00         | $528260.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $379.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $11715900.00       | $10216870.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $400.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $30390500.00       | $31003818.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $700.00            | $706.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $210.64            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7581016.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $229986.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7064237.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2693169.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $772.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $197284.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $526024.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1375451.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $919.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3476220.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3704221.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $16609730.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18109717.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5389951.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2101063.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 3.9000%  | 0.0000% | $20301000.00       | $20562967.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336446.00       | $949211.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $364021.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $149.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $325333.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $428734.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392713.00       | $788949.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4790%  | 0.0000% | $3464.00           | $44.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83613080.00       | $365914.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21186586.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10057.00          | $8951.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $216247.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1088.00           | $289.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6328851.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $335.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14636942.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $405.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 4.0000%  | 0.0000% | $1000.00           | $767.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4538326.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5309185.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4143022.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $193.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485064.00       | $499953.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 6.4730%  | 0.0000% | $6341.00           | $289.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1739984.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $7394437.00        | $1123346.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1002.00           | $80.67             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20036239.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $11904564.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $3962043.00        | $1853307.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1647985.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $354.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $183.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $929164.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6703008.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15875681.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $600.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $586.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8916092.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5617.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $108225.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $779.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $698.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $626.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $768.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1518.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1980113.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $553.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1068656.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1108190.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1288859.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $741.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1077.00           | $324.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $179.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $531.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $646.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3178234.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $531.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $63591936.00       | $40912616.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1029.00           | $732.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1512.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $808.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924390.00        | $3058124.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713865.00        | $2755311.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $21365844.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1462944.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $9525.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $185831.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4781568.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1056.00           | $970.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $20889205.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62343717.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $30369838.00       | $26277042.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $87464431.00       | $81341172.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2040500.00        | $1776858.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5215293.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4905992.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $41432.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15241106.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $34676391.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1271.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7895214.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $657914.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1367910.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12073456.00       | $10824080.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.4220%  | 0.0000% | $7766.00           | $96.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $173564000.00      | $8378836.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $645729.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $559352.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $25158225.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8757551.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $587.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $597602.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8649245.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $673.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 2.5000%  | 0.0000% | $1000.00           | $688.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4222934.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22636716.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $641.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14149746.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584982.00         | $433093.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $13261104.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2646312.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $183995.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30015857.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $56224.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $16966858.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $543.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30346652.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $137210000.00      | $132041791.18      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $113974315.00      | $86964980.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1693262.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1822723.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1027.00           | $204.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15089688.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $506.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171186.00        | $1574658.02        | Agency Mortgage-Backed Securities  |

### Security 285: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUB2, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1EQUB2_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2475238.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $35004741.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $113622956.06      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $46998058.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2569598.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $200477582.00      | $172139163.94      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $149646889.66      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $206361.29         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24606.75          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-11      | 5.7500%  | 0.0000% | $125000.00         | $127263.51         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 5.3000%  | 0.0000% | $2500000.00        | $2542367.78        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-22      | 5.2500%  | 0.0000% | $2500000.00        | $2592304.17        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45728.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $95086760.91       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-03      | 2.6300%  | 0.0000% | $109000.00         | $109860.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14944.02          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51472.27          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14339.36          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15324.87          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $102914.04         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $983.94            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $296380.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $52003.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14856.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-22      | 3.1500%  | 0.0000% | $1000000.00        | $1006308.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $20219957.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2601414.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $22039873.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $61642886.00       | $52517258.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $22746531.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $20959454.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20628814.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26650746.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $59858871.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $100259304.11      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6977.42           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38781.96          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $227266.73         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $83462.69          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144834.35         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97787.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66167.68          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $805000.00         | $730731.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9580.54           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $942265.72         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $125334.82         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4684.41           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129346.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $218371.38         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87499.20          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $134191.85         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $28000.00          | $28533.84          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $122605.26         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $962935.07         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $111048.75         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $51911.32          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-02-23      | 4.2500%  | 0.0000% | $100000.00         | $102388.37         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $171807.94         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $103958.20         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 4.1250%  | 0.0000% | $284000.00         | $285680.69         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36485.17          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121235.63         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5224.18           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $456278.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-08-16      | 3.7500%  | 0.0000% | $524000.00         | $534752.13         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $188375.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185578.45         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $249000.00         | $252240.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $20794607.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $28139565.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2913692.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3154410.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2517725.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2456364.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $40560974.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19019820.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2610328.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2558251.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2327743.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2551644.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $30708711.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2610803.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2585665.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2569864.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2660115.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3151215.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19710943.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $53524670.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48039638.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $25390052.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2149485.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2849173.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25215477.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $206792718.00      | $151340815.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $20615927.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $17458877.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $67046163.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $88073158.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15754239.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $23273280.00       | $15063445.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2583199.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $24164685.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20061409.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $36313871.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $37118270.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $99529539.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $17113497.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $9490312.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $63715541.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23247444.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $18034784.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $51938809.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22177735.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $28461098.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $49141622.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $48250617.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $28538886.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $83570521.39       | Agency Mortgage-Backed Securities |

### Security 286: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUD8, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1EQUD8_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $612.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $779.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $32967709.00       | $29460563.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $83972000.00       | $45438202.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1207471.00        | $966711.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $980862.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $500000.00         | $468453.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638054.00       | $3080437.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786966.00       | $20835084.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3082665.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1217036.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3054096.00        | $3120171.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3350010.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $39262327.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1035036.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 2.0000%  | 0.0000% | $594633.00         | $362020.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $31414368.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $69043387.00       | $65709028.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $965000.00         | $903842.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11379439.00       | $11322825.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1686543.00        | $1409805.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $311222.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1524012.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 5.5000%  | 0.0000% | $9566.00           | $5548.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2280000.00        | $1600470.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $3618746.00        | $2885982.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3663537.00        | $3276059.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $629722.00         | $583929.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $26830000.00       | $24019198.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $101536645.00      | $100168565.25      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 5.0000%  | 0.0000% | $8688.00           | $8791.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $52588.00          | $49603.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1582679.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1267943.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $9276758.00        | $8672429.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $5697576.00        | $5481989.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2600702.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $18307543.87       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $51086050.00       | $28538494.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9925319.00        | $5934624.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $49754922.00       | $29863719.17       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $2679636.00        | $2145572.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $19329778.09       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329905.00        | $1339956.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $40000000.00       | $32788554.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $119542.00         | $124482.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1718449.00        | $1612472.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1336838.00        | $1267780.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $162177.00         | $166330.01         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $41600.00          | $50261.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 2.3750%  | 0.0000% | $6224100.00        | $6040421.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $8001900.00        | $8216787.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $4932000.00        | $5057800.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $1500.00           | $1496.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $49388000.00       | $50001164.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $25875300.00       | $26155084.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $207200.00         | $208873.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $1612500.00        | $1594044.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 3.5000%  | 0.0000% | $3719300.00        | $3692764.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.6250%  | 0.0000% | $437900.00         | $435719.75         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $103192561.00      | $106145244.11      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $22641725.00       | $17617059.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $80000000.00       | $80667760.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $30837636.00       | $30653642.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $100137.00         | $98582.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $25000.00          | $24645.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1999800.00        | $2038753.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1152610.00        | $1089974.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $105014.00         | $99908.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $98814831.00       | $96377007.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $4296814.00        | $4110627.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $145980.00         | $140099.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $37290.00          | $37484.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1570556.00        | $1613668.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1530607.00        | $1538590.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $4877100.00        | $4925982.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $4133323.00        | $4242941.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2624251.00        | $2653946.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2118227.00        | $2139457.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $5169469.00        | $5221281.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2137402.00        | $2155139.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1998177.00        | $2054948.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $2051043.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1204167.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $83689.27          | Agency Mortgage-Backed Securities  |

### Security 287: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUG1, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1EQUG1_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2026-12-11      | 2.6250%  | 0.0000% | $20000.00          | $19905.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-02-24      | 0.5300%  | 0.0000% | $1000000.00        | $1000086.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-03-05      | 0.9600%  | 0.0000% | $10000.00          | $10011.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-30      | 0.8200%  | 0.0000% | $455000.00         | $447735.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-02-03      | N/A      | 0.0000% | $386000.00         | $385807.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-04-17      | N/A      | 0.0000% | $2976000.00        | $2952906.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-04-29      | N/A      | 0.0000% | $43348000.00       | $42960035.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-05-29      | N/A      | 0.0000% | $39680000.00       | $39207014.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-11      | N/A      | 0.0000% | $808000.00         | $797360.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-07-24      | N/A      | 0.0000% | $187709000.00      | $184461634.30      | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-09-24      | 2.0400%  | 0.0000% | $24000.00          | $22780.56          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-08-28      | 4.8750%  | 0.0000% | $14000.00          | $14384.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $85000.00          | $84589.07          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-02-05      | N/A      | 0.0000% | $1999800.00        | $1998580.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-12      | N/A      | 0.0000% | $29100.00          | $29062.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-10-29      | N/A      | 0.0000% | $10008000.00       | $9748272.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-17      | N/A      | 0.0000% | $195000.00         | $194095.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2053-05-15      | N/A      | 0.0000% | $169000000.00      | $43602338.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2053-08-15      | N/A      | 0.0000% | $351562600.00      | $89887525.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2055-11-15      | N/A      | 0.0000% | $1999900.00        | $464336.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $18765100.00       | $16452447.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $1999700.00        | $1873214.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 2.8750%  | 0.0000% | $4150800.00        | $4133080.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 3.8750%  | 0.0000% | $7614100.00        | $7795008.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-02-15      | N/A      | 0.0000% | $51740329.43       | $51654957.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-05-15      | N/A      | 0.0000% | $5726051.25        | $5664215.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-08-15      | N/A      | 0.0000% | $701319.57         | $639303.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-11-15      | N/A      | 0.0000% | $3066172.86        | $790980.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2055-11-15      | N/A      | 0.0000% | $11674939.57       | $2708352.48        | U.S. Treasuries (including strips) |

### Security 288: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUH9, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1EQUH9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $88991600.00       | $85937247.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $85972900.00       | $87258524.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $90164200.00       | $91658298.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $90370000.00       | $92254874.59       | U.S. Treasuries (including strips) |

### Security 289: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUL0, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1EQUL0_3.66_0202
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-04-30      | N/A      | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $14640900.00       | $15493777.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $23916200.00       | $25207570.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $110100.00         | $110953.33         | U.S. Treasuries (including strips) |

### Security 290: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUM8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQUM8_3.66_0202
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-19      | N/A      | 0.0000% | $21850300.00       | $21813023.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-19      | N/A      | 0.0000% | $10328600.00       | $10281832.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-26      | N/A      | 0.0000% | $1254900.00        | $1251866.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-12      | N/A      | 0.0000% | $25753600.00       | $25654731.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-23      | N/A      | 0.0000% | $2734000.00        | $2712302.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $555800.00         | $550619.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-11-27      | N/A      | 0.0000% | $10976800.00       | $10666968.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $8809400.00        | $8777527.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2027-01-21      | N/A      | 0.0000% | $22000.00          | $21277.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-16      | N/A      | 0.0000% | $57789000.00       | $56859695.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $17600.00          | $18434.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $3508200.00        | $3526594.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $12875900.00       | $12911724.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $919000.00         | $909284.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $557000.00         | $548730.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $6771800.00        | $6736731.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $293000.00         | $289607.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $12081600.00       | $11922390.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.2500%  | 0.0000% | $596000.00         | $585939.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $408000.00         | $400016.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $1935000.00        | $1970250.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $2000000.00        | $2022354.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $2500700.00        | $2528651.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $4894100.00        | $4921833.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $10236500.00       | $10478959.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $6501100.00        | $6632841.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 4.6250%  | 0.0000% | $13048000.00       | $13272581.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $19500.00          | $19737.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $1000900.00        | $1015867.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $55353900.00       | $56181653.05       | U.S. Treasuries (including strips) |

### Security 291: BNP Paribas - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQUX4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQUX4_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** BNP Paribas - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $1603000.00        | $1589344.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $33100.00          | $32441.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $890700.00         | $720808.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $11188100.00       | $9295304.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $200.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $66038800.00       | $39270331.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $1500600.00        | $946273.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $105.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $173646500.00      | $122340693.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $3207000.00        | $1974949.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $257978000.00      | $216121896.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $142900.00         | $116332.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $117641000.00      | $106029659.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $2500000.00        | $2301582.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $625100.00         | $583881.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $25001400.00       | $24655754.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $24267000.00       | $23797412.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48485597.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $1011200.00        | $975444.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $2350000.00        | $2050573.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $13091900.00       | $12785071.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $150000000.00      | $153355664.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $21502900.00       | $21982459.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $25000000.00       | $25828147.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $4059000.00        | $4112168.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $87800200.00       | $88256916.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51075288.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $2028000.00        | $2135893.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $700.00            | $710.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $12000.00          | $12176.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $2000.00           | $2023.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $406.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $56601300.00       | $57789823.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $1350000.00        | $1372276.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $2100.00           | $2079.94           | U.S. Treasuries (including strips) |

### Security 292: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWH7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EQWH7_3.66_0202
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $35598749.99       | $19344965.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $46953625.00       | $17459611.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $53605739.99       | $18715908.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $3370500.00        | $2780928.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $100.00            | $51.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $100.00            | $30.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $23186900.00       | $17469775.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $70371700.00       | $71399904.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $17464200.00       | $17751892.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $31721145.24       | $25491588.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $27868750.88       | $16517808.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $34904750.00       | $20103565.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $31737127.91       | $17763968.71       | U.S. Treasuries (including strips) |

### Security 293: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWL8, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1EQWL8_3.67_0202
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $40000.00          | $39384.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-09-03      | N/A      | 0.0000% | $4999700.00        | $4898571.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-07      | N/A      | 0.0000% | $151200.00         | $149790.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-10      | N/A      | 0.0000% | $6011200.00        | $6006379.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-12-24      | N/A      | 0.0000% | $9023500.00        | $8748066.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-14      | N/A      | 0.0000% | $43000.00          | $42696.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-23      | N/A      | 0.0000% | $3499500.00        | $3440907.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $1578300.00        | $721701.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $178699000.00      | $76965480.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $37204200.00       | $14706969.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $11634100.00       | $3618135.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $10850000.00       | $5563511.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $2029000.00        | $562570.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $6912000.00        | $3153655.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $4601700.00        | $1207702.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $16426800.00       | $4132506.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $13400000.00       | $3151894.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $38148400.00       | $24220109.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $947300.00         | $798783.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $46000.00          | $35056.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $3975000.00        | $3208071.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $397000.00         | $385943.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $8932392.96        | $6859032.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $27115315.09       | $17403937.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $1269473.28        | $792910.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $657571.84         | $611113.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $114058.23         | $58245.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $3692113.92        | $1725066.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $1927290.88        | $579833.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $249117.44         | $71244.60          | U.S. Treasuries (including strips) |

### Security 294: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWN4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EQWN4_3.67_0202
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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.         | 2046-09-01      | 3.0000%  | 0.0000% | $321000.00         | $84458.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $126035.00         | $119692.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 6.3440%  | 0.0000% | $22995740.00       | $134613.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $231433.00         | $137198.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $199641.00         | $139131.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $144525.00         | $150647.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $156675.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $794050.00         | $157207.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $174000.00         | $165428.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $505348.00         | $403023.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $622042.00         | $409772.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $582000.00         | $426195.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $491660.00         | $510642.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $591000.00         | $523008.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $2557221.00        | $547633.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $871861.00         | $559052.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $590228.00         | $580085.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $797476.00         | $587744.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $891133.00         | $616406.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $454049.00         | $345358.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $427400.00         | $346480.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $567977.00         | $348882.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 4.0000%  | 0.0000% | $1950700.00        | $360996.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $501000.00         | $362030.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $382704.00         | $366685.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $593049.00         | $370356.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $421809.00         | $391568.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $426816.00         | $393873.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $661736.00         | $400322.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $224835.00         | $227183.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $282000.00         | $231193.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $290000.00         | $233278.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 4.0000%  | 0.0000% | $3879852.00        | $256369.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $381697.00         | $264821.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $697000.00         | $299859.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $483986.00         | $299917.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $485112.00         | $302539.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $305969.00         | $307785.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $337166.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $337990.00         | $174989.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $270945.00         | $180167.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $199980.00         | $181381.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $213150.00         | $187470.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $3205000.00        | $192285.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $274829.00         | $193017.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $261000.00         | $198076.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 4.5000%  | 0.0000% | $264836.00         | $202366.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $5998000.00        | $205816.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $435406.00         | $206759.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.5000%  | 0.0000% | $1003180.00        | $663090.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1169070.00        | $720908.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1106689.00        | $1088127.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $30492000.00       | $20765587.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $23591085.00       | $24335302.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $39451813.00       | $36779517.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $56061579.00       | $49430635.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $58002640.00       | $51979530.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1558642.00        | $830906.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $893800.00         | $831528.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $4124000.00        | $839373.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $2999000.00        | $910529.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1157920.00        | $911949.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1022180.00        | $979949.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $976564.00         | $984781.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1237880.00        | $1046900.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1020270.00        | $1054302.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1361014.00        | $1074408.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1415890.00        | $750157.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1575000.00        | $751424.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1083212.00        | $787322.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1058000.00        | $793090.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $778178.00         | $795099.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1004520.00        | $808398.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.0000%  | 0.0000% | $1037714.00        | $811590.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $915813.00         | $823543.06         | Agency Mortgage-Backed Securities |

### Security 295: Natixis SA

- **C.1 - Title:** Natixis SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWO2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1EQWO2_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1511550.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1727323.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2776.00           | $2868.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1385766.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1593961.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1151.00           | $1204.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1054.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1075675.00        | $1126323.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1079.00           | $965.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1114929.00        | $555384.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2198.00           | $2254.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1120.00           | $1158.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $750850.00         | $780728.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $916.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $14479702.00       | $12891919.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $6682.00           | $6336.59           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2026-02-15      | 6.0000%  | 0.0000% | $400.00            | $411.33            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1046.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241892.00        | $3851819.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1642691.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2027.00           | $1530.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $24898388.00       | $25009386.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $25140675.00       | $24620399.96       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $3399800.00        | $3522757.98        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540900.00       | $23414468.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $40097850.00       | $34630067.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1046.00           | $1045.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $4199112.00        | $4305566.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $4062430.00        | $4161490.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.52           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $2001400.00        | $1979244.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $114900.00         | $113320.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $49999400.00       | $51000626.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $24999200.00       | $25402556.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $5000000.00        | $5224799.17        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1335452.00        | $1000864.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $946670.00         | $813849.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1278.00           | $1164.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $29391813.00       | $20803601.59       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $1206700.00        | $1262374.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-05-15      | 4.5000%  | 0.0000% | $249900.00         | $255819.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $5060700.00        | $5164699.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $9995000.00        | $9526809.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $4999900.00        | $5105480.45        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1021.86           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $85500.00          | $83194.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $900000.00         | $891971.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $3063800.00        | $2831938.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $1000100.00        | $1012483.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $24437700.00       | $24794760.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $5799800.00        | $6034776.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $103347000.00      | $105683176.87      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $2848.00           | $2763.45           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2041-05-15      | 4.3750%  | 0.0000% | $300.00            | $294.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $9157200.00        | $9374443.82        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9351779.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593435.00       | $24366015.91       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $16999000.00       | $15923771.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $2000.00           | $2044.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $26900.00          | $27478.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $2661100.00        | $2722705.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $28063800.00       | $28735971.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $22134000.00       | $22493738.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $10301900.00       | $10169465.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $9480500.00        | $9214758.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $4193400.00        | $3876555.82        | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14689.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14703.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2108973.08        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-01-15      | N/A      | 0.0000% | $12699000.00       | $7097267.92        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2038-06-15      | N/A      | 0.0000% | $5600000.00        | $3074360.80        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                 | 2039-09-15      | N/A      | 0.0000% | $598000.00         | $308181.09         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-19      | N/A      | 0.0000% | $8500900.00        | $8459840.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $66128600.00       | $65627080.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $1000.00           | $995.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $223.95            | $196.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.1250%  | 0.0000% | $28610000.00       | $28008439.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $12307900.00       | $10872144.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $23997500.00       | $22944195.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 1.3750%  | 0.0000% | $2565100.00        | $2409953.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 1.5000%  | 0.0000% | $800.00            | $796.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $600.00            | $317.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-15      | 1.6250%  | 0.0000% | $9997100.00        | $9398228.51        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $4000.00           | $3179.51           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $276300.00         | $264035.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $282.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 0.2500%  | 0.0000% | $49997800.00       | $36655200.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $75500000.00       | $71711381.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $49999900.00       | $49879187.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 0.8750%  | 0.0000% | $4677000.00        | $4584926.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 0.8750%  | 0.0000% | $4601900.00        | $4552080.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $1000000.00        | $939323.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $13999100.00       | $9080238.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $12391300.00       | $7886606.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $1300.00           | $1287.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 2.3750%  | 0.0000% | $998200.00         | $1104437.63        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1430000.00        | $1206473.91        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $700.00            | $496.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $10112200.00       | $9897878.68        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $828.27            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $6192200.00        | $6130048.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $209.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-07-15      | 1.8750%  | 0.0000% | $47999200.00       | $48778425.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $1866800.00        | $1114558.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $8066500.00        | $4708637.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $140.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 2.0000%  | 0.0000% | $29039600.00       | $28793457.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $24821100.00       | $23965167.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $10088600.00       | $7805100.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $36826900.00       | $36719990.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $37046300.00       | $35045648.34       | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1530.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $20551701.00       | $3777171.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1024.00           | $85.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $2972.00           | $911.20            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $300.00            | $243.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $4998800.00        | $3855096.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $254987500.00      | $234035831.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $39735600.00       | $40530692.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $93800.00          | $95333.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $7429000.00        | $7389899.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-30      | 3.7500%  | 0.0000% | $150000000.00      | $148668651.10      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $6897115.00        | $6765031.41        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $4998800.00        | $5059289.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $1100.00           | $1098.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $37699500.00       | $38252213.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $87.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.6250%  | 0.0000% | $124686000.00      | $126345910.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $1700.00           | $1712.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $1013100.00        | $1026301.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $4297000.00        | $4291971.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1008.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $16961000.00       | $17051058.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $4049900.00        | $4030112.77        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $1092.00           | $1086.91           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $755.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $1300.00           | $1082.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $9999700.00        | $10065613.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $24828500.00       | $20691913.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $3623500.00        | $3632688.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $15623500.00       | $15734260.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-15      | 3.5000%  | 0.0000% | $1600000.00        | $1602084.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $880.20            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1544.00           | $453.14            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $34721300.00       | $30442170.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $184.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-15      | 4.0000%  | 0.0000% | $24999800.00       | $25455768.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 4.0000%  | 0.0000% | $12641100.00       | $13025405.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $12332100.00       | $12492724.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $61633700.00       | $62649010.23       | U.S. Treasuries (including strips) |

### Security 296: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWP9, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1EQWP9_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2535000000.00
- **C.18.a - Value (excl. sponsor support):** $2535000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $3563319.00        | $834412.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1296644.00        | $842473.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1091908.00        | $859248.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $865952.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $5493879.00        | $870336.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $7250000.00        | $871972.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1186364.00        | $887821.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $760549.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $763248.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $779128.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $786562.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $796295.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 2.5000%  | 0.0000% | $2075000.00        | $797099.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $798278.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $814275.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $904000.00         | $818493.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $822648.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $280484.00         | $64457.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $108000.00         | $64811.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $65187.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $71383.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $72120.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $3407385.00        | $76237.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 3.5000%  | 0.0000% | $156384.00         | $77138.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $780000.00         | $78093.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $901044.00         | $81980.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $1404539.00        | $83068.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1303681.00        | $161796.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $167894.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $1435000.00        | $168629.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $2600000.00        | $168701.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $169365.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $174620.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $1330000.00        | $175101.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $589736.00         | $180476.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $965000.00         | $124984.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 3.0000%  | 0.0000% | $962233.00         | $128378.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $128452.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $137258.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $400000.00         | $141029.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $2261145.00        | $148310.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1411000.00        | $149977.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $292745.00         | $152635.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $1451435.00        | $153412.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $3804878.00        | $155434.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1130000.00        | $109055.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $183986.00         | $112651.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $113022.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $114170.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $1014036.00        | $115016.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $287183.00         | $116571.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $116842.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $120401.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $432226.00         | $120996.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $800000.00         | $122112.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1129100.00        | $85429.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $2139995.00        | $87114.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $87194.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $87600.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $1974314.00        | $92798.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $92958.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $500000.00         | $97014.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $97616.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.0000%  | 0.0000% | $1476536.00        | $103159.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $108637.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $270626975.00      | $274728096.70      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $702529000.00      | $332877338.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $118473331.00      | $122449101.18      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $195000000.00      | $166822953.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $189783219.00      | $186189310.53      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $201908809.00      | $199834775.86      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $262508695.00      | $270764093.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $625003.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2087435.00        | $633451.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2182093.00        | $638415.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $646168.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $2769383.00        | $658434.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $668794.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $676978.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $1070000.00        | $739956.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1061199.00        | $749163.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $726932.00         | $756540.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $2667646.00        | $515059.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2027726.00        | $536801.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $559454.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $569092.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1205924.00        | $579666.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1102076.00        | $581784.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $593021.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $595032.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1259747.00        | $599490.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $3485926.00        | $601840.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $473983.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $649000.00         | $475535.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $485175.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $485870.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $490477.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $491257.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $3354506.00        | $492735.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $784830.00         | $494309.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $501566.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $513101.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $595898.00         | $372550.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4500000.00        | $383343.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $390284.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $5355867.00        | $404944.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $808798.00         | $411605.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $418112.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $430850.00         | $430823.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1040028.00        | $441418.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $442361.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $462500.00         | $466834.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $281026.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $2795000.00        | $297404.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $310828.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $311414.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $319243.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $325142.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $4346273.00        | $341383.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $370000.00         | $341945.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $3805882.00        | $343889.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $349990.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $189450.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1560000.00        | $190190.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $199839.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $212789.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $214098.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $1414519.00        | $217566.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $226137.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $257424.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1119912.00        | $259113.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $266849.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $181373.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $183141.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 6.5000%  | 0.0000% | $500000.00         | $898.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $977.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $25000.00          | $1047.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1060.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1148.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.0000%  | 0.0000% | $25000.00          | $1175.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1204.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1309.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1406.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1501.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.5000%  | 0.0000% | $3467287.00        | $1522.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $48672.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $50493.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $50695.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $52516.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 4.0000%  | 0.0000% | $1835000.00        | $56126.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $453074.00         | $57121.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 3.0000%  | 0.0000% | $2000000.00        | $58844.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $102000.00         | $59228.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.0000%  | 0.0000% | $754899.00         | $60246.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $322220.00         | $62423.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 5.0000%  | 0.0000% | $65000.00          | $33903.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $34282.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $36556.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $37133.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $37694.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $42097.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $400000.00         | $42630.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $5090000.00        | $43388.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $44687.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $46501.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $685724.00         | $27233.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 3.5000%  | 0.0000% | $36301.00          | $29693.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $30073.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $30384.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 5.6000%  | 0.0000% | $56811.00          | $32534.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $32771.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $32852.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $33033.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $33088.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $33300.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $17560.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $75000.00          | $17568.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $18583.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 3.5000%  | 0.0000% | $218181.00         | $19258.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $19894.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $25301.00          | $20304.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $465000.00         | $20365.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $220204.00         | $24077.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $40000.00          | $26849.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $27104.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $12491.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $12910.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $130000.00         | $13384.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $13665.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $25000.00          | $14566.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $14919.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $15108.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $317848.00         | $15131.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $250000.00         | $15857.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $28157.00          | $17495.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $10000.00          | $8915.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $9393.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 6.0000%  | 0.0000% | $319025.00         | $9590.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9754.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $285000.00         | $10630.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $989000.00         | $10697.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $11280.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $11314.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $11897.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $12002.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5051.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5508.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $5669.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $5785.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $450000.00         | $5791.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.0000%  | 0.0000% | $98000.00          | $5875.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $95526.00          | $6284.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $6546.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8596.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $8819.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $1661.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $1878.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $1887.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1100000.00        | $2180.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2582.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $25000.00          | $2962.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3769.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $4023.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $4837.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5011.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $1018362.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $1024334.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1010186.00        | $1033985.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000516.00        | $1043179.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $1044641.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1587375.00        | $1052160.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1004671.00        | $1054049.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1960424.00        | $1062618.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1225841.00        | $1282962.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1284169.00        | $1318305.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1285653.00        | $1341828.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1308407.00        | $1358952.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.0000%  | 0.0000% | $1518376.00        | $1359610.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1308737.00        | $1362507.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $2296888.00        | $1369728.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1329872.00        | $1377947.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1370581.00        | $1380066.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $14650290.00       | $1388974.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $3080705.00        | $1389082.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1356937.00        | $1394656.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1401502.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1409644.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $1301000.00        | $1173686.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1175734.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1177341.00        | $1183944.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1769904.00        | $1207594.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1213497.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1216459.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1247316.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1223183.00        | $1274260.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1602916.00        | $1275609.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1365021.00        | $1280968.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1046030.00        | $1070722.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1116877.00        | $1088685.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1110704.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1112088.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1125338.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1125442.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1126931.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1096822.00        | $1135710.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1361523.00        | $1153381.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1173033.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1939256.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1824913.00        | $1965017.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1888841.00        | $1967784.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $1969031.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1956092.00        | $1978097.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1984317.00        | $2034740.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $24321116.00       | $2045780.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $9512997.00        | $2249579.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2273238.00        | $2291759.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3526696.00        | $2367767.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $2417103.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2406077.00        | $2433356.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $21150000.00       | $2435647.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2451235.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $2471848.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2463838.00        | $2505611.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $5118664.00        | $2533329.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $2105437.00        | $2064024.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $6700000.00        | $2078697.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2107735.00        | $2121997.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2101375.00        | $2154851.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2081655.00        | $2169902.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2169918.00        | $2190264.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $30266635.00       | $2225959.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2145783.00        | $2230520.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2142134.00        | $2232313.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2196382.00        | $2247338.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $10040000.00       | $5124482.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $11201072.00       | $5141709.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $61066759.00       | $5273936.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $129896429.00      | $39829413.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $85362308.00       | $40192154.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $337723188.00      | $40715498.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $86333758.00       | $41528661.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.0000%  | 0.0000% | $55822115.00       | $46224486.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $284584051.00      | $46309031.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $54157577.00       | $55531399.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3559245.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3400000.00        | $3563763.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3599611.00        | $3697482.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $9506469.00        | $3699261.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3709699.00        | $3735361.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $9763519.00        | $3783641.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3529275.00        | $3799611.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $54523373.00       | $4949348.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5026726.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $5086597.00        | $5121784.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $4465000.00        | $3111973.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3114977.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3119000.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $20999676.00       | $3138196.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4242618.00        | $3193684.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3108306.00        | $3219907.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4350208.00        | $3239348.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $3125544.00        | $3261829.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3272126.00        | $3290622.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3426045.00        | $3449745.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2464628.00        | $2597607.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2742989.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $2743190.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2651613.00        | $2762165.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3167179.00        | $2787970.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2791439.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2847781.00        | $2867487.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2779811.00        | $2926037.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $2954720.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $2979330.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1443785.00        | $1507919.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1517232.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $17105000.00       | $1528308.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1537441.00        | $1551857.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1557414.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1570687.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1555380.00        | $1570843.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1574560.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $7989971.00        | $1576917.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1584677.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1392946.00        | $1424827.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1367853.00        | $1428738.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1370843.00        | $1431421.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1378781.00        | $1438383.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1403384.00        | $1456579.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1456322.00        | $1466396.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $506469050.00      | $60794060.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $87890375.00       | $78945841.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $162039605.00      | $80435471.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $143676225.00      | $83839093.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $152322249.00      | $87625570.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $904367.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1148497.00        | $911367.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $6031688.00        | $923587.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1042597.00        | $923957.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1405725.00        | $948674.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1331298.00        | $961539.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1192880.00        | $964181.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1292024.00        | $965312.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1191837.00        | $969975.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1911863.00        | $989639.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1920570.00        | $887953.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $891994.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1162482.00        | $892491.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $990927.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1017640.00        | $1011805.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $536.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $607.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $3457996.00        | $1734987.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1706163.00        | $1752897.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1765613.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $16197562.00       | $1784436.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1828200.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1766374.00        | $1828387.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1808397.00        | $1839168.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1755798.00        | $1857467.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $3185872.00        | $1891568.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1903426.00        | $1916599.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1595393.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1625831.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1640357.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1580378.00        | $1647936.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1646161.00        | $1663616.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1668698.00        | $1680246.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1696703.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1699603.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $3454200.00        | $1704577.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1711845.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1842204.00        | $1919665.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1923553.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $1933602.31        | Agency Mortgage-Backed Securities |

### Security 297: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWS3, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EQWS3_3.66_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-07-02      | N/A      | 0.0000% | $100.00            | $98.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $1400.00           | $865.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $200.00            | $198.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $39924900.00       | $38202576.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $3624600.00        | $3716360.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $134747800.00      | $138864521.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $98084000.00       | $98332731.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $27123000.00       | $26882265.49       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-02-06

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President